CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 30-Oct-2017
Day Change Summary
Previous Current
27-Oct-2017 30-Oct-2017 Change Change % Previous Week
Open 1.0125 1.0120 -0.0005 0.0% 1.0255
High 1.0127 1.0159 0.0032 0.3% 1.0274
Low 1.0063 1.0105 0.0042 0.4% 1.0063
Close 1.0113 1.0149 0.0036 0.4% 1.0113
Range 0.0064 0.0054 -0.0010 -15.6% 0.0211
ATR 0.0066 0.0065 -0.0001 -1.3% 0.0000
Volume 29 14 -15 -51.7% 191
Daily Pivots for day following 30-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.0300 1.0278 1.0179
R3 1.0246 1.0224 1.0164
R2 1.0192 1.0192 1.0159
R1 1.0170 1.0170 1.0154 1.0181
PP 1.0138 1.0138 1.0138 1.0143
S1 1.0116 1.0116 1.0144 1.0127
S2 1.0084 1.0084 1.0139
S3 1.0030 1.0062 1.0134
S4 0.9976 1.0008 1.0119
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.0783 1.0659 1.0229
R3 1.0572 1.0448 1.0171
R2 1.0361 1.0361 1.0152
R1 1.0237 1.0237 1.0132 1.0194
PP 1.0150 1.0150 1.0150 1.0128
S1 1.0026 1.0026 1.0094 0.9983
S2 0.9939 0.9939 1.0074
S3 0.9728 0.9815 1.0055
S4 0.9517 0.9604 0.9997
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0267 1.0063 0.0204 2.0% 0.0072 0.7% 42% False False 38
10 1.0373 1.0063 0.0310 3.1% 0.0069 0.7% 28% False False 24
20 1.0415 1.0063 0.0352 3.5% 0.0057 0.6% 24% False False 15
40 1.0737 1.0063 0.0674 6.6% 0.0056 0.6% 13% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0389
2.618 1.0300
1.618 1.0246
1.000 1.0213
0.618 1.0192
HIGH 1.0159
0.618 1.0138
0.500 1.0132
0.382 1.0126
LOW 1.0105
0.618 1.0072
1.000 1.0051
1.618 1.0018
2.618 0.9964
4.250 0.9876
Fisher Pivots for day following 30-Oct-2017
Pivot 1 day 3 day
R1 1.0143 1.0147
PP 1.0138 1.0145
S1 1.0132 1.0144

These figures are updated between 7pm and 10pm EST after a trading day.

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