CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 15-Sep-2017
Day Change Summary
Previous Current
14-Sep-2017 15-Sep-2017 Change Change % Previous Week
Open 1.0468 1.0556 0.0088 0.8% 1.0594
High 1.0506 1.0563 0.0057 0.5% 1.0613
Low 1.0447 1.0501 0.0054 0.5% 1.0447
Close 1.0504 1.0556 0.0052 0.5% 1.0556
Range 0.0059 0.0062 0.0003 5.1% 0.0166
ATR 0.0082 0.0080 -0.0001 -1.7% 0.0000
Volume 126 0 -126 -100.0% 127
Daily Pivots for day following 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.0726 1.0703 1.0590
R3 1.0664 1.0641 1.0573
R2 1.0602 1.0602 1.0567
R1 1.0579 1.0579 1.0562 1.0587
PP 1.0540 1.0540 1.0540 1.0544
S1 1.0517 1.0517 1.0550 1.0525
S2 1.0478 1.0478 1.0545
S3 1.0416 1.0455 1.0539
S4 1.0354 1.0393 1.0522
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.1037 1.0962 1.0647
R3 1.0871 1.0796 1.0602
R2 1.0705 1.0705 1.0586
R1 1.0630 1.0630 1.0571 1.0585
PP 1.0539 1.0539 1.0539 1.0516
S1 1.0464 1.0464 1.0541 1.0419
S2 1.0373 1.0373 1.0526
S3 1.0207 1.0298 1.0510
S4 1.0041 1.0132 1.0465
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0613 1.0447 0.0166 1.6% 0.0044 0.4% 66% False False 25
10 1.0737 1.0447 0.0290 2.7% 0.0046 0.4% 38% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0827
2.618 1.0725
1.618 1.0663
1.000 1.0625
0.618 1.0601
HIGH 1.0563
0.618 1.0539
0.500 1.0532
0.382 1.0525
LOW 1.0501
0.618 1.0463
1.000 1.0439
1.618 1.0401
2.618 1.0339
4.250 1.0238
Fisher Pivots for day following 15-Sep-2017
Pivot 1 day 3 day
R1 1.0548 1.0539
PP 1.0540 1.0522
S1 1.0532 1.0505

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

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