CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 05-Apr-2018
Day Change Summary
Previous Current
04-Apr-2018 05-Apr-2018 Change Change % Previous Week
Open 1.0586 1.0560 -0.0026 -0.2% 1.0748
High 1.0619 1.0564 -0.0055 -0.5% 1.0762
Low 1.0557 1.0523 -0.0034 -0.3% 1.0586
Close 1.0562 1.0528 -0.0034 -0.3% 1.0601
Range 0.0062 0.0041 -0.0021 -33.9% 0.0176
ATR 0.0065 0.0064 -0.0002 -2.7% 0.0000
Volume 13 5 -8 -61.5% 64
Daily Pivots for day following 05-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0661 1.0636 1.0551
R3 1.0620 1.0595 1.0539
R2 1.0579 1.0579 1.0536
R1 1.0554 1.0554 1.0532 1.0546
PP 1.0538 1.0538 1.0538 1.0535
S1 1.0513 1.0513 1.0524 1.0505
S2 1.0497 1.0497 1.0520
S3 1.0456 1.0472 1.0517
S4 1.0415 1.0431 1.0505
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 1.0646 1.0523 0.0123 1.2% 0.0045 0.4% 4% False True 7
10 1.0762 1.0523 0.0239 2.3% 0.0057 0.5% 2% False True 9
20 1.0788 1.0523 0.0265 2.5% 0.0055 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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0738
2.618 1.0671
1.618 1.0630
1.000 1.0605
0.618 1.0589
HIGH 1.0564
0.618 1.0548
0.500 1.0544
0.382 1.0539
LOW 1.0523
0.618 1.0498
1.000 1.0482
1.618 1.0457
2.618 1.0416
4.250 1.0349
Fisher Pivots for day following 05-Apr-2018
Pivot 1 day 3 day
R1 1.0544 1.0581
PP 1.0538 1.0563
S1 1.0533 1.0546

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

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