CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 16-Nov-2017
Day Change Summary
Previous Current
15-Nov-2017 16-Nov-2017 Change Change % Previous Week
Open 1.0197 1.0204 0.0007 0.1% 1.0070
High 1.0248 1.0209 -0.0039 -0.4% 1.0171
Low 1.0184 1.0148 -0.0036 -0.4% 1.0067
Close 1.0207 1.0156 -0.0051 -0.5% 1.0136
Range 0.0064 0.0061 -0.0003 -4.7% 0.0104
ATR 0.0062 0.0062 0.0000 -0.1% 0.0000
Volume 50 29 -21 -42.0% 226
Daily Pivots for day following 16-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.0354 1.0316 1.0190
R3 1.0293 1.0255 1.0173
R2 1.0232 1.0232 1.0167
R1 1.0194 1.0194 1.0162 1.0183
PP 1.0171 1.0171 1.0171 1.0165
S1 1.0133 1.0133 1.0150 1.0122
S2 1.0110 1.0110 1.0145
S3 1.0049 1.0072 1.0139
S4 0.9988 1.0011 1.0122
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 1.0248 1.0106 0.0142 1.4% 0.0061 0.6% 35% False False 67
10 1.0248 1.0067 0.0181 1.8% 0.0058 0.6% 49% False False 46
20 1.0353 1.0062 0.0291 2.9% 0.0062 0.6% 32% False False 34
40 1.0490 1.0062 0.0428 4.2% 0.0059 0.6% 22% False False 20
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0468
2.618 1.0369
1.618 1.0308
1.000 1.0270
0.618 1.0247
HIGH 1.0209
0.618 1.0186
0.500 1.0179
0.382 1.0171
LOW 1.0148
0.618 1.0110
1.000 1.0087
1.618 1.0049
2.618 0.9988
4.250 0.9889
Fisher Pivots for day following 16-Nov-2017
Pivot 1 day 3 day
R1 1.0179 1.0186
PP 1.0171 1.0176
S1 1.0164 1.0166

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

View Archives - Comment on this page... - Back to Index of Symbols