CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 04-Dec-2017
Day Change Summary
Previous Current
01-Dec-2017 04-Dec-2017 Change Change % Previous Week
Open 1.0256 1.0285 0.0029 0.3% 1.0287
High 1.0353 1.0289 -0.0064 -0.6% 1.0353
Low 1.0214 1.0218 0.0004 0.0% 1.0203
Close 1.0330 1.0227 -0.0103 -1.0% 1.0330
Range 0.0139 0.0071 -0.0068 -48.9% 0.0150
ATR 0.0066 0.0069 0.0003 5.0% 0.0000
Volume 1,289 1,439 150 11.6% 2,156
Daily Pivots for day following 04-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.0458 1.0413 1.0266
R3 1.0387 1.0342 1.0247
R2 1.0316 1.0316 1.0240
R1 1.0271 1.0271 1.0234 1.0258
PP 1.0245 1.0245 1.0245 1.0238
S1 1.0200 1.0200 1.0220 1.0187
S2 1.0174 1.0174 1.0214
S3 1.0103 1.0129 1.0207
S4 1.0032 1.0058 1.0188
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% 0.0075 0.7% 16% False False 690
10 1.0353 1.0144 0.0209 2.0% 0.0066 0.6% 40% False False 401
20 1.0353 1.0067 0.0286 2.8% 0.0062 0.6% 56% False False 226
40 1.0411 1.0062 0.0349 3.4% 0.0060 0.6% 47% False False 122
60 1.0613 1.0062 0.0551 5.4% 0.0060 0.6% 30% False False 84
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0591
2.618 1.0475
1.618 1.0404
1.000 1.0360
0.618 1.0333
HIGH 1.0289
0.618 1.0262
0.500 1.0254
0.382 1.0245
LOW 1.0218
0.618 1.0174
1.000 1.0147
1.618 1.0103
2.618 1.0032
4.250 0.9916
Fisher Pivots for day following 04-Dec-2017
Pivot 1 day 3 day
R1 1.0254 1.0278
PP 1.0245 1.0261
S1 1.0236 1.0244

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

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