CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 13-Nov-2018
Day Change Summary
Previous Current
12-Nov-2018 13-Nov-2018 Change Change % Previous Week
Open 1.0032 1.0018 -0.0014 -0.1% 1.0088
High 1.0049 1.0058 0.0009 0.1% 1.0180
Low 1.0020 1.0002 -0.0018 -0.2% 1.0045
Close 1.0032 1.0044 0.0012 0.1% 1.0075
Range 0.0029 0.0056 0.0027 93.1% 0.0135
ATR 0.0055 0.0055 0.0000 0.1% 0.0000
Volume 239 85 -154 -64.4% 198
Daily Pivots for day following 13-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0203 1.0179 1.0075
R3 1.0147 1.0123 1.0059
R2 1.0091 1.0091 1.0054
R1 1.0067 1.0067 1.0049 1.0079
PP 1.0035 1.0035 1.0035 1.0041
S1 1.0011 1.0011 1.0039 1.0023
S2 0.9979 0.9979 1.0034
S3 0.9923 0.9955 1.0029
S4 0.9867 0.9899 1.0013
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 1.0002 0.0178 1.8% 0.0057 0.6% 24% False True 98
10 1.0180 1.0002 0.0178 1.8% 0.0058 0.6% 24% False True 69
20 1.0229 1.0002 0.0227 2.3% 0.0050 0.5% 19% False True 45
40 1.0654 1.0002 0.0652 6.5% 0.0049 0.5% 6% False True 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0296
2.618 1.0205
1.618 1.0149
1.000 1.0114
0.618 1.0093
HIGH 1.0058
0.618 1.0037
0.500 1.0030
0.382 1.0023
LOW 1.0002
0.618 0.9967
1.000 0.9946
1.618 0.9911
2.618 0.9855
4.250 0.9764
Fisher Pivots for day following 13-Nov-2018
Pivot 1 day 3 day
R1 1.0039 1.0044
PP 1.0035 1.0043
S1 1.0030 1.0043

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

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