CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 07-Nov-2018
Day Change Summary
Previous Current
06-Nov-2018 07-Nov-2018 Change Change % Previous Week
Open 1.0089 1.0125 0.0036 0.4% 1.0163
High 1.0108 1.0180 0.0072 0.7% 1.0166
Low 1.0079 1.0083 0.0004 0.0% 1.0046
Close 1.0100 1.0129 0.0029 0.3% 1.0084
Range 0.0029 0.0097 0.0068 234.5% 0.0120
ATR 0.0052 0.0056 0.0003 6.1% 0.0000
Volume 24 106 82 341.7% 258
Daily Pivots for day following 07-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0422 1.0372 1.0182
R3 1.0325 1.0275 1.0156
R2 1.0228 1.0228 1.0147
R1 1.0178 1.0178 1.0138 1.0203
PP 1.0131 1.0131 1.0131 1.0143
S1 1.0081 1.0081 1.0120 1.0106
S2 1.0034 1.0034 1.0111
S3 0.9937 0.9984 1.0102
S4 0.9840 0.9887 1.0076
Weekly Pivots for week ending 02-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0459 1.0391 1.0150
R3 1.0339 1.0271 1.0117
R2 1.0219 1.0219 1.0106
R1 1.0151 1.0151 1.0095 1.0125
PP 1.0099 1.0099 1.0099 1.0086
S1 1.0031 1.0031 1.0073 1.0005
S2 0.9979 0.9979 1.0062
S3 0.9859 0.9911 1.0051
S4 0.9739 0.9791 1.0018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0180 1.0052 0.0128 1.3% 0.0066 0.7% 60% True False 31
10 1.0186 1.0046 0.0140 1.4% 0.0059 0.6% 59% False False 48
20 1.0308 1.0046 0.0262 2.6% 0.0052 0.5% 32% False False 26
40 1.0654 1.0046 0.0608 6.0% 0.0049 0.5% 14% False False 28
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 0.0019
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 1.0592
2.618 1.0434
1.618 1.0337
1.000 1.0277
0.618 1.0240
HIGH 1.0180
0.618 1.0143
0.500 1.0132
0.382 1.0120
LOW 1.0083
0.618 1.0023
1.000 0.9986
1.618 0.9926
2.618 0.9829
4.250 0.9671
Fisher Pivots for day following 07-Nov-2018
Pivot 1 day 3 day
R1 1.0132 1.0127
PP 1.0131 1.0125
S1 1.0130 1.0123

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

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