CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 03-Apr-2018
Day Change Summary
Previous Current
02-Apr-2018 03-Apr-2018 Change Change % Previous Week
Open 1.0626 1.0606 -0.0020 -0.2% 1.0748
High 1.0646 1.0639 -0.0007 -0.1% 1.0762
Low 1.0626 1.0573 -0.0053 -0.5% 1.0586
Close 1.0626 1.0578 -0.0048 -0.5% 1.0601
Range 0.0020 0.0066 0.0046 230.0% 0.0176
ATR 0.0066 0.0066 0.0000 0.0% 0.0000
Volume 0 4 4 64
Daily Pivots for day following 03-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0795 1.0752 1.0614
R3 1.0729 1.0686 1.0596
R2 1.0663 1.0663 1.0590
R1 1.0620 1.0620 1.0584 1.0609
PP 1.0597 1.0597 1.0597 1.0591
S1 1.0554 1.0554 1.0572 1.0543
S2 1.0531 1.0531 1.0566
S3 1.0465 1.0488 1.0560
S4 1.0399 1.0422 1.0542
Weekly Pivots for week ending 30-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.1178 1.1065 1.0698
R3 1.1002 1.0889 1.0649
R2 1.0826 1.0826 1.0633
R1 1.0713 1.0713 1.0617 1.0682
PP 1.0650 1.0650 1.0650 1.0634
S1 1.0537 1.0537 1.0585 1.0506
S2 1.0474 1.0474 1.0569
S3 1.0298 1.0361 1.0553
S4 1.0122 1.0185 1.0504
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0759 1.0573 0.0186 1.8% 0.0067 0.6% 3% False True 13
10 1.0762 1.0573 0.0189 1.8% 0.0056 0.5% 3% False True 7
20 1.0858 1.0573 0.0285 2.7% 0.0057 0.5% 2% False True 5
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0920
2.618 1.0812
1.618 1.0746
1.000 1.0705
0.618 1.0680
HIGH 1.0639
0.618 1.0614
0.500 1.0606
0.382 1.0598
LOW 1.0573
0.618 1.0532
1.000 1.0507
1.618 1.0466
2.618 1.0400
4.250 1.0293
Fisher Pivots for day following 03-Apr-2018
Pivot 1 day 3 day
R1 1.0606 1.0610
PP 1.0597 1.0599
S1 1.0587 1.0589

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

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