CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 17-Dec-2018
Day Change Summary
Previous Current
14-Dec-2018 17-Dec-2018 Change Change % Previous Week
Open 1.0151 1.0116 -0.0035 -0.3% 1.0197
High 1.0158 1.0175 0.0017 0.2% 1.0238
Low 1.0101 1.0109 0.0008 0.1% 1.0101
Close 1.0114 1.0167 0.0053 0.5% 1.0114
Range 0.0057 0.0066 0.0009 15.8% 0.0137
ATR 0.0055 0.0056 0.0001 1.4% 0.0000
Volume 28,734 21,892 -6,842 -23.8% 132,644
Daily Pivots for day following 17-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0348 1.0324 1.0203
R3 1.0282 1.0258 1.0185
R2 1.0216 1.0216 1.0179
R1 1.0192 1.0192 1.0173 1.0204
PP 1.0150 1.0150 1.0150 1.0157
S1 1.0126 1.0126 1.0161 1.0138
S2 1.0084 1.0084 1.0155
S3 1.0018 1.0060 1.0149
S4 0.9952 0.9994 1.0131
Weekly Pivots for week ending 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0562 1.0475 1.0189
R3 1.0425 1.0338 1.0152
R2 1.0288 1.0288 1.0139
R1 1.0201 1.0201 1.0127 1.0176
PP 1.0151 1.0151 1.0151 1.0139
S1 1.0064 1.0064 1.0101 1.0039
S2 1.0014 1.0014 1.0089
S3 0.9877 0.9927 1.0076
S4 0.9740 0.9790 1.0039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0238 1.0101 0.0137 1.3% 0.0059 0.6% 48% False False 28,414
10 1.0238 1.0097 0.0141 1.4% 0.0058 0.6% 50% False False 15,835
20 1.0238 1.0097 0.0141 1.4% 0.0054 0.5% 50% False False 8,060
40 1.0238 1.0002 0.0236 2.3% 0.0054 0.5% 70% False False 4,067
60 1.0593 1.0002 0.0591 5.8% 0.0051 0.5% 28% False False 2,718
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0456
2.618 1.0348
1.618 1.0282
1.000 1.0241
0.618 1.0216
HIGH 1.0175
0.618 1.0150
0.500 1.0142
0.382 1.0134
LOW 1.0109
0.618 1.0068
1.000 1.0043
1.618 1.0002
2.618 0.9936
4.250 0.9829
Fisher Pivots for day following 17-Dec-2018
Pivot 1 day 3 day
R1 1.0159 1.0159
PP 1.0150 1.0150
S1 1.0142 1.0142

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

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