CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 28-Nov-2017
Day Change Summary
Previous Current
27-Nov-2017 28-Nov-2017 Change Change % Previous Week
Open 1.0287 1.0274 -0.0013 -0.1% 1.0208
High 1.0311 1.0285 -0.0026 -0.3% 1.0305
Low 1.0270 1.0237 -0.0033 -0.3% 1.0144
Close 1.0279 1.0243 -0.0036 -0.4% 1.0295
Range 0.0041 0.0048 0.0007 17.1% 0.0161
ATR 0.0061 0.0060 -0.0001 -1.5% 0.0000
Volume 144 190 46 31.9% 419
Daily Pivots for day following 28-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.0399 1.0369 1.0269
R3 1.0351 1.0321 1.0256
R2 1.0303 1.0303 1.0252
R1 1.0273 1.0273 1.0247 1.0264
PP 1.0255 1.0255 1.0255 1.0251
S1 1.0225 1.0225 1.0239 1.0216
S2 1.0207 1.0207 1.0234
S3 1.0159 1.0177 1.0230
S4 1.0111 1.0129 1.0217
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.0731 1.0674 1.0384
R3 1.0570 1.0513 1.0339
R2 1.0409 1.0409 1.0325
R1 1.0352 1.0352 1.0310 1.0381
PP 1.0248 1.0248 1.0248 1.0262
S1 1.0191 1.0191 1.0280 1.0220
S2 1.0087 1.0087 1.0265
S3 0.9926 1.0030 1.0251
S4 0.9765 0.9869 1.0206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0311 1.0144 0.0167 1.6% 0.0055 0.5% 59% False False 135
10 1.0311 1.0123 0.0188 1.8% 0.0061 0.6% 64% False False 95
20 1.0311 1.0062 0.0249 2.4% 0.0057 0.6% 73% False False 66
40 1.0415 1.0062 0.0353 3.4% 0.0057 0.6% 51% False False 40
60 1.0737 1.0062 0.0675 6.6% 0.0056 0.6% 27% False False 30
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0489
2.618 1.0411
1.618 1.0363
1.000 1.0333
0.618 1.0315
HIGH 1.0285
0.618 1.0267
0.500 1.0261
0.382 1.0255
LOW 1.0237
0.618 1.0207
1.000 1.0189
1.618 1.0159
2.618 1.0111
4.250 1.0033
Fisher Pivots for day following 28-Nov-2017
Pivot 1 day 3 day
R1 1.0261 1.0274
PP 1.0255 1.0264
S1 1.0249 1.0253

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

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