CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 18-Sep-2017
Day Change Summary
Previous Current
15-Sep-2017 18-Sep-2017 Change Change % Previous Week
Open 1.0556 1.0530 -0.0026 -0.2% 1.0594
High 1.0563 1.0557 -0.0006 -0.1% 1.0613
Low 1.0501 1.0512 0.0011 0.1% 1.0447
Close 1.0556 1.0530 -0.0026 -0.2% 1.0556
Range 0.0062 0.0045 -0.0017 -27.4% 0.0166
ATR 0.0080 0.0078 -0.0003 -3.1% 0.0000
Volume
Daily Pivots for day following 18-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.0668 1.0644 1.0555
R3 1.0623 1.0599 1.0542
R2 1.0578 1.0578 1.0538
R1 1.0554 1.0554 1.0534 1.0553
PP 1.0533 1.0533 1.0533 1.0532
S1 1.0509 1.0509 1.0526 1.0508
S2 1.0488 1.0488 1.0522
S3 1.0443 1.0464 1.0518
S4 1.0398 1.0419 1.0505
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 1.0563 1.0447 0.0116 1.1% 0.0049 0.5% 72% False False 25
10 1.0737 1.0447 0.0290 2.8% 0.0041 0.4% 29% False False 13
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0748
2.618 1.0675
1.618 1.0630
1.000 1.0602
0.618 1.0585
HIGH 1.0557
0.618 1.0540
0.500 1.0535
0.382 1.0529
LOW 1.0512
0.618 1.0484
1.000 1.0467
1.618 1.0439
2.618 1.0394
4.250 1.0321
Fisher Pivots for day following 18-Sep-2017
Pivot 1 day 3 day
R1 1.0535 1.0522
PP 1.0533 1.0513
S1 1.0532 1.0505

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

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