CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 17-Oct-2018
Day Change Summary
Previous Current
16-Oct-2018 17-Oct-2018 Change Change % Previous Week
Open 1.0257 1.0221 -0.0036 -0.4% 1.0231
High 1.0295 1.0221 -0.0074 -0.7% 1.0299
Low 1.0248 1.0201 -0.0047 -0.5% 1.0203
Close 1.0257 1.0203 -0.0054 -0.5% 1.0249
Range 0.0047 0.0020 -0.0027 -57.4% 0.0096
ATR 0.0054 0.0054 0.0000 0.2% 0.0000
Volume 0 9 9 14
Daily Pivots for day following 17-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.0268 1.0256 1.0214
R3 1.0248 1.0236 1.0209
R2 1.0228 1.0228 1.0207
R1 1.0216 1.0216 1.0205 1.0212
PP 1.0208 1.0208 1.0208 1.0207
S1 1.0196 1.0196 1.0201 1.0192
S2 1.0188 1.0188 1.0199
S3 1.0168 1.0176 1.0198
S4 1.0148 1.0156 1.0192
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 1.0201 0.0107 1.0% 0.0050 0.5% 2% False True 3
10 1.0308 1.0201 0.0107 1.0% 0.0043 0.4% 2% False True 3
20 1.0654 1.0201 0.0453 4.4% 0.0046 0.5% 0% False True 19
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 0.0012
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0306
2.618 1.0273
1.618 1.0253
1.000 1.0241
0.618 1.0233
HIGH 1.0221
0.618 1.0213
0.500 1.0211
0.382 1.0209
LOW 1.0201
0.618 1.0189
1.000 1.0181
1.618 1.0169
2.618 1.0149
4.250 1.0116
Fisher Pivots for day following 17-Oct-2018
Pivot 1 day 3 day
R1 1.0211 1.0255
PP 1.0208 1.0237
S1 1.0206 1.0220

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

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