CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 10-Apr-2018
Day Change Summary
Previous Current
09-Apr-2018 10-Apr-2018 Change Change % Previous Week
Open 1.0602 1.0605 0.0003 0.0% 1.0626
High 1.0602 1.0629 0.0027 0.3% 1.0646
Low 1.0552 1.0584 0.0032 0.3% 1.0512
Close 1.0602 1.0597 -0.0005 0.0% 1.0578
Range 0.0050 0.0045 -0.0005 -10.0% 0.0134
ATR 0.0063 0.0062 -0.0001 -2.1% 0.0000
Volume 0 1 1 23
Daily Pivots for day following 10-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0738 1.0713 1.0622
R3 1.0693 1.0668 1.0609
R2 1.0648 1.0648 1.0605
R1 1.0623 1.0623 1.0601 1.0613
PP 1.0603 1.0603 1.0603 1.0599
S1 1.0578 1.0578 1.0593 1.0568
S2 1.0558 1.0558 1.0589
S3 1.0513 1.0533 1.0585
S4 1.0468 1.0488 1.0572
Weekly Pivots for week ending 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0981 1.0913 1.0652
R3 1.0847 1.0779 1.0615
R2 1.0713 1.0713 1.0603
R1 1.0645 1.0645 1.0590 1.0612
PP 1.0579 1.0579 1.0579 1.0562
S1 1.0511 1.0511 1.0566 1.0478
S2 1.0445 1.0445 1.0553
S3 1.0311 1.0377 1.0541
S4 1.0177 1.0243 1.0504
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0629 1.0512 0.0117 1.1% 0.0054 0.5% 73% True False 4
10 1.0759 1.0512 0.0247 2.3% 0.0060 0.6% 34% False False 8
20 1.0783 1.0512 0.0271 2.6% 0.0057 0.5% 31% False False 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 True
Stretch 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0820
2.618 1.0747
1.618 1.0702
1.000 1.0674
0.618 1.0657
HIGH 1.0629
0.618 1.0612
0.500 1.0607
0.382 1.0601
LOW 1.0584
0.618 1.0556
1.000 1.0539
1.618 1.0511
2.618 1.0466
4.250 1.0393
Fisher Pivots for day following 10-Apr-2018
Pivot 1 day 3 day
R1 1.0607 1.0588
PP 1.0603 1.0579
S1 1.0600 1.0571

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

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