CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 27-Mar-2018
Day Change Summary
Previous Current
26-Mar-2018 27-Mar-2018 Change Change % Previous Week
Open 1.0748 1.0719 -0.0029 -0.3% 1.0703
High 1.0762 1.0759 -0.0003 0.0% 1.0750
Low 1.0705 1.0679 -0.0026 -0.2% 1.0622
Close 1.0748 1.0719 -0.0029 -0.3% 1.0729
Range 0.0057 0.0080 0.0023 40.4% 0.0128
ATR 0.0064 0.0065 0.0001 1.8% 0.0000
Volume
Daily Pivots for day following 27-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.0959 1.0919 1.0763
R3 1.0879 1.0839 1.0741
R2 1.0799 1.0799 1.0734
R1 1.0759 1.0759 1.0726 1.0759
PP 1.0719 1.0719 1.0719 1.0719
S1 1.0679 1.0679 1.0712 1.0679
S2 1.0639 1.0639 1.0704
S3 1.0559 1.0599 1.0697
S4 1.0479 1.0519 1.0675
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 1.0626 0.0136 1.3% 0.0059 0.6% 68% False False 1
10 1.0783 1.0622 0.0161 1.5% 0.0056 0.5% 60% False False
20 1.0883 1.0622 0.0261 2.4% 0.0055 0.5% 37% False False 3
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1099
2.618 1.0968
1.618 1.0888
1.000 1.0839
0.618 1.0808
HIGH 1.0759
0.618 1.0728
0.500 1.0719
0.382 1.0710
LOW 1.0679
0.618 1.0630
1.000 1.0599
1.618 1.0550
2.618 1.0470
4.250 1.0339
Fisher Pivots for day following 27-Mar-2018
Pivot 1 day 3 day
R1 1.0719 1.0721
PP 1.0719 1.0720
S1 1.0719 1.0720

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

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