CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 09-Nov-2018
Day Change Summary
Previous Current
08-Nov-2018 09-Nov-2018 Change Change % Previous Week
Open 1.0105 1.0046 -0.0059 -0.6% 1.0088
High 1.0122 1.0084 -0.0038 -0.4% 1.0180
Low 1.0060 1.0045 -0.0015 -0.1% 1.0045
Close 1.0061 1.0075 0.0014 0.1% 1.0075
Range 0.0062 0.0039 -0.0023 -37.1% 0.0135
ATR 0.0057 0.0055 -0.0001 -2.2% 0.0000
Volume 3 59 56 1,866.7% 198
Daily Pivots for day following 09-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0185 1.0169 1.0096
R3 1.0146 1.0130 1.0086
R2 1.0107 1.0107 1.0082
R1 1.0091 1.0091 1.0079 1.0099
PP 1.0068 1.0068 1.0068 1.0072
S1 1.0052 1.0052 1.0071 1.0060
S2 1.0029 1.0029 1.0068
S3 0.9990 1.0013 1.0064
S4 0.9951 0.9974 1.0054
Weekly Pivots for week ending 09-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0505 1.0425 1.0149
R3 1.0370 1.0290 1.0112
R2 1.0235 1.0235 1.0100
R1 1.0155 1.0155 1.0087 1.0128
PP 1.0100 1.0100 1.0100 1.0086
S1 1.0020 1.0020 1.0063 0.9993
S2 0.9965 0.9965 1.0050
S3 0.9830 0.9885 1.0038
S4 0.9695 0.9750 1.0001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0180 1.0045 0.0135 1.3% 0.0054 0.5% 22% False True 39
10 1.0180 1.0045 0.0135 1.3% 0.0058 0.6% 22% False True 45
20 1.0308 1.0045 0.0263 2.6% 0.0051 0.5% 11% False True 29
40 1.0654 1.0045 0.0609 6.0% 0.0050 0.5% 5% False True 26
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0250
2.618 1.0186
1.618 1.0147
1.000 1.0123
0.618 1.0108
HIGH 1.0084
0.618 1.0069
0.500 1.0065
0.382 1.0060
LOW 1.0045
0.618 1.0021
1.000 1.0006
1.618 0.9982
2.618 0.9943
4.250 0.9879
Fisher Pivots for day following 09-Nov-2018
Pivot 1 day 3 day
R1 1.0072 1.0113
PP 1.0068 1.0100
S1 1.0065 1.0088

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

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