CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 26-Mar-2018
Day Change Summary
Previous Current
23-Mar-2018 26-Mar-2018 Change Change % Previous Week
Open 1.0729 1.0748 0.0019 0.2% 1.0703
High 1.0750 1.0762 0.0012 0.1% 1.0750
Low 1.0729 1.0705 -0.0024 -0.2% 1.0622
Close 1.0729 1.0748 0.0019 0.2% 1.0729
Range 0.0021 0.0057 0.0036 171.4% 0.0128
ATR 0.0064 0.0064 -0.0001 -0.8% 0.0000
Volume
Daily Pivots for day following 26-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.0909 1.0886 1.0779
R3 1.0852 1.0829 1.0764
R2 1.0795 1.0795 1.0758
R1 1.0772 1.0772 1.0753 1.0777
PP 1.0738 1.0738 1.0738 1.0741
S1 1.0715 1.0715 1.0743 1.0720
S2 1.0681 1.0681 1.0738
S3 1.0624 1.0658 1.0732
S4 1.0567 1.0601 1.0717
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.1084 1.1035 1.0799
R3 1.0956 1.0907 1.0764
R2 1.0828 1.0828 1.0752
R1 1.0779 1.0779 1.0741 1.0804
PP 1.0700 1.0700 1.0700 1.0713
S1 1.0651 1.0651 1.0717 1.0676
S2 1.0572 1.0572 1.0706
S3 1.0444 1.0523 1.0694
S4 1.0316 1.0395 1.0659
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0762 1.0622 0.0140 1.3% 0.0046 0.4% 90% True False 1
10 1.0783 1.0622 0.0161 1.5% 0.0054 0.5% 78% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1004
2.618 1.0911
1.618 1.0854
1.000 1.0819
0.618 1.0797
HIGH 1.0762
0.618 1.0740
0.500 1.0734
0.382 1.0727
LOW 1.0705
0.618 1.0670
1.000 1.0648
1.618 1.0613
2.618 1.0556
4.250 1.0463
Fisher Pivots for day following 26-Mar-2018
Pivot 1 day 3 day
R1 1.0743 1.0739
PP 1.0738 1.0729
S1 1.0734 1.0720

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

View Archives - Comment on this page... - Back to Index of Symbols