CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 11-Apr-2018
Day Change Summary
Previous Current
10-Apr-2018 11-Apr-2018 Change Change % Previous Week
Open 1.0605 1.0574 -0.0031 -0.3% 1.0626
High 1.0629 1.0606 -0.0023 -0.2% 1.0646
Low 1.0584 1.0566 -0.0018 -0.2% 1.0512
Close 1.0597 1.0580 -0.0017 -0.2% 1.0578
Range 0.0045 0.0040 -0.0005 -11.1% 0.0134
ATR 0.0062 0.0060 -0.0002 -2.5% 0.0000
Volume 1 1 0 0.0% 23
Daily Pivots for day following 11-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0704 1.0682 1.0602
R3 1.0664 1.0642 1.0591
R2 1.0624 1.0624 1.0587
R1 1.0602 1.0602 1.0584 1.0613
PP 1.0584 1.0584 1.0584 1.0590
S1 1.0562 1.0562 1.0576 1.0573
S2 1.0544 1.0544 1.0573
S3 1.0504 1.0522 1.0569
S4 1.0464 1.0482 1.0558
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% 0.0049 0.5% 58% False False 1
10 1.0724 1.0512 0.0212 2.0% 0.0056 0.5% 32% False False 8
20 1.0783 1.0512 0.0271 2.6% 0.0056 0.5% 25% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0776
2.618 1.0711
1.618 1.0671
1.000 1.0646
0.618 1.0631
HIGH 1.0606
0.618 1.0591
0.500 1.0586
0.382 1.0581
LOW 1.0566
0.618 1.0541
1.000 1.0526
1.618 1.0501
2.618 1.0461
4.250 1.0396
Fisher Pivots for day following 11-Apr-2018
Pivot 1 day 3 day
R1 1.0586 1.0591
PP 1.0584 1.0587
S1 1.0582 1.0584

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

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