CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 16-Oct-2018
Day Change Summary
Previous Current
15-Oct-2018 16-Oct-2018 Change Change % Previous Week
Open 1.0246 1.0257 0.0011 0.1% 1.0231
High 1.0308 1.0295 -0.0013 -0.1% 1.0299
Low 1.0236 1.0248 0.0012 0.1% 1.0203
Close 1.0284 1.0257 -0.0027 -0.3% 1.0249
Range 0.0072 0.0047 -0.0025 -34.7% 0.0096
ATR 0.0055 0.0054 -0.0001 -1.0% 0.0000
Volume 2 0 -2 -100.0% 14
Daily Pivots for day following 16-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.0408 1.0379 1.0283
R3 1.0361 1.0332 1.0270
R2 1.0314 1.0314 1.0266
R1 1.0285 1.0285 1.0261 1.0281
PP 1.0267 1.0267 1.0267 1.0264
S1 1.0238 1.0238 1.0253 1.0234
S2 1.0220 1.0220 1.0248
S3 1.0173 1.0191 1.0244
S4 1.0126 1.0144 1.0231
Weekly Pivots for week ending 12-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.0538 1.0490 1.0302
R3 1.0442 1.0394 1.0275
R2 1.0346 1.0346 1.0267
R1 1.0298 1.0298 1.0258 1.0322
PP 1.0250 1.0250 1.0250 1.0263
S1 1.0202 1.0202 1.0240 1.0226
S2 1.0154 1.0154 1.0231
S3 1.0058 1.0106 1.0223
S4 0.9962 1.0010 1.0196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0308 1.0225 0.0083 0.8% 0.0052 0.5% 39% False False 2
10 1.0333 1.0203 0.0130 1.3% 0.0050 0.5% 42% False False 2
20 1.0654 1.0203 0.0451 4.4% 0.0048 0.5% 12% False False 19
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0495
2.618 1.0418
1.618 1.0371
1.000 1.0342
0.618 1.0324
HIGH 1.0295
0.618 1.0277
0.500 1.0272
0.382 1.0266
LOW 1.0248
0.618 1.0219
1.000 1.0201
1.618 1.0172
2.618 1.0125
4.250 1.0048
Fisher Pivots for day following 16-Oct-2018
Pivot 1 day 3 day
R1 1.0272 1.0268
PP 1.0267 1.0264
S1 1.0262 1.0261

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

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