CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 26-Nov-2018
Day Change Summary
Previous Current
23-Nov-2018 26-Nov-2018 Change Change % Previous Week
Open 1.0174 1.0146 -0.0028 -0.3% 1.0123
High 1.0196 1.0160 -0.0036 -0.4% 1.0210
Low 1.0136 1.0122 -0.0014 -0.1% 1.0115
Close 1.0139 1.0124 -0.0015 -0.1% 1.0139
Range 0.0060 0.0038 -0.0022 -36.7% 0.0095
ATR 0.0056 0.0055 -0.0001 -2.3% 0.0000
Volume 59 75 16 27.1% 652
Daily Pivots for day following 26-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0249 1.0225 1.0145
R3 1.0211 1.0187 1.0134
R2 1.0173 1.0173 1.0131
R1 1.0149 1.0149 1.0127 1.0142
PP 1.0135 1.0135 1.0135 1.0132
S1 1.0111 1.0111 1.0121 1.0104
S2 1.0097 1.0097 1.0117
S3 1.0059 1.0073 1.0114
S4 1.0021 1.0035 1.0103
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 1.0115 0.0095 0.9% 0.0051 0.5% 9% False False 145
10 1.0210 1.0002 0.0208 2.1% 0.0053 0.5% 59% False False 166
20 1.0210 1.0002 0.0208 2.1% 0.0056 0.5% 59% False False 105
40 1.0339 1.0002 0.0337 3.3% 0.0050 0.5% 36% False False 57
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0322
2.618 1.0259
1.618 1.0221
1.000 1.0198
0.618 1.0183
HIGH 1.0160
0.618 1.0145
0.500 1.0141
0.382 1.0137
LOW 1.0122
0.618 1.0099
1.000 1.0084
1.618 1.0061
2.618 1.0023
4.250 0.9961
Fisher Pivots for day following 26-Nov-2018
Pivot 1 day 3 day
R1 1.0141 1.0159
PP 1.0135 1.0147
S1 1.0130 1.0136

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

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