CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 21-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2022 |
21-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0639 |
1.0597 |
-0.0043 |
-0.4% |
1.0732 |
| High |
1.0671 |
1.0599 |
-0.0072 |
-0.7% |
1.0801 |
| Low |
1.0620 |
1.0567 |
-0.0053 |
-0.5% |
1.0615 |
| Close |
1.0633 |
1.0567 |
-0.0066 |
-0.6% |
1.0633 |
| Range |
0.0052 |
0.0032 |
-0.0020 |
-37.9% |
0.0186 |
| ATR |
0.0103 |
0.0101 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
15 |
27 |
12 |
80.0% |
186 |
|
| Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0674 |
1.0652 |
1.0585 |
|
| R3 |
1.0642 |
1.0620 |
1.0576 |
|
| R2 |
1.0610 |
1.0610 |
1.0573 |
|
| R1 |
1.0588 |
1.0588 |
1.0570 |
1.0583 |
| PP |
1.0578 |
1.0578 |
1.0578 |
1.0575 |
| S1 |
1.0556 |
1.0556 |
1.0564 |
1.0551 |
| S2 |
1.0546 |
1.0546 |
1.0561 |
|
| S3 |
1.0514 |
1.0524 |
1.0558 |
|
| S4 |
1.0482 |
1.0492 |
1.0549 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1241 |
1.1123 |
1.0735 |
|
| R3 |
1.1055 |
1.0937 |
1.0684 |
|
| R2 |
1.0869 |
1.0869 |
1.0667 |
|
| R1 |
1.0751 |
1.0751 |
1.0650 |
1.0717 |
| PP |
1.0683 |
1.0683 |
1.0683 |
1.0666 |
| S1 |
1.0565 |
1.0565 |
1.0616 |
1.0531 |
| S2 |
1.0497 |
1.0497 |
1.0599 |
|
| S3 |
1.0311 |
1.0379 |
1.0582 |
|
| S4 |
1.0125 |
1.0193 |
1.0531 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0801 |
1.0567 |
0.0234 |
2.2% |
0.0072 |
0.7% |
0% |
False |
True |
36 |
| 10 |
1.0801 |
1.0240 |
0.0561 |
5.3% |
0.0113 |
1.1% |
58% |
False |
False |
60 |
| 20 |
1.0801 |
1.0010 |
0.0791 |
7.5% |
0.0099 |
0.9% |
70% |
False |
False |
42 |
| 40 |
1.0801 |
1.0010 |
0.0791 |
7.5% |
0.0078 |
0.7% |
70% |
False |
False |
26 |
| 60 |
1.0801 |
1.0010 |
0.0791 |
7.5% |
0.0067 |
0.6% |
70% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0735 |
|
2.618 |
1.0683 |
|
1.618 |
1.0651 |
|
1.000 |
1.0631 |
|
0.618 |
1.0619 |
|
HIGH |
1.0599 |
|
0.618 |
1.0587 |
|
0.500 |
1.0583 |
|
0.382 |
1.0579 |
|
LOW |
1.0567 |
|
0.618 |
1.0547 |
|
1.000 |
1.0535 |
|
1.618 |
1.0515 |
|
2.618 |
1.0483 |
|
4.250 |
1.0431 |
|
|
| Fisher Pivots for day following 21-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0583 |
1.0650 |
| PP |
1.0578 |
1.0622 |
| S1 |
1.0572 |
1.0595 |
|