CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 20-Nov-2018
Day Change Summary
Previous Current
19-Nov-2018 20-Nov-2018 Change Change % Previous Week
Open 1.0123 1.0191 0.0068 0.7% 1.0032
High 1.0196 1.0210 0.0014 0.1% 1.0129
Low 1.0115 1.0163 0.0048 0.5% 1.0002
Close 1.0184 1.0171 -0.0013 -0.1% 1.0123
Range 0.0081 0.0047 -0.0034 -42.0% 0.0127
ATR 0.0059 0.0058 -0.0001 -1.4% 0.0000
Volume 270 159 -111 -41.1% 933
Daily Pivots for day following 20-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0322 1.0294 1.0197
R3 1.0275 1.0247 1.0184
R2 1.0228 1.0228 1.0180
R1 1.0200 1.0200 1.0175 1.0191
PP 1.0181 1.0181 1.0181 1.0177
S1 1.0153 1.0153 1.0167 1.0144
S2 1.0134 1.0134 1.0162
S3 1.0087 1.0106 1.0158
S4 1.0040 1.0059 1.0145
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 1.0210 1.0025 0.0185 1.8% 0.0064 0.6% 79% True False 207
10 1.0210 1.0002 0.0208 2.0% 0.0060 0.6% 81% True False 153
20 1.0210 1.0002 0.0208 2.0% 0.0057 0.6% 81% True False 96
40 1.0559 1.0002 0.0557 5.5% 0.0050 0.5% 30% False False 56
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 False
Bull Hook False
Stretch 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0410
2.618 1.0333
1.618 1.0286
1.000 1.0257
0.618 1.0239
HIGH 1.0210
0.618 1.0192
0.500 1.0187
0.382 1.0181
LOW 1.0163
0.618 1.0134
1.000 1.0116
1.618 1.0087
2.618 1.0040
4.250 0.9963
Fisher Pivots for day following 20-Nov-2018
Pivot 1 day 3 day
R1 1.0187 1.0155
PP 1.0181 1.0139
S1 1.0176 1.0123

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

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