CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 30-Oct-2018
Day Change Summary
Previous Current
29-Oct-2018 30-Oct-2018 Change Change % Previous Week
Open 1.0163 1.0119 -0.0044 -0.4% 1.0170
High 1.0165 1.0131 -0.0034 -0.3% 1.0208
Low 1.0120 1.0089 -0.0031 -0.3% 1.0117
Close 1.0131 1.0089 -0.0042 -0.4% 1.0173
Range 0.0045 0.0042 -0.0003 -6.7% 0.0091
ATR 0.0051 0.0050 -0.0001 -1.2% 0.0000
Volume 69 21 -48 -69.6% 115
Daily Pivots for day following 30-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.0229 1.0201 1.0112
R3 1.0187 1.0159 1.0101
R2 1.0145 1.0145 1.0097
R1 1.0117 1.0117 1.0093 1.0110
PP 1.0103 1.0103 1.0103 1.0100
S1 1.0075 1.0075 1.0085 1.0068
S2 1.0061 1.0061 1.0081
S3 1.0019 1.0033 1.0077
S4 0.9977 0.9991 1.0066
Weekly Pivots for week ending 26-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.0439 1.0397 1.0223
R3 1.0348 1.0306 1.0198
R2 1.0257 1.0257 1.0190
R1 1.0215 1.0215 1.0181 1.0236
PP 1.0166 1.0166 1.0166 1.0177
S1 1.0124 1.0124 1.0165 1.0145
S2 1.0075 1.0075 1.0156
S3 0.9984 1.0033 1.0148
S4 0.9893 0.9942 1.0123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0202 1.0089 0.0113 1.1% 0.0050 0.5% 0% False True 39
10 1.0229 1.0089 0.0140 1.4% 0.0042 0.4% 0% False True 22
20 1.0333 1.0089 0.0244 2.4% 0.0046 0.5% 0% False True 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0310
2.618 1.0241
1.618 1.0199
1.000 1.0173
0.618 1.0157
HIGH 1.0131
0.618 1.0115
0.500 1.0110
0.382 1.0105
LOW 1.0089
0.618 1.0063
1.000 1.0047
1.618 1.0021
2.618 0.9979
4.250 0.9911
Fisher Pivots for day following 30-Oct-2018
Pivot 1 day 3 day
R1 1.0110 1.0132
PP 1.0103 1.0117
S1 1.0096 1.0103

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

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