CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 01-Dec-2017
Day Change Summary
Previous Current
30-Nov-2017 01-Dec-2017 Change Change % Previous Week
Open 1.0242 1.0256 0.0014 0.1% 1.0287
High 1.0270 1.0353 0.0083 0.8% 1.0353
Low 1.0203 1.0214 0.0011 0.1% 1.0203
Close 1.0244 1.0330 0.0086 0.8% 1.0330
Range 0.0067 0.0139 0.0072 107.5% 0.0150
ATR 0.0060 0.0066 0.0006 9.4% 0.0000
Volume 372 1,289 917 246.5% 2,156
Daily Pivots for day following 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.0716 1.0662 1.0406
R3 1.0577 1.0523 1.0368
R2 1.0438 1.0438 1.0355
R1 1.0384 1.0384 1.0343 1.0411
PP 1.0299 1.0299 1.0299 1.0313
S1 1.0245 1.0245 1.0317 1.0272
S2 1.0160 1.0160 1.0305
S3 1.0021 1.0106 1.0292
S4 0.9882 0.9967 1.0254
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.0745 1.0688 1.0413
R3 1.0595 1.0538 1.0371
R2 1.0445 1.0445 1.0358
R1 1.0388 1.0388 1.0344 1.0417
PP 1.0295 1.0295 1.0295 1.0310
S1 1.0238 1.0238 1.0316 1.0267
S2 1.0145 1.0145 1.0303
S3 0.9995 1.0088 1.0289
S4 0.9845 0.9938 1.0248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0353 1.0203 0.0150 1.5% 0.0069 0.7% 85% True False 431
10 1.0353 1.0144 0.0209 2.0% 0.0066 0.6% 89% True False 268
20 1.0353 1.0067 0.0286 2.8% 0.0062 0.6% 92% True False 157
40 1.0411 1.0062 0.0349 3.4% 0.0060 0.6% 77% False False 86
60 1.0737 1.0062 0.0675 6.5% 0.0059 0.6% 40% False False 60
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 1.0944
2.618 1.0717
1.618 1.0578
1.000 1.0492
0.618 1.0439
HIGH 1.0353
0.618 1.0300
0.500 1.0284
0.382 1.0267
LOW 1.0214
0.618 1.0128
1.000 1.0075
1.618 0.9989
2.618 0.9850
4.250 0.9623
Fisher Pivots for day following 01-Dec-2017
Pivot 1 day 3 day
R1 1.0315 1.0313
PP 1.0299 1.0295
S1 1.0284 1.0278

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

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