CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 07-Dec-2018
Day Change Summary
Previous Current
06-Dec-2018 07-Dec-2018 Change Change % Previous Week
Open 1.0128 1.0176 0.0048 0.5% 1.0122
High 1.0208 1.0212 0.0004 0.0% 1.0212
Low 1.0112 1.0158 0.0046 0.5% 1.0097
Close 1.0172 1.0209 0.0037 0.4% 1.0209
Range 0.0096 0.0054 -0.0042 -43.8% 0.0115
ATR 0.0056 0.0056 0.0000 -0.2% 0.0000
Volume 1,757 749 -1,008 -57.4% 4,110
Daily Pivots for day following 07-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0355 1.0336 1.0239
R3 1.0301 1.0282 1.0224
R2 1.0247 1.0247 1.0219
R1 1.0228 1.0228 1.0214 1.0238
PP 1.0193 1.0193 1.0193 1.0198
S1 1.0174 1.0174 1.0204 1.0184
S2 1.0139 1.0139 1.0199
S3 1.0085 1.0120 1.0194
S4 1.0031 1.0066 1.0179
Weekly Pivots for week ending 07-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0518 1.0478 1.0272
R3 1.0403 1.0363 1.0241
R2 1.0288 1.0288 1.0230
R1 1.0248 1.0248 1.0220 1.0268
PP 1.0173 1.0173 1.0173 1.0183
S1 1.0133 1.0133 1.0198 1.0153
S2 1.0058 1.0058 1.0188
S3 0.9943 1.0018 1.0177
S4 0.9828 0.9903 1.0146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0212 1.0097 0.0115 1.1% 0.0056 0.5% 97% True False 822
10 1.0212 1.0097 0.0115 1.1% 0.0053 0.5% 97% True False 601
20 1.0212 1.0002 0.0210 2.1% 0.0053 0.5% 99% True False 382
40 1.0308 1.0002 0.0306 3.0% 0.0053 0.5% 68% False False 204
60 1.0654 1.0002 0.0652 6.4% 0.0051 0.5% 32% False False 144
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0442
2.618 1.0353
1.618 1.0299
1.000 1.0266
0.618 1.0245
HIGH 1.0212
0.618 1.0191
0.500 1.0185
0.382 1.0179
LOW 1.0158
0.618 1.0125
1.000 1.0104
1.618 1.0071
2.618 1.0017
4.250 0.9929
Fisher Pivots for day following 07-Dec-2018
Pivot 1 day 3 day
R1 1.0201 1.0191
PP 1.0193 1.0173
S1 1.0185 1.0155

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

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