CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 20-Nov-2017
Day Change Summary
Previous Current
17-Nov-2017 20-Nov-2017 Change Change % Previous Week
Open 1.0181 1.0208 0.0027 0.3% 1.0125
High 1.0215 1.0212 -0.0003 0.0% 1.0248
Low 1.0151 1.0155 0.0004 0.0% 1.0106
Close 1.0207 1.0159 -0.0048 -0.5% 1.0207
Range 0.0064 0.0057 -0.0007 -10.9% 0.0142
ATR 0.0062 0.0062 0.0000 -0.6% 0.0000
Volume 109 76 -33 -30.3% 299
Daily Pivots for day following 20-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.0346 1.0310 1.0190
R3 1.0289 1.0253 1.0175
R2 1.0232 1.0232 1.0169
R1 1.0196 1.0196 1.0164 1.0186
PP 1.0175 1.0175 1.0175 1.0170
S1 1.0139 1.0139 1.0154 1.0129
S2 1.0118 1.0118 1.0149
S3 1.0061 1.0082 1.0143
S4 1.0004 1.0025 1.0128
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.0613 1.0552 1.0285
R3 1.0471 1.0410 1.0246
R2 1.0329 1.0329 1.0233
R1 1.0268 1.0268 1.0220 1.0299
PP 1.0187 1.0187 1.0187 1.0202
S1 1.0126 1.0126 1.0194 1.0157
S2 1.0045 1.0045 1.0181
S3 0.9903 0.9984 1.0168
S4 0.9761 0.9842 1.0129
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0248 1.0123 0.0125 1.2% 0.0067 0.7% 29% False False 56
10 1.0248 1.0076 0.0172 1.7% 0.0059 0.6% 48% False False 59
20 1.0267 1.0062 0.0205 2.0% 0.0061 0.6% 47% False False 42
40 1.0484 1.0062 0.0422 4.2% 0.0058 0.6% 23% False False 25
60 1.0744 1.0062 0.0682 6.7% 0.0059 0.6% 14% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0454
2.618 1.0361
1.618 1.0304
1.000 1.0269
0.618 1.0247
HIGH 1.0212
0.618 1.0190
0.500 1.0184
0.382 1.0177
LOW 1.0155
0.618 1.0120
1.000 1.0098
1.618 1.0063
2.618 1.0006
4.250 0.9913
Fisher Pivots for day following 20-Nov-2017
Pivot 1 day 3 day
R1 1.0184 1.0182
PP 1.0175 1.0174
S1 1.0167 1.0167

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

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