CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 17-Nov-2017
Day Change Summary
Previous Current
16-Nov-2017 17-Nov-2017 Change Change % Previous Week
Open 1.0204 1.0181 -0.0023 -0.2% 1.0125
High 1.0209 1.0215 0.0006 0.1% 1.0248
Low 1.0148 1.0151 0.0003 0.0% 1.0106
Close 1.0156 1.0207 0.0051 0.5% 1.0207
Range 0.0061 0.0064 0.0003 4.9% 0.0142
ATR 0.0062 0.0062 0.0000 0.2% 0.0000
Volume 29 109 80 275.9% 299
Daily Pivots for day following 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.0383 1.0359 1.0242
R3 1.0319 1.0295 1.0225
R2 1.0255 1.0255 1.0219
R1 1.0231 1.0231 1.0213 1.0243
PP 1.0191 1.0191 1.0191 1.0197
S1 1.0167 1.0167 1.0201 1.0179
S2 1.0127 1.0127 1.0195
S3 1.0063 1.0103 1.0189
S4 0.9999 1.0039 1.0172
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.0613 1.0552 1.0285
R3 1.0471 1.0410 1.0246
R2 1.0329 1.0329 1.0233
R1 1.0268 1.0268 1.0220 1.0299
PP 1.0187 1.0187 1.0187 1.0202
S1 1.0126 1.0126 1.0194 1.0157
S2 1.0045 1.0045 1.0181
S3 0.9903 0.9984 1.0168
S4 0.9761 0.9842 1.0129
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% 0.0066 0.6% 71% False False 59
10 1.0248 1.0067 0.0181 1.8% 0.0059 0.6% 77% False False 52
20 1.0274 1.0062 0.0212 2.1% 0.0061 0.6% 68% False False 39
40 1.0490 1.0062 0.0428 4.2% 0.0059 0.6% 34% False False 23
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0487
2.618 1.0383
1.618 1.0319
1.000 1.0279
0.618 1.0255
HIGH 1.0215
0.618 1.0191
0.500 1.0183
0.382 1.0175
LOW 1.0151
0.618 1.0111
1.000 1.0087
1.618 1.0047
2.618 0.9983
4.250 0.9879
Fisher Pivots for day following 17-Nov-2017
Pivot 1 day 3 day
R1 1.0199 1.0204
PP 1.0191 1.0201
S1 1.0183 1.0198

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

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