CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 28-Nov-2018
Day Change Summary
Previous Current
27-Nov-2018 28-Nov-2018 Change Change % Previous Week
Open 1.0130 1.0120 -0.0010 -0.1% 1.0123
High 1.0136 1.0185 0.0049 0.5% 1.0210
Low 1.0110 1.0106 -0.0004 0.0% 1.0115
Close 1.0127 1.0181 0.0054 0.5% 1.0139
Range 0.0026 0.0079 0.0053 203.8% 0.0095
ATR 0.0053 0.0055 0.0002 3.5% 0.0000
Volume 406 544 138 34.0% 652
Daily Pivots for day following 28-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0394 1.0367 1.0224
R3 1.0315 1.0288 1.0203
R2 1.0236 1.0236 1.0195
R1 1.0209 1.0209 1.0188 1.0223
PP 1.0157 1.0157 1.0157 1.0164
S1 1.0130 1.0130 1.0174 1.0144
S2 1.0078 1.0078 1.0167
S3 0.9999 1.0051 1.0159
S4 0.9920 0.9972 1.0138
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 1.0196 1.0106 0.0090 0.9% 0.0046 0.5% 83% False True 249
10 1.0210 1.0025 0.0185 1.8% 0.0055 0.5% 84% False False 228
20 1.0210 1.0002 0.0208 2.0% 0.0056 0.6% 86% False False 148
40 1.0333 1.0002 0.0331 3.3% 0.0051 0.5% 54% False False 80
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0521
2.618 1.0392
1.618 1.0313
1.000 1.0264
0.618 1.0234
HIGH 1.0185
0.618 1.0155
0.500 1.0146
0.382 1.0136
LOW 1.0106
0.618 1.0057
1.000 1.0027
1.618 0.9978
2.618 0.9899
4.250 0.9770
Fisher Pivots for day following 28-Nov-2018
Pivot 1 day 3 day
R1 1.0169 1.0169
PP 1.0157 1.0157
S1 1.0146 1.0146

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

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