CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 16-Nov-2018
Day Change Summary
Previous Current
15-Nov-2018 16-Nov-2018 Change Change % Previous Week
Open 1.0071 1.0060 -0.0011 -0.1% 1.0032
High 1.0087 1.0129 0.0042 0.4% 1.0129
Low 1.0046 1.0036 -0.0010 -0.1% 1.0002
Close 1.0067 1.0123 0.0056 0.6% 1.0123
Range 0.0041 0.0093 0.0052 126.8% 0.0127
ATR 0.0055 0.0057 0.0003 5.0% 0.0000
Volume 62 510 448 722.6% 933
Daily Pivots for day following 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0375 1.0342 1.0174
R3 1.0282 1.0249 1.0149
R2 1.0189 1.0189 1.0140
R1 1.0156 1.0156 1.0132 1.0173
PP 1.0096 1.0096 1.0096 1.0104
S1 1.0063 1.0063 1.0114 1.0080
S2 1.0003 1.0003 1.0106
S3 0.9910 0.9970 1.0097
S4 0.9817 0.9877 1.0072
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0466 1.0421 1.0193
R3 1.0339 1.0294 1.0158
R2 1.0212 1.0212 1.0146
R1 1.0167 1.0167 1.0135 1.0190
PP 1.0085 1.0085 1.0085 1.0096
S1 1.0040 1.0040 1.0111 1.0063
S2 0.9958 0.9958 1.0100
S3 0.9831 0.9913 1.0088
S4 0.9704 0.9786 1.0053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0129 1.0002 0.0127 1.3% 0.0056 0.5% 95% True False 186
10 1.0180 1.0002 0.0178 1.8% 0.0055 0.5% 68% False False 113
20 1.0208 1.0002 0.0206 2.0% 0.0054 0.5% 59% False False 75
40 1.0593 1.0002 0.0591 5.8% 0.0049 0.5% 20% False False 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0524
2.618 1.0372
1.618 1.0279
1.000 1.0222
0.618 1.0186
HIGH 1.0129
0.618 1.0093
0.500 1.0083
0.382 1.0072
LOW 1.0036
0.618 0.9979
1.000 0.9943
1.618 0.9886
2.618 0.9793
4.250 0.9641
Fisher Pivots for day following 16-Nov-2018
Pivot 1 day 3 day
R1 1.0110 1.0108
PP 1.0096 1.0092
S1 1.0083 1.0077

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

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