CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 06-Dec-2018
Day Change Summary
Previous Current
05-Dec-2018 06-Dec-2018 Change Change % Previous Week
Open 1.0131 1.0128 -0.0003 0.0% 1.0146
High 1.0133 1.0208 0.0075 0.7% 1.0192
Low 1.0097 1.0112 0.0015 0.1% 1.0104
Close 1.0126 1.0172 0.0046 0.5% 1.0110
Range 0.0036 0.0096 0.0060 166.7% 0.0088
ATR 0.0053 0.0056 0.0003 5.9% 0.0000
Volume 528 1,757 1,229 232.8% 1,903
Daily Pivots for day following 06-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0452 1.0408 1.0225
R3 1.0356 1.0312 1.0198
R2 1.0260 1.0260 1.0190
R1 1.0216 1.0216 1.0181 1.0238
PP 1.0164 1.0164 1.0164 1.0175
S1 1.0120 1.0120 1.0163 1.0142
S2 1.0068 1.0068 1.0154
S3 0.9972 1.0024 1.0146
S4 0.9876 0.9928 1.0119
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0399 1.0343 1.0158
R3 1.0311 1.0255 1.0134
R2 1.0223 1.0223 1.0126
R1 1.0167 1.0167 1.0118 1.0151
PP 1.0135 1.0135 1.0135 1.0128
S1 1.0079 1.0079 1.0102 1.0063
S2 1.0047 1.0047 1.0094
S3 0.9959 0.9991 1.0086
S4 0.9871 0.9903 1.0062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0208 1.0097 0.0111 1.1% 0.0055 0.5% 68% True False 784
10 1.0208 1.0097 0.0111 1.1% 0.0054 0.5% 68% True False 532
20 1.0210 1.0002 0.0208 2.0% 0.0054 0.5% 82% False False 345
40 1.0308 1.0002 0.0306 3.0% 0.0053 0.5% 56% False False 186
60 1.0654 1.0002 0.0652 6.4% 0.0050 0.5% 26% False False 134
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 0.0012
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0616
2.618 1.0459
1.618 1.0363
1.000 1.0304
0.618 1.0267
HIGH 1.0208
0.618 1.0171
0.500 1.0160
0.382 1.0149
LOW 1.0112
0.618 1.0053
1.000 1.0016
1.618 0.9957
2.618 0.9861
4.250 0.9704
Fisher Pivots for day following 06-Dec-2018
Pivot 1 day 3 day
R1 1.0168 1.0166
PP 1.0164 1.0159
S1 1.0160 1.0153

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

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