CME Swiss Franc Future December 2017


Trading Metrics calculated at close of trading on 29-Nov-2017
Day Change Summary
Previous Current
28-Nov-2017 29-Nov-2017 Change Change % Previous Week
Open 1.0204 1.0177 -0.0027 -0.3% 1.0120
High 1.0213 1.0196 -0.0017 -0.2% 1.0233
Low 1.0162 1.0143 -0.0019 -0.2% 1.0069
Close 1.0170 1.0176 0.0006 0.1% 1.0222
Range 0.0051 0.0053 0.0002 3.9% 0.0164
ATR 0.0064 0.0063 -0.0001 -1.2% 0.0000
Volume 25,697 23,701 -1,996 -7.8% 100,315
Daily Pivots for day following 29-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.0331 1.0306 1.0205
R3 1.0278 1.0253 1.0191
R2 1.0225 1.0225 1.0186
R1 1.0200 1.0200 1.0181 1.0186
PP 1.0172 1.0172 1.0172 1.0165
S1 1.0147 1.0147 1.0171 1.0133
S2 1.0119 1.0119 1.0166
S3 1.0066 1.0094 1.0161
S4 1.0013 1.0041 1.0147
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.0667 1.0608 1.0312
R3 1.0503 1.0444 1.0267
R2 1.0339 1.0339 1.0252
R1 1.0280 1.0280 1.0237 1.0310
PP 1.0175 1.0175 1.0175 1.0189
S1 1.0116 1.0116 1.0207 1.0146
S2 1.0011 1.0011 1.0192
S3 0.9847 0.9952 1.0177
S4 0.9683 0.9788 1.0132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0239 1.0101 0.0138 1.4% 0.0059 0.6% 54% False False 25,492
10 1.0239 1.0069 0.0170 1.7% 0.0060 0.6% 63% False False 24,367
20 1.0239 0.9991 0.0248 2.4% 0.0062 0.6% 75% False False 24,681
40 1.0347 0.9991 0.0356 3.5% 0.0064 0.6% 52% False False 24,901
60 1.0681 0.9991 0.0690 6.8% 0.0070 0.7% 27% False False 23,902
80 1.0683 0.9991 0.0692 6.8% 0.0075 0.7% 27% False False 17,989
100 1.0696 0.9991 0.0705 6.9% 0.0076 0.8% 26% False False 14,396
120 1.0696 0.9991 0.0705 6.9% 0.0072 0.7% 26% False False 12,000
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 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0421
2.618 1.0335
1.618 1.0282
1.000 1.0249
0.618 1.0229
HIGH 1.0196
0.618 1.0176
0.500 1.0170
0.382 1.0163
LOW 1.0143
0.618 1.0110
1.000 1.0090
1.618 1.0057
2.618 1.0004
4.250 0.9918
Fisher Pivots for day following 29-Nov-2017
Pivot 1 day 3 day
R1 1.0174 1.0191
PP 1.0172 1.0186
S1 1.0170 1.0181

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

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