CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 03-Dec-2018
Day Change Summary
Previous Current
30-Nov-2018 03-Dec-2018 Change Change % Previous Week
Open 1.0146 1.0122 -0.0024 -0.2% 1.0146
High 1.0154 1.0142 -0.0012 -0.1% 1.0192
Low 1.0104 1.0112 0.0008 0.1% 1.0104
Close 1.0110 1.0119 0.0009 0.1% 1.0110
Range 0.0050 0.0030 -0.0020 -40.0% 0.0088
ATR 0.0055 0.0053 -0.0002 -3.0% 0.0000
Volume 561 296 -265 -47.2% 1,903
Daily Pivots for day following 03-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0214 1.0197 1.0136
R3 1.0184 1.0167 1.0127
R2 1.0154 1.0154 1.0125
R1 1.0137 1.0137 1.0122 1.0131
PP 1.0124 1.0124 1.0124 1.0121
S1 1.0107 1.0107 1.0116 1.0101
S2 1.0094 1.0094 1.0114
S3 1.0064 1.0077 1.0111
S4 1.0034 1.0047 1.0103
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0399 1.0343 1.0158
R3 1.0311 1.0255 1.0134
R2 1.0223 1.0223 1.0126
R1 1.0167 1.0167 1.0118 1.0151
PP 1.0135 1.0135 1.0135 1.0128
S1 1.0079 1.0079 1.0102 1.0063
S2 1.0047 1.0047 1.0094
S3 0.9959 0.9991 1.0086
S4 0.9871 0.9903 1.0062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0192 1.0104 0.0088 0.9% 0.0049 0.5% 17% False False 424
10 1.0210 1.0104 0.0106 1.0% 0.0050 0.5% 14% False False 285
20 1.0210 1.0002 0.0208 2.1% 0.0052 0.5% 56% False False 199
40 1.0308 1.0002 0.0306 3.0% 0.0051 0.5% 38% False False 109
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0270
2.618 1.0221
1.618 1.0191
1.000 1.0172
0.618 1.0161
HIGH 1.0142
0.618 1.0131
0.500 1.0127
0.382 1.0123
LOW 1.0112
0.618 1.0093
1.000 1.0082
1.618 1.0063
2.618 1.0033
4.250 0.9985
Fisher Pivots for day following 03-Dec-2018
Pivot 1 day 3 day
R1 1.0127 1.0148
PP 1.0124 1.0138
S1 1.0122 1.0129

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

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