CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 29-Nov-2017
Day Change Summary
Previous Current
28-Nov-2017 29-Nov-2017 Change Change % Previous Week
Open 1.0274 1.0250 -0.0024 -0.2% 1.0208
High 1.0285 1.0269 -0.0016 -0.2% 1.0305
Low 1.0237 1.0218 -0.0019 -0.2% 1.0144
Close 1.0243 1.0249 0.0006 0.1% 1.0295
Range 0.0048 0.0051 0.0003 6.3% 0.0161
ATR 0.0060 0.0060 -0.0001 -1.1% 0.0000
Volume 190 161 -29 -15.3% 419
Daily Pivots for day following 29-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.0398 1.0375 1.0277
R3 1.0347 1.0324 1.0263
R2 1.0296 1.0296 1.0258
R1 1.0273 1.0273 1.0254 1.0259
PP 1.0245 1.0245 1.0245 1.0239
S1 1.0222 1.0222 1.0244 1.0208
S2 1.0194 1.0194 1.0240
S3 1.0143 1.0171 1.0235
S4 1.0092 1.0120 1.0221
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 1.0181 0.0130 1.3% 0.0056 0.5% 52% False False 154
10 1.0311 1.0144 0.0167 1.6% 0.0057 0.6% 63% False False 110
20 1.0311 1.0062 0.0249 2.4% 0.0057 0.6% 75% False False 74
40 1.0415 1.0062 0.0353 3.4% 0.0057 0.6% 53% False False 44
60 1.0737 1.0062 0.0675 6.6% 0.0057 0.6% 28% False False 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0486
2.618 1.0403
1.618 1.0352
1.000 1.0320
0.618 1.0301
HIGH 1.0269
0.618 1.0250
0.500 1.0244
0.382 1.0237
LOW 1.0218
0.618 1.0186
1.000 1.0167
1.618 1.0135
2.618 1.0084
4.250 1.0001
Fisher Pivots for day following 29-Nov-2017
Pivot 1 day 3 day
R1 1.0247 1.0265
PP 1.0245 1.0259
S1 1.0244 1.0254

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

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