CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 23-Nov-2018
Day Change Summary
Previous Current
21-Nov-2018 23-Nov-2018 Change Change % Previous Week
Open 1.0169 1.0174 0.0005 0.0% 1.0123
High 1.0192 1.0196 0.0004 0.0% 1.0210
Low 1.0163 1.0136 -0.0027 -0.3% 1.0115
Close 1.0176 1.0139 -0.0037 -0.4% 1.0139
Range 0.0029 0.0060 0.0031 106.9% 0.0095
ATR 0.0056 0.0056 0.0000 0.5% 0.0000
Volume 164 59 -105 -64.0% 652
Daily Pivots for day following 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0337 1.0298 1.0172
R3 1.0277 1.0238 1.0156
R2 1.0217 1.0217 1.0150
R1 1.0178 1.0178 1.0145 1.0168
PP 1.0157 1.0157 1.0157 1.0152
S1 1.0118 1.0118 1.0134 1.0108
S2 1.0097 1.0097 1.0128
S3 1.0037 1.0058 1.0123
S4 0.9977 0.9998 1.0106
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0440 1.0384 1.0191
R3 1.0345 1.0289 1.0165
R2 1.0250 1.0250 1.0156
R1 1.0194 1.0194 1.0148 1.0222
PP 1.0155 1.0155 1.0155 1.0169
S1 1.0099 1.0099 1.0130 1.0127
S2 1.0060 1.0060 1.0122
S3 0.9965 1.0004 1.0113
S4 0.9870 0.9909 1.0087
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% 0.0062 0.6% 59% False False 232
10 1.0210 1.0002 0.0208 2.1% 0.0053 0.5% 66% False False 164
20 1.0210 1.0002 0.0208 2.1% 0.0057 0.6% 66% False False 104
40 1.0438 1.0002 0.0436 4.3% 0.0051 0.5% 31% False False 60
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0451
2.618 1.0353
1.618 1.0293
1.000 1.0256
0.618 1.0233
HIGH 1.0196
0.618 1.0173
0.500 1.0166
0.382 1.0159
LOW 1.0136
0.618 1.0099
1.000 1.0076
1.618 1.0039
2.618 0.9979
4.250 0.9881
Fisher Pivots for day following 23-Nov-2018
Pivot 1 day 3 day
R1 1.0166 1.0173
PP 1.0157 1.0162
S1 1.0148 1.0150

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

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