CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 24-Oct-2017
Day Change Summary
Previous Current
23-Oct-2017 24-Oct-2017 Change Change % Previous Week
Open 1.0255 1.0211 -0.0044 -0.4% 1.0367
High 1.0274 1.0267 -0.0007 -0.1% 1.0384
Low 1.0226 1.0194 -0.0032 -0.3% 1.0258
Close 1.0241 1.0218 -0.0023 -0.2% 1.0260
Range 0.0048 0.0073 0.0025 52.1% 0.0126
ATR 0.0062 0.0063 0.0001 1.2% 0.0000
Volume 13 30 17 130.8% 41
Daily Pivots for day following 24-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.0445 1.0405 1.0258
R3 1.0372 1.0332 1.0238
R2 1.0299 1.0299 1.0231
R1 1.0259 1.0259 1.0225 1.0279
PP 1.0226 1.0226 1.0226 1.0237
S1 1.0186 1.0186 1.0211 1.0206
S2 1.0153 1.0153 1.0205
S3 1.0080 1.0113 1.0198
S4 1.0007 1.0040 1.0178
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.0679 1.0595 1.0329
R3 1.0553 1.0469 1.0295
R2 1.0427 1.0427 1.0283
R1 1.0343 1.0343 1.0272 1.0322
PP 1.0301 1.0301 1.0301 1.0290
S1 1.0217 1.0217 1.0248 1.0196
S2 1.0175 1.0175 1.0237
S3 1.0049 1.0091 1.0225
S4 0.9923 0.9965 1.0191
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0373 1.0194 0.0179 1.8% 0.0070 0.7% 13% False True 16
10 1.0411 1.0194 0.0217 2.1% 0.0060 0.6% 11% False True 12
20 1.0457 1.0194 0.0263 2.6% 0.0055 0.5% 9% False True 9
40 1.0744 1.0194 0.0550 5.4% 0.0058 0.6% 4% False True 8
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0577
2.618 1.0458
1.618 1.0385
1.000 1.0340
0.618 1.0312
HIGH 1.0267
0.618 1.0239
0.500 1.0231
0.382 1.0222
LOW 1.0194
0.618 1.0149
1.000 1.0121
1.618 1.0076
2.618 1.0003
4.250 0.9884
Fisher Pivots for day following 24-Oct-2017
Pivot 1 day 3 day
R1 1.0231 1.0274
PP 1.0226 1.0255
S1 1.0222 1.0237

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

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