CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 16-Apr-2018
Day Change Summary
Previous Current
13-Apr-2018 16-Apr-2018 Change Change % Previous Week
Open 1.0535 1.0561 0.0026 0.2% 1.0602
High 1.0557 1.0577 0.0020 0.2% 1.0629
Low 1.0516 1.0517 0.0001 0.0% 1.0514
Close 1.0535 1.0561 0.0026 0.2% 1.0535
Range 0.0041 0.0060 0.0019 46.3% 0.0115
ATR 0.0060 0.0060 0.0000 0.0% 0.0000
Volume 1 0 -1 -100.0% 6
Daily Pivots for day following 16-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0732 1.0706 1.0594
R3 1.0672 1.0646 1.0578
R2 1.0612 1.0612 1.0572
R1 1.0586 1.0586 1.0567 1.0591
PP 1.0552 1.0552 1.0552 1.0554
S1 1.0526 1.0526 1.0556 1.0531
S2 1.0492 1.0492 1.0550
S3 1.0432 1.0466 1.0545
S4 1.0372 1.0406 1.0528
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% 0.0052 0.5% 41% False False 1
10 1.0639 1.0512 0.0127 1.2% 0.0055 0.5% 39% False False 2
20 1.0762 1.0512 0.0250 2.4% 0.0055 0.5% 20% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0832
2.618 1.0734
1.618 1.0674
1.000 1.0637
0.618 1.0614
HIGH 1.0577
0.618 1.0554
0.500 1.0547
0.382 1.0540
LOW 1.0517
0.618 1.0480
1.000 1.0457
1.618 1.0420
2.618 1.0360
4.250 1.0262
Fisher Pivots for day following 16-Apr-2018
Pivot 1 day 3 day
R1 1.0556 1.0558
PP 1.0552 1.0554
S1 1.0547 1.0551

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

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