CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 04-Apr-2018
Day Change Summary
Previous Current
03-Apr-2018 04-Apr-2018 Change Change % Previous Week
Open 1.0606 1.0586 -0.0020 -0.2% 1.0748
High 1.0639 1.0619 -0.0020 -0.2% 1.0762
Low 1.0573 1.0557 -0.0016 -0.2% 1.0586
Close 1.0578 1.0562 -0.0016 -0.2% 1.0601
Range 0.0066 0.0062 -0.0004 -6.1% 0.0176
ATR 0.0066 0.0065 0.0000 -0.4% 0.0000
Volume 4 13 9 225.0% 64
Daily Pivots for day following 04-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0765 1.0726 1.0596
R3 1.0703 1.0664 1.0579
R2 1.0641 1.0641 1.0573
R1 1.0602 1.0602 1.0568 1.0591
PP 1.0579 1.0579 1.0579 1.0574
S1 1.0540 1.0540 1.0556 1.0529
S2 1.0517 1.0517 1.0551
S3 1.0455 1.0478 1.0545
S4 1.0393 1.0416 1.0528
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 1.0724 1.0557 0.0167 1.6% 0.0063 0.6% 3% False True 16
10 1.0762 1.0557 0.0205 1.9% 0.0061 0.6% 2% False True 8
20 1.0858 1.0557 0.0301 2.8% 0.0058 0.5% 2% False True 5
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0883
2.618 1.0781
1.618 1.0719
1.000 1.0681
0.618 1.0657
HIGH 1.0619
0.618 1.0595
0.500 1.0588
0.382 1.0581
LOW 1.0557
0.618 1.0519
1.000 1.0495
1.618 1.0457
2.618 1.0395
4.250 1.0294
Fisher Pivots for day following 04-Apr-2018
Pivot 1 day 3 day
R1 1.0588 1.0602
PP 1.0579 1.0588
S1 1.0571 1.0575

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

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