CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 06-Oct-2017
Day Change Summary
Previous Current
05-Oct-2017 06-Oct-2017 Change Change % Previous Week
Open 1.0332 1.0337 0.0005 0.0% 1.0415
High 1.0378 1.0347 -0.0031 -0.3% 1.0442
Low 1.0327 1.0285 -0.0042 -0.4% 1.0285
Close 1.0332 1.0337 0.0005 0.0% 1.0337
Range 0.0051 0.0062 0.0011 21.6% 0.0157
ATR 0.0070 0.0070 -0.0001 -0.9% 0.0000
Volume
Daily Pivots for day following 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.0509 1.0485 1.0371
R3 1.0447 1.0423 1.0354
R2 1.0385 1.0385 1.0348
R1 1.0361 1.0361 1.0343 1.0368
PP 1.0323 1.0323 1.0323 1.0327
S1 1.0299 1.0299 1.0331 1.0306
S2 1.0261 1.0261 1.0326
S3 1.0199 1.0237 1.0320
S4 1.0137 1.0175 1.0303
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.0826 1.0738 1.0423
R3 1.0669 1.0581 1.0380
R2 1.0512 1.0512 1.0366
R1 1.0424 1.0424 1.0351 1.0390
PP 1.0355 1.0355 1.0355 1.0337
S1 1.0267 1.0267 1.0323 1.0233
S2 1.0198 1.0198 1.0308
S3 1.0041 1.0110 1.0294
S4 0.9884 0.9953 1.0251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0442 1.0285 0.0157 1.5% 0.0057 0.6% 33% False True 1
10 1.0490 1.0285 0.0205 2.0% 0.0065 0.6% 25% False True 5
20 1.0613 1.0285 0.0328 3.2% 0.0059 0.6% 16% False True 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0611
2.618 1.0509
1.618 1.0447
1.000 1.0409
0.618 1.0385
HIGH 1.0347
0.618 1.0323
0.500 1.0316
0.382 1.0309
LOW 1.0285
0.618 1.0247
1.000 1.0223
1.618 1.0185
2.618 1.0123
4.250 1.0022
Fisher Pivots for day following 06-Oct-2017
Pivot 1 day 3 day
R1 1.0330 1.0350
PP 1.0323 1.0346
S1 1.0316 1.0341

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

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