CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 17-Apr-2018
Day Change Summary
Previous Current
16-Apr-2018 17-Apr-2018 Change Change % Previous Week
Open 1.0561 1.0510 -0.0051 -0.5% 1.0602
High 1.0577 1.0573 -0.0004 0.0% 1.0629
Low 1.0517 1.0474 -0.0043 -0.4% 1.0514
Close 1.0561 1.0490 -0.0071 -0.7% 1.0535
Range 0.0060 0.0099 0.0039 65.0% 0.0115
ATR 0.0060 0.0063 0.0003 4.7% 0.0000
Volume 0 3 3 6
Daily Pivots for day following 17-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0809 1.0749 1.0544
R3 1.0710 1.0650 1.0517
R2 1.0611 1.0611 1.0508
R1 1.0551 1.0551 1.0499 1.0532
PP 1.0512 1.0512 1.0512 1.0503
S1 1.0452 1.0452 1.0481 1.0433
S2 1.0413 1.0413 1.0472
S3 1.0314 1.0353 1.0463
S4 1.0215 1.0254 1.0436
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 1.0606 1.0474 0.0132 1.3% 0.0063 0.6% 12% False True 1
10 1.0629 1.0474 0.0155 1.5% 0.0058 0.6% 10% False True 2
20 1.0762 1.0474 0.0288 2.7% 0.0057 0.5% 6% False True 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0994
2.618 1.0832
1.618 1.0733
1.000 1.0672
0.618 1.0634
HIGH 1.0573
0.618 1.0535
0.500 1.0524
0.382 1.0512
LOW 1.0474
0.618 1.0413
1.000 1.0375
1.618 1.0314
2.618 1.0215
4.250 1.0053
Fisher Pivots for day following 17-Apr-2018
Pivot 1 day 3 day
R1 1.0524 1.0526
PP 1.0512 1.0514
S1 1.0501 1.0502

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

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