CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 22-Nov-2017
Day Change Summary
Previous Current
21-Nov-2017 22-Nov-2017 Change Change % Previous Week
Open 1.0168 1.0185 0.0017 0.2% 1.0125
High 1.0191 1.0280 0.0089 0.9% 1.0248
Low 1.0144 1.0181 0.0037 0.4% 1.0106
Close 1.0171 1.0276 0.0105 1.0% 1.0207
Range 0.0047 0.0099 0.0052 110.6% 0.0142
ATR 0.0061 0.0064 0.0003 5.7% 0.0000
Volume 64 96 32 50.0% 299
Daily Pivots for day following 22-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.0543 1.0508 1.0330
R3 1.0444 1.0409 1.0303
R2 1.0345 1.0345 1.0294
R1 1.0310 1.0310 1.0285 1.0328
PP 1.0246 1.0246 1.0246 1.0254
S1 1.0211 1.0211 1.0267 1.0229
S2 1.0147 1.0147 1.0258
S3 1.0048 1.0112 1.0249
S4 0.9949 1.0013 1.0222
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 1.0280 1.0144 0.0136 1.3% 0.0066 0.6% 97% True False 74
10 1.0280 1.0076 0.0204 2.0% 0.0067 0.7% 98% True False 70
20 1.0280 1.0062 0.0218 2.1% 0.0062 0.6% 98% True False 46
40 1.0457 1.0062 0.0395 3.8% 0.0058 0.6% 54% False False 29
60 1.0737 1.0062 0.0675 6.6% 0.0058 0.6% 32% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.0701
2.618 1.0539
1.618 1.0440
1.000 1.0379
0.618 1.0341
HIGH 1.0280
0.618 1.0242
0.500 1.0231
0.382 1.0219
LOW 1.0181
0.618 1.0120
1.000 1.0082
1.618 1.0021
2.618 0.9922
4.250 0.9760
Fisher Pivots for day following 22-Nov-2017
Pivot 1 day 3 day
R1 1.0261 1.0255
PP 1.0246 1.0233
S1 1.0231 1.0212

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

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