CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 30-Nov-2017
Day Change Summary
Previous Current
29-Nov-2017 30-Nov-2017 Change Change % Previous Week
Open 1.0250 1.0242 -0.0008 -0.1% 1.0208
High 1.0269 1.0270 0.0001 0.0% 1.0305
Low 1.0218 1.0203 -0.0015 -0.1% 1.0144
Close 1.0249 1.0244 -0.0005 0.0% 1.0295
Range 0.0051 0.0067 0.0016 31.4% 0.0161
ATR 0.0060 0.0060 0.0001 0.9% 0.0000
Volume 161 372 211 131.1% 419
Daily Pivots for day following 30-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.0440 1.0409 1.0281
R3 1.0373 1.0342 1.0262
R2 1.0306 1.0306 1.0256
R1 1.0275 1.0275 1.0250 1.0291
PP 1.0239 1.0239 1.0239 1.0247
S1 1.0208 1.0208 1.0238 1.0224
S2 1.0172 1.0172 1.0232
S3 1.0105 1.0141 1.0226
S4 1.0038 1.0074 1.0207
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 1.0203 0.0108 1.1% 0.0050 0.5% 38% False True 210
10 1.0311 1.0144 0.0167 1.6% 0.0058 0.6% 60% False False 142
20 1.0311 1.0067 0.0244 2.4% 0.0058 0.6% 73% False False 93
40 1.0411 1.0062 0.0349 3.4% 0.0057 0.6% 52% False False 54
60 1.0737 1.0062 0.0675 6.6% 0.0058 0.6% 27% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0555
2.618 1.0445
1.618 1.0378
1.000 1.0337
0.618 1.0311
HIGH 1.0270
0.618 1.0244
0.500 1.0237
0.382 1.0229
LOW 1.0203
0.618 1.0162
1.000 1.0136
1.618 1.0095
2.618 1.0028
4.250 0.9918
Fisher Pivots for day following 30-Nov-2017
Pivot 1 day 3 day
R1 1.0242 1.0244
PP 1.0239 1.0244
S1 1.0237 1.0244

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

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