CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 10-Nov-2017
Day Change Summary
Previous Current
09-Nov-2017 10-Nov-2017 Change Change % Previous Week
Open 1.0095 1.0141 0.0046 0.5% 1.0070
High 1.0171 1.0167 -0.0004 0.0% 1.0171
Low 1.0076 1.0126 0.0050 0.5% 1.0067
Close 1.0162 1.0136 -0.0026 -0.3% 1.0136
Range 0.0095 0.0041 -0.0054 -56.8% 0.0104
ATR 0.0062 0.0061 -0.0002 -2.4% 0.0000
Volume 23 146 123 534.8% 226
Daily Pivots for day following 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.0266 1.0242 1.0159
R3 1.0225 1.0201 1.0147
R2 1.0184 1.0184 1.0144
R1 1.0160 1.0160 1.0140 1.0152
PP 1.0143 1.0143 1.0143 1.0139
S1 1.0119 1.0119 1.0132 1.0111
S2 1.0102 1.0102 1.0128
S3 1.0061 1.0078 1.0125
S4 1.0020 1.0037 1.0113
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.0437 1.0390 1.0193
R3 1.0333 1.0286 1.0165
R2 1.0229 1.0229 1.0155
R1 1.0182 1.0182 1.0146 1.0206
PP 1.0125 1.0125 1.0125 1.0136
S1 1.0078 1.0078 1.0126 1.0102
S2 1.0021 1.0021 1.0117
S3 0.9917 0.9974 1.0107
S4 0.9813 0.9870 1.0079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0171 1.0067 0.0104 1.0% 0.0051 0.5% 66% False False 45
10 1.0171 1.0062 0.0109 1.1% 0.0053 0.5% 68% False False 29
20 1.0384 1.0062 0.0322 3.2% 0.0060 0.6% 23% False False 26
40 1.0557 1.0062 0.0495 4.9% 0.0059 0.6% 15% False False 16
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0341
2.618 1.0274
1.618 1.0233
1.000 1.0208
0.618 1.0192
HIGH 1.0167
0.618 1.0151
0.500 1.0147
0.382 1.0142
LOW 1.0126
0.618 1.0101
1.000 1.0085
1.618 1.0060
2.618 1.0019
4.250 0.9952
Fisher Pivots for day following 10-Nov-2017
Pivot 1 day 3 day
R1 1.0147 1.0132
PP 1.0143 1.0128
S1 1.0140 1.0124

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

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