CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 14-Sep-2017
Day Change Summary
Previous Current
13-Sep-2017 14-Sep-2017 Change Change % Previous Week
Open 1.0483 1.0468 -0.0015 -0.1% 1.0617
High 1.0554 1.0506 -0.0048 -0.5% 1.0737
Low 1.0483 1.0447 -0.0036 -0.3% 1.0561
Close 1.0483 1.0504 0.0021 0.2% 1.0718
Range 0.0071 0.0059 -0.0012 -16.9% 0.0176
ATR 0.0000 0.0082 0.0082 0.0000
Volume 0 126 126 5
Daily Pivots for day following 14-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.0663 1.0642 1.0536
R3 1.0604 1.0583 1.0520
R2 1.0545 1.0545 1.0515
R1 1.0524 1.0524 1.0509 1.0535
PP 1.0486 1.0486 1.0486 1.0491
S1 1.0465 1.0465 1.0499 1.0476
S2 1.0427 1.0427 1.0493
S3 1.0368 1.0406 1.0488
S4 1.0309 1.0347 1.0472
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.1200 1.1135 1.0815
R3 1.1024 1.0959 1.0766
R2 1.0848 1.0848 1.0750
R1 1.0783 1.0783 1.0734 1.0816
PP 1.0672 1.0672 1.0672 1.0688
S1 1.0607 1.0607 1.0702 1.0640
S2 1.0496 1.0496 1.0686
S3 1.0320 1.0431 1.0670
S4 1.0144 1.0255 1.0621
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0737 1.0447 0.0290 2.8% 0.0036 0.3% 20% False True 25
10 1.0737 1.0447 0.0290 2.8% 0.0048 0.5% 20% False True 13
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 False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0757
2.618 1.0660
1.618 1.0601
1.000 1.0565
0.618 1.0542
HIGH 1.0506
0.618 1.0483
0.500 1.0477
0.382 1.0470
LOW 1.0447
0.618 1.0411
1.000 1.0388
1.618 1.0352
2.618 1.0293
4.250 1.0196
Fisher Pivots for day following 14-Sep-2017
Pivot 1 day 3 day
R1 1.0495 1.0503
PP 1.0486 1.0502
S1 1.0477 1.0501

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

View Archives - Comment on this page... - Back to Index of Symbols