CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 04-Oct-2017
Day Change Summary
Previous Current
03-Oct-2017 04-Oct-2017 Change Change % Previous Week
Open 1.0390 1.0406 0.0016 0.2% 1.0399
High 1.0394 1.0415 0.0021 0.2% 1.0490
Low 1.0337 1.0365 0.0028 0.3% 1.0365
Close 1.0388 1.0377 -0.0011 -0.1% 1.0447
Range 0.0057 0.0050 -0.0007 -12.3% 0.0125
ATR 0.0074 0.0072 -0.0002 -2.3% 0.0000
Volume 2 2 0 0.0% 51
Daily Pivots for day following 04-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.0536 1.0506 1.0405
R3 1.0486 1.0456 1.0391
R2 1.0436 1.0436 1.0386
R1 1.0406 1.0406 1.0382 1.0396
PP 1.0386 1.0386 1.0386 1.0381
S1 1.0356 1.0356 1.0372 1.0346
S2 1.0336 1.0336 1.0368
S3 1.0286 1.0306 1.0363
S4 1.0236 1.0256 1.0350
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.0809 1.0753 1.0516
R3 1.0684 1.0628 1.0481
R2 1.0559 1.0559 1.0470
R1 1.0503 1.0503 1.0458 1.0531
PP 1.0434 1.0434 1.0434 1.0448
S1 1.0378 1.0378 1.0436 1.0406
S2 1.0309 1.0309 1.0424
S3 1.0184 1.0253 1.0413
S4 1.0059 1.0128 1.0378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0457 1.0337 0.0120 1.2% 0.0057 0.6% 33% False False 9
10 1.0490 1.0337 0.0153 1.5% 0.0063 0.6% 26% False False 6
20 1.0737 1.0337 0.0400 3.9% 0.0059 0.6% 10% False False 9
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 False
Bull Hook True
Stretch 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0628
2.618 1.0546
1.618 1.0496
1.000 1.0465
0.618 1.0446
HIGH 1.0415
0.618 1.0396
0.500 1.0390
0.382 1.0384
LOW 1.0365
0.618 1.0334
1.000 1.0315
1.618 1.0284
2.618 1.0234
4.250 1.0153
Fisher Pivots for day following 04-Oct-2017
Pivot 1 day 3 day
R1 1.0390 1.0390
PP 1.0386 1.0385
S1 1.0381 1.0381

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

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