CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 14-Nov-2017
Day Change Summary
Previous Current
13-Nov-2017 14-Nov-2017 Change Change % Previous Week
Open 1.0125 1.0131 0.0006 0.1% 1.0070
High 1.0158 1.0211 0.0053 0.5% 1.0171
Low 1.0106 1.0123 0.0017 0.2% 1.0067
Close 1.0137 1.0198 0.0061 0.6% 1.0136
Range 0.0052 0.0088 0.0036 69.2% 0.0104
ATR 0.0060 0.0062 0.0002 3.3% 0.0000
Volume 93 18 -75 -80.6% 226
Daily Pivots for day following 14-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.0441 1.0408 1.0246
R3 1.0353 1.0320 1.0222
R2 1.0265 1.0265 1.0214
R1 1.0232 1.0232 1.0206 1.0249
PP 1.0177 1.0177 1.0177 1.0186
S1 1.0144 1.0144 1.0190 1.0161
S2 1.0089 1.0089 1.0182
S3 1.0001 1.0056 1.0174
S4 0.9913 0.9968 1.0150
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 1.0211 1.0076 0.0135 1.3% 0.0060 0.6% 90% True False 59
10 1.0211 1.0062 0.0149 1.5% 0.0057 0.6% 91% True False 39
20 1.0373 1.0062 0.0311 3.0% 0.0063 0.6% 44% False False 31
40 1.0549 1.0062 0.0487 4.8% 0.0060 0.6% 28% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0585
2.618 1.0441
1.618 1.0353
1.000 1.0299
0.618 1.0265
HIGH 1.0211
0.618 1.0177
0.500 1.0167
0.382 1.0157
LOW 1.0123
0.618 1.0069
1.000 1.0035
1.618 0.9981
2.618 0.9893
4.250 0.9749
Fisher Pivots for day following 14-Nov-2017
Pivot 1 day 3 day
R1 1.0188 1.0185
PP 1.0177 1.0172
S1 1.0167 1.0159

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

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