CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 28-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2022 |
28-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0733 |
1.0700 |
-0.0033 |
-0.3% |
1.0597 |
| High |
1.0774 |
1.0767 |
-0.0008 |
-0.1% |
1.0774 |
| Low |
1.0666 |
1.0669 |
0.0004 |
0.0% |
1.0567 |
| Close |
1.0715 |
1.0669 |
-0.0046 |
-0.4% |
1.0715 |
| Range |
0.0109 |
0.0098 |
-0.0011 |
-10.1% |
0.0207 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
29 |
37 |
8 |
27.6% |
180 |
|
| Daily Pivots for day following 28-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0994 |
1.0929 |
1.0723 |
|
| R3 |
1.0897 |
1.0832 |
1.0696 |
|
| R2 |
1.0799 |
1.0799 |
1.0687 |
|
| R1 |
1.0734 |
1.0734 |
1.0678 |
1.0718 |
| PP |
1.0702 |
1.0702 |
1.0702 |
1.0693 |
| S1 |
1.0637 |
1.0637 |
1.0660 |
1.0620 |
| S2 |
1.0604 |
1.0604 |
1.0651 |
|
| S3 |
1.0507 |
1.0539 |
1.0642 |
|
| S4 |
1.0409 |
1.0442 |
1.0615 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1306 |
1.1217 |
1.0828 |
|
| R3 |
1.1099 |
1.1010 |
1.0771 |
|
| R2 |
1.0892 |
1.0892 |
1.0752 |
|
| R1 |
1.0803 |
1.0803 |
1.0733 |
1.0848 |
| PP |
1.0685 |
1.0685 |
1.0685 |
1.0707 |
| S1 |
1.0596 |
1.0596 |
1.0696 |
1.0641 |
| S2 |
1.0478 |
1.0478 |
1.0677 |
|
| S3 |
1.0271 |
1.0389 |
1.0658 |
|
| S4 |
1.0064 |
1.0182 |
1.0601 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0774 |
1.0567 |
0.0207 |
1.9% |
0.0073 |
0.7% |
49% |
False |
False |
43 |
| 10 |
1.0801 |
1.0567 |
0.0234 |
2.2% |
0.0076 |
0.7% |
44% |
False |
False |
40 |
| 20 |
1.0801 |
1.0010 |
0.0791 |
7.4% |
0.0101 |
0.9% |
83% |
False |
False |
46 |
| 40 |
1.0801 |
1.0010 |
0.0791 |
7.4% |
0.0079 |
0.7% |
83% |
False |
False |
31 |
| 60 |
1.0801 |
1.0010 |
0.0791 |
7.4% |
0.0071 |
0.7% |
83% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1181 |
|
2.618 |
1.1022 |
|
1.618 |
1.0924 |
|
1.000 |
1.0864 |
|
0.618 |
1.0827 |
|
HIGH |
1.0767 |
|
0.618 |
1.0729 |
|
0.500 |
1.0718 |
|
0.382 |
1.0706 |
|
LOW |
1.0669 |
|
0.618 |
1.0609 |
|
1.000 |
1.0572 |
|
1.618 |
1.0511 |
|
2.618 |
1.0414 |
|
4.250 |
1.0255 |
|
|
| Fisher Pivots for day following 28-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0718 |
1.0702 |
| PP |
1.0702 |
1.0691 |
| S1 |
1.0685 |
1.0680 |
|