CME Swiss Franc Future March 2018

Trading Metrics calculated at close of trading on 15-Nov-2017

Day Change Summary
	Previous	Current
	14-Nov-2017	15-Nov-2017	Change	Change %	Previous Week
Open	1.0131	1.0197	0.0066	0.7%	1.0070
High	1.0211	1.0248	0.0037	0.4%	1.0171
Low	1.0123	1.0184	0.0061	0.6%	1.0067
Close	1.0198	1.0207	0.0009	0.1%	1.0136
Range	0.0088	0.0064	-0.0024	-27.3%	0.0104
ATR	0.0062	0.0062	0.0000	0.2%	0.0000
Volume	18	50	32	177.8%	226

Daily Pivots for day following 15-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0405	1.0370	1.0242
R3	1.0341	1.0306	1.0225
R2	1.0277	1.0277	1.0219
R1	1.0242	1.0242	1.0213	1.0260
PP	1.0213	1.0213	1.0213	1.0222
S1	1.0178	1.0178	1.0201	1.0196
S2	1.0149	1.0149	1.0195
S3	1.0085	1.0114	1.0189
S4	1.0021	1.0050	1.0172

Weekly Pivots for week ending 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0437	1.0390	1.0193
R3	1.0333	1.0286	1.0165
R2	1.0229	1.0229	1.0155
R1	1.0182	1.0182	1.0146	1.0206
PP	1.0125	1.0125	1.0125	1.0136
S1	1.0078	1.0078	1.0126	1.0102
S2	1.0021	1.0021	1.0117
S3	0.9917	0.9974	1.0107
S4	0.9813	0.9870	1.0079

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0248	1.0076	0.0172	1.7%	0.0068	0.7%	76%	True	False	66
10	1.0248	1.0067	0.0181	1.8%	0.0057	0.6%	77%	True	False	43
20	1.0373	1.0062	0.0311	3.0%	0.0063	0.6%	47%	False	False	34
40	1.0490	1.0062	0.0428	4.2%	0.0059	0.6%	34%	False	False	20

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0520
2.618	1.0416
1.618	1.0352
1.000	1.0312
0.618	1.0288
HIGH	1.0248
0.618	1.0224
0.500	1.0216
0.382	1.0208
LOW	1.0184
0.618	1.0144
1.000	1.0120
1.618	1.0080
2.618	1.0016
4.250	0.9912

Fisher Pivots for day following 15-Nov-2017
Pivot	1 day	3 day
R1	1.0216	1.0197
PP	1.0213	1.0187
S1	1.0210	1.0177

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols