CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 23-Oct-2018
Day Change Summary
Previous Current
22-Oct-2018 23-Oct-2018 Change Change % Previous Week
Open 1.0170 1.0192 0.0022 0.2% 1.0246
High 1.0208 1.0208 0.0000 0.0% 1.0308
Low 1.0170 1.0178 0.0008 0.1% 1.0170
Close 1.0187 1.0189 0.0002 0.0% 1.0179
Range 0.0038 0.0030 -0.0008 -21.1% 0.0138
ATR 0.0051 0.0050 -0.0002 -3.0% 0.0000
Volume 5 2 -3 -60.0% 23
Daily Pivots for day following 23-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.0282 1.0265 1.0206
R3 1.0252 1.0235 1.0197
R2 1.0222 1.0222 1.0195
R1 1.0205 1.0205 1.0192 1.0199
PP 1.0192 1.0192 1.0192 1.0188
S1 1.0175 1.0175 1.0186 1.0169
S2 1.0162 1.0162 1.0184
S3 1.0132 1.0145 1.0181
S4 1.0102 1.0115 1.0173
Weekly Pivots for week ending 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.0633 1.0544 1.0255
R3 1.0495 1.0406 1.0217
R2 1.0357 1.0357 1.0204
R1 1.0268 1.0268 1.0192 1.0244
PP 1.0219 1.0219 1.0219 1.0207
S1 1.0130 1.0130 1.0166 1.0106
S2 1.0081 1.0081 1.0154
S3 0.9943 0.9992 1.0141
S4 0.9805 0.9854 1.0103
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0229 1.0170 0.0059 0.6% 0.0034 0.3% 32% False False 5
10 1.0308 1.0170 0.0138 1.4% 0.0043 0.4% 14% False False 3
20 1.0559 1.0170 0.0389 3.8% 0.0043 0.4% 5% False False 16
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0336
2.618 1.0287
1.618 1.0257
1.000 1.0238
0.618 1.0227
HIGH 1.0208
0.618 1.0197
0.500 1.0193
0.382 1.0189
LOW 1.0178
0.618 1.0159
1.000 1.0148
1.618 1.0129
2.618 1.0099
4.250 1.0051
Fisher Pivots for day following 23-Oct-2018
Pivot 1 day 3 day
R1 1.0193 1.0189
PP 1.0192 1.0189
S1 1.0190 1.0189

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

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