CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 19-Mar-2018
Day Change Summary
Previous Current
16-Mar-2018 19-Mar-2018 Change Change % Previous Week
Open 1.0508 1.0500 -0.0008 -0.1% 1.0520
High 1.0543 1.0521 -0.0022 -0.2% 1.0614
Low 1.0475 1.0470 -0.0005 0.0% 1.0475
Close 1.0497 1.0520 0.0023 0.2% 1.0497
Range 0.0068 0.0051 -0.0017 -25.0% 0.0139
ATR 0.0082 0.0080 -0.0002 -2.7% 0.0000
Volume 12,862 367 -12,495 -97.1% 124,982
Daily Pivots for day following 19-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.0657 1.0639 1.0548
R3 1.0606 1.0588 1.0534
R2 1.0555 1.0555 1.0529
R1 1.0537 1.0537 1.0525 1.0546
PP 1.0504 1.0504 1.0504 1.0508
S1 1.0486 1.0486 1.0515 1.0495
S2 1.0453 1.0453 1.0511
S3 1.0402 1.0435 1.0506
S4 1.0351 1.0384 1.0492
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.0946 1.0860 1.0573
R3 1.0807 1.0721 1.0535
R2 1.0668 1.0668 1.0522
R1 1.0582 1.0582 1.0510 1.0556
PP 1.0529 1.0529 1.0529 1.0515
S1 1.0443 1.0443 1.0484 1.0417
S2 1.0390 1.0390 1.0472
S3 1.0251 1.0304 1.0459
S4 1.0112 1.0165 1.0421
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0614 1.0470 0.0144 1.4% 0.0070 0.7% 35% False True 20,690
10 1.0696 1.0470 0.0226 2.1% 0.0074 0.7% 22% False True 23,174
20 1.0819 1.0470 0.0349 3.3% 0.0077 0.7% 14% False True 24,764
40 1.0908 1.0415 0.0493 4.7% 0.0089 0.9% 21% False False 29,419
60 1.0908 1.0159 0.0749 7.1% 0.0084 0.8% 48% False False 27,981
80 1.0908 1.0103 0.0805 7.7% 0.0079 0.8% 52% False False 23,782
100 1.0908 1.0062 0.0846 8.0% 0.0075 0.7% 54% False False 19,034
120 1.0908 1.0062 0.0846 8.0% 0.0072 0.7% 54% False False 15,863
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0738
2.618 1.0655
1.618 1.0604
1.000 1.0572
0.618 1.0553
HIGH 1.0521
0.618 1.0502
0.500 1.0496
0.382 1.0489
LOW 1.0470
0.618 1.0438
1.000 1.0419
1.618 1.0387
2.618 1.0336
4.250 1.0253
Fisher Pivots for day following 19-Mar-2018
Pivot 1 day 3 day
R1 1.0512 1.0536
PP 1.0504 1.0531
S1 1.0496 1.0525

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

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