CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 12-Oct-2017
Day Change Summary
Previous Current
11-Oct-2017 12-Oct-2017 Change Change % Previous Week
Open 1.0388 1.0396 0.0008 0.1% 1.0415
High 1.0403 1.0406 0.0003 0.0% 1.0442
Low 1.0354 1.0356 0.0002 0.0% 1.0285
Close 1.0390 1.0362 -0.0028 -0.3% 1.0337
Range 0.0049 0.0050 0.0001 2.0% 0.0157
ATR 0.0063 0.0062 -0.0001 -1.5% 0.0000
Volume 15 14 -1 -6.7% 6
Daily Pivots for day following 12-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.0525 1.0493 1.0390
R3 1.0475 1.0443 1.0376
R2 1.0425 1.0425 1.0371
R1 1.0393 1.0393 1.0367 1.0384
PP 1.0375 1.0375 1.0375 1.0370
S1 1.0343 1.0343 1.0357 1.0334
S2 1.0325 1.0325 1.0353
S3 1.0275 1.0293 1.0348
S4 1.0225 1.0243 1.0335
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 1.0406 1.0285 0.0121 1.2% 0.0039 0.4% 64% True False 8
10 1.0457 1.0285 0.0172 1.7% 0.0047 0.5% 45% False False 9
20 1.0563 1.0285 0.0278 2.7% 0.0058 0.6% 28% False False 5
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0619
2.618 1.0537
1.618 1.0487
1.000 1.0456
0.618 1.0437
HIGH 1.0406
0.618 1.0387
0.500 1.0381
0.382 1.0375
LOW 1.0356
0.618 1.0325
1.000 1.0306
1.618 1.0275
2.618 1.0225
4.250 1.0144
Fisher Pivots for day following 12-Oct-2017
Pivot 1 day 3 day
R1 1.0381 1.0372
PP 1.0375 1.0368
S1 1.0368 1.0365

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

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