CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 27-Nov-2017
Day Change Summary
Previous Current
24-Nov-2017 27-Nov-2017 Change Change % Previous Week
Open 1.0274 1.0287 0.0013 0.1% 1.0208
High 1.0305 1.0311 0.0006 0.1% 1.0305
Low 1.0263 1.0270 0.0007 0.1% 1.0144
Close 1.0295 1.0279 -0.0016 -0.2% 1.0295
Range 0.0042 0.0041 -0.0001 -2.4% 0.0161
ATR 0.0063 0.0061 -0.0002 -2.5% 0.0000
Volume 183 144 -39 -21.3% 419
Daily Pivots for day following 27-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.0410 1.0385 1.0302
R3 1.0369 1.0344 1.0290
R2 1.0328 1.0328 1.0287
R1 1.0303 1.0303 1.0283 1.0295
PP 1.0287 1.0287 1.0287 1.0283
S1 1.0262 1.0262 1.0275 1.0254
S2 1.0246 1.0246 1.0271
S3 1.0205 1.0221 1.0268
S4 1.0164 1.0180 1.0256
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.0731 1.0674 1.0384
R3 1.0570 1.0513 1.0339
R2 1.0409 1.0409 1.0325
R1 1.0352 1.0352 1.0310 1.0381
PP 1.0248 1.0248 1.0248 1.0262
S1 1.0191 1.0191 1.0280 1.0220
S2 1.0087 1.0087 1.0265
S3 0.9926 1.0030 1.0251
S4 0.9765 0.9869 1.0206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0311 1.0144 0.0167 1.6% 0.0057 0.6% 81% True False 112
10 1.0311 1.0106 0.0205 2.0% 0.0062 0.6% 84% True False 86
20 1.0311 1.0062 0.0249 2.4% 0.0057 0.6% 87% True False 57
40 1.0442 1.0062 0.0380 3.7% 0.0058 0.6% 57% False False 36
60 1.0737 1.0062 0.0675 6.6% 0.0057 0.6% 32% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0013
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0485
2.618 1.0418
1.618 1.0377
1.000 1.0352
0.618 1.0336
HIGH 1.0311
0.618 1.0295
0.500 1.0291
0.382 1.0286
LOW 1.0270
0.618 1.0245
1.000 1.0229
1.618 1.0204
2.618 1.0163
4.250 1.0096
Fisher Pivots for day following 27-Nov-2017
Pivot 1 day 3 day
R1 1.0291 1.0268
PP 1.0287 1.0257
S1 1.0283 1.0246

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.