CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 16-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2022 |
16-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0740 |
1.0718 |
-0.0023 |
-0.2% |
1.0190 |
| High |
1.0801 |
1.0798 |
-0.0003 |
0.0% |
1.0792 |
| Low |
1.0720 |
1.0718 |
-0.0003 |
0.0% |
1.0190 |
| Close |
1.0759 |
1.0742 |
-0.0018 |
-0.2% |
1.0781 |
| Range |
0.0081 |
0.0080 |
-0.0001 |
-0.6% |
0.0602 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
67 |
29 |
-38 |
-56.7% |
436 |
|
| Daily Pivots for day following 16-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0992 |
1.0947 |
1.0786 |
|
| R3 |
1.0912 |
1.0867 |
1.0764 |
|
| R2 |
1.0832 |
1.0832 |
1.0756 |
|
| R1 |
1.0787 |
1.0787 |
1.0749 |
1.0810 |
| PP |
1.0752 |
1.0752 |
1.0752 |
1.0764 |
| S1 |
1.0707 |
1.0707 |
1.0734 |
1.0730 |
| S2 |
1.0672 |
1.0672 |
1.0727 |
|
| S3 |
1.0592 |
1.0627 |
1.0720 |
|
| S4 |
1.0512 |
1.0547 |
1.0698 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2394 |
1.2189 |
1.1112 |
|
| R3 |
1.1792 |
1.1587 |
1.0946 |
|
| R2 |
1.1190 |
1.1190 |
1.0891 |
|
| R1 |
1.0985 |
1.0985 |
1.0836 |
1.1087 |
| PP |
1.0588 |
1.0588 |
1.0588 |
1.0639 |
| S1 |
1.0383 |
1.0383 |
1.0725 |
1.0485 |
| S2 |
0.9986 |
0.9986 |
1.0670 |
|
| S3 |
0.9384 |
0.9781 |
1.0615 |
|
| S4 |
0.8782 |
0.9179 |
1.0449 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1138 |
|
2.618 |
1.1007 |
|
1.618 |
1.0927 |
|
1.000 |
1.0878 |
|
0.618 |
1.0847 |
|
HIGH |
1.0798 |
|
0.618 |
1.0767 |
|
0.500 |
1.0758 |
|
0.382 |
1.0748 |
|
LOW |
1.0718 |
|
0.618 |
1.0668 |
|
1.000 |
1.0638 |
|
1.618 |
1.0588 |
|
2.618 |
1.0508 |
|
4.250 |
1.0378 |
|
|
| Fisher Pivots for day following 16-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0758 |
1.0758 |
| PP |
1.0752 |
1.0752 |
| S1 |
1.0747 |
1.0747 |
|