CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 07-Dec-2017
Day Change Summary
Previous Current
06-Dec-2017 07-Dec-2017 Change Change % Previous Week
Open 1.0211 1.0191 -0.0020 -0.2% 1.0287
High 1.0228 1.0210 -0.0018 -0.2% 1.0353
Low 1.0174 1.0134 -0.0040 -0.4% 1.0203
Close 1.0180 1.0137 -0.0043 -0.4% 1.0330
Range 0.0054 0.0076 0.0022 40.7% 0.0150
ATR 0.0067 0.0067 0.0001 1.0% 0.0000
Volume 6,768 2,163 -4,605 -68.0% 2,156
Daily Pivots for day following 07-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.0388 1.0339 1.0179
R3 1.0312 1.0263 1.0158
R2 1.0236 1.0236 1.0151
R1 1.0187 1.0187 1.0144 1.0174
PP 1.0160 1.0160 1.0160 1.0154
S1 1.0111 1.0111 1.0130 1.0098
S2 1.0084 1.0084 1.0123
S3 1.0008 1.0035 1.0116
S4 0.9932 0.9959 1.0095
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 1.0134 0.0219 2.2% 0.0078 0.8% 1% False True 2,424
10 1.0353 1.0134 0.0219 2.2% 0.0064 0.6% 1% False True 1,317
20 1.0353 1.0076 0.0277 2.7% 0.0065 0.6% 22% False False 693
40 1.0411 1.0062 0.0349 3.4% 0.0062 0.6% 21% False False 356
60 1.0563 1.0062 0.0501 4.9% 0.0061 0.6% 15% False False 241
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0533
2.618 1.0409
1.618 1.0333
1.000 1.0286
0.618 1.0257
HIGH 1.0210
0.618 1.0181
0.500 1.0172
0.382 1.0163
LOW 1.0134
0.618 1.0087
1.000 1.0058
1.618 1.0011
2.618 0.9935
4.250 0.9811
Fisher Pivots for day following 07-Dec-2017
Pivot 1 day 3 day
R1 1.0172 1.0190
PP 1.0160 1.0172
S1 1.0149 1.0155

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

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