CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 14-Nov-2018
Day Change Summary
Previous Current
13-Nov-2018 14-Nov-2018 Change Change % Previous Week
Open 1.0018 1.0065 0.0047 0.5% 1.0088
High 1.0058 1.0084 0.0026 0.3% 1.0180
Low 1.0002 1.0025 0.0023 0.2% 1.0045
Close 1.0044 1.0081 0.0037 0.4% 1.0075
Range 0.0056 0.0059 0.0003 5.4% 0.0135
ATR 0.0055 0.0056 0.0000 0.5% 0.0000
Volume 85 37 -48 -56.5% 198
Daily Pivots for day following 14-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0240 1.0220 1.0113
R3 1.0181 1.0161 1.0097
R2 1.0122 1.0122 1.0092
R1 1.0102 1.0102 1.0086 1.0112
PP 1.0063 1.0063 1.0063 1.0069
S1 1.0043 1.0043 1.0076 1.0053
S2 1.0004 1.0004 1.0070
S3 0.9945 0.9984 1.0065
S4 0.9886 0.9925 1.0049
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 1.0122 1.0002 0.0120 1.2% 0.0049 0.5% 66% False False 84
10 1.0180 1.0002 0.0178 1.8% 0.0058 0.6% 44% False False 58
20 1.0229 1.0002 0.0227 2.3% 0.0052 0.5% 35% False False 47
40 1.0654 1.0002 0.0652 6.5% 0.0049 0.5% 12% False False 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0335
2.618 1.0238
1.618 1.0179
1.000 1.0143
0.618 1.0120
HIGH 1.0084
0.618 1.0061
0.500 1.0055
0.382 1.0048
LOW 1.0025
0.618 0.9989
1.000 0.9966
1.618 0.9930
2.618 0.9871
4.250 0.9774
Fisher Pivots for day following 14-Nov-2018
Pivot 1 day 3 day
R1 1.0072 1.0068
PP 1.0063 1.0056
S1 1.0055 1.0043

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

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