CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 13-Apr-2018
Day Change Summary
Previous Current
12-Apr-2018 13-Apr-2018 Change Change % Previous Week
Open 1.0540 1.0535 -0.0005 0.0% 1.0602
High 1.0588 1.0557 -0.0031 -0.3% 1.0629
Low 1.0514 1.0516 0.0002 0.0% 1.0514
Close 1.0535 1.0535 0.0000 0.0% 1.0535
Range 0.0074 0.0041 -0.0033 -44.6% 0.0115
ATR 0.0061 0.0060 -0.0001 -2.4% 0.0000
Volume 3 1 -2 -66.7% 6
Daily Pivots for day following 13-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0659 1.0638 1.0558
R3 1.0618 1.0597 1.0546
R2 1.0577 1.0577 1.0543
R1 1.0556 1.0556 1.0539 1.0556
PP 1.0536 1.0536 1.0536 1.0536
S1 1.0515 1.0515 1.0531 1.0515
S2 1.0495 1.0495 1.0527
S3 1.0454 1.0474 1.0524
S4 1.0413 1.0433 1.0512
Weekly Pivots for week ending 13-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0904 1.0835 1.0598
R3 1.0789 1.0720 1.0567
R2 1.0674 1.0674 1.0556
R1 1.0605 1.0605 1.0546 1.0582
PP 1.0559 1.0559 1.0559 1.0548
S1 1.0490 1.0490 1.0524 1.0467
S2 1.0444 1.0444 1.0514
S3 1.0329 1.0375 1.0503
S4 1.0214 1.0260 1.0472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0629 1.0514 0.0115 1.1% 0.0050 0.5% 18% False False 1
10 1.0646 1.0512 0.0134 1.3% 0.0051 0.5% 17% False False 2
20 1.0762 1.0512 0.0250 2.4% 0.0055 0.5% 9% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 1.0731
2.618 1.0664
1.618 1.0623
1.000 1.0598
0.618 1.0582
HIGH 1.0557
0.618 1.0541
0.500 1.0537
0.382 1.0532
LOW 1.0516
0.618 1.0491
1.000 1.0475
1.618 1.0450
2.618 1.0409
4.250 1.0342
Fisher Pivots for day following 13-Apr-2018
Pivot 1 day 3 day
R1 1.0537 1.0560
PP 1.0536 1.0552
S1 1.0536 1.0543

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

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