CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 21-Nov-2018
Day Change Summary
Previous Current
20-Nov-2018 21-Nov-2018 Change Change % Previous Week
Open 1.0191 1.0169 -0.0022 -0.2% 1.0032
High 1.0210 1.0192 -0.0018 -0.2% 1.0129
Low 1.0163 1.0163 0.0000 0.0% 1.0002
Close 1.0171 1.0176 0.0005 0.0% 1.0123
Range 0.0047 0.0029 -0.0018 -38.3% 0.0127
ATR 0.0058 0.0056 -0.0002 -3.6% 0.0000
Volume 159 164 5 3.1% 933
Daily Pivots for day following 21-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0264 1.0249 1.0192
R3 1.0235 1.0220 1.0184
R2 1.0206 1.0206 1.0181
R1 1.0191 1.0191 1.0179 1.0199
PP 1.0177 1.0177 1.0177 1.0181
S1 1.0162 1.0162 1.0173 1.0170
S2 1.0148 1.0148 1.0171
S3 1.0119 1.0133 1.0168
S4 1.0090 1.0104 1.0160
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 1.0036 0.0174 1.7% 0.0058 0.6% 80% False False 233
10 1.0210 1.0002 0.0208 2.0% 0.0054 0.5% 84% False False 158
20 1.0210 1.0002 0.0208 2.0% 0.0057 0.6% 84% False False 103
40 1.0438 1.0002 0.0436 4.3% 0.0049 0.5% 40% False False 59
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0014
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0315
2.618 1.0268
1.618 1.0239
1.000 1.0221
0.618 1.0210
HIGH 1.0192
0.618 1.0181
0.500 1.0178
0.382 1.0174
LOW 1.0163
0.618 1.0145
1.000 1.0134
1.618 1.0116
2.618 1.0087
4.250 1.0040
Fisher Pivots for day following 21-Nov-2018
Pivot 1 day 3 day
R1 1.0178 1.0172
PP 1.0177 1.0167
S1 1.0177 1.0163

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

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