CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 14-Mar-2018
Day Change Summary
Previous Current
13-Mar-2018 14-Mar-2018 Change Change % Previous Week
Open 1.0768 1.0764 -0.0004 0.0% 1.0837
High 1.0776 1.0783 0.0007 0.1% 1.0864
Low 1.0715 1.0732 0.0017 0.2% 1.0670
Close 1.0771 1.0764 -0.0007 -0.1% 1.0692
Range 0.0061 0.0051 -0.0010 -16.4% 0.0194
ATR
Volume 13 0 -13 -100.0% 28
Daily Pivots for day following 14-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.0913 1.0889 1.0792
R3 1.0862 1.0838 1.0778
R2 1.0811 1.0811 1.0773
R1 1.0787 1.0787 1.0769 1.0790
PP 1.0760 1.0760 1.0760 1.0761
S1 1.0736 1.0736 1.0759 1.0739
S2 1.0709 1.0709 1.0755
S3 1.0658 1.0685 1.0750
S4 1.0607 1.0634 1.0736
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.1324 1.1202 1.0799
R3 1.1130 1.1008 1.0745
R2 1.0936 1.0936 1.0728
R1 1.0814 1.0814 1.0710 1.0778
PP 1.0742 1.0742 1.0742 1.0724
S1 1.0620 1.0620 1.0674 1.0584
S2 1.0548 1.0548 1.0656
S3 1.0354 1.0426 1.0639
S4 1.0160 1.0232 1.0585
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0788 1.0670 0.0118 1.1% 0.0049 0.5% 80% False False 3
10 1.0883 1.0670 0.0213 2.0% 0.0054 0.5% 44% False False 4
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 False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1000
2.618 1.0917
1.618 1.0866
1.000 1.0834
0.618 1.0815
HIGH 1.0783
0.618 1.0764
0.500 1.0758
0.382 1.0751
LOW 1.0732
0.618 1.0700
1.000 1.0681
1.618 1.0649
2.618 1.0598
4.250 1.0515
Fisher Pivots for day following 14-Mar-2018
Pivot 1 day 3 day
R1 1.0762 1.0759
PP 1.0760 1.0754
S1 1.0758 1.0749

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

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