CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 18-Apr-2018
Day Change Summary
Previous Current
17-Apr-2018 18-Apr-2018 Change Change % Previous Week
Open 1.0510 1.0485 -0.0025 -0.2% 1.0602
High 1.0573 1.0494 -0.0079 -0.7% 1.0629
Low 1.0474 1.0449 -0.0025 -0.2% 1.0514
Close 1.0490 1.0464 -0.0026 -0.2% 1.0535
Range 0.0099 0.0045 -0.0054 -54.5% 0.0115
ATR 0.0063 0.0061 -0.0001 -2.0% 0.0000
Volume 3 2 -1 -33.3% 6
Daily Pivots for day following 18-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0604 1.0579 1.0489
R3 1.0559 1.0534 1.0476
R2 1.0514 1.0514 1.0472
R1 1.0489 1.0489 1.0468 1.0479
PP 1.0469 1.0469 1.0469 1.0464
S1 1.0444 1.0444 1.0460 1.0434
S2 1.0424 1.0424 1.0456
S3 1.0379 1.0399 1.0452
S4 1.0334 1.0354 1.0439
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 1.0588 1.0449 0.0139 1.3% 0.0064 0.6% 11% False True 1
10 1.0629 1.0449 0.0180 1.7% 0.0057 0.5% 8% False True 1
20 1.0762 1.0449 0.0313 3.0% 0.0059 0.6% 5% False True 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 False
Stretch 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0685
2.618 1.0612
1.618 1.0567
1.000 1.0539
0.618 1.0522
HIGH 1.0494
0.618 1.0477
0.500 1.0472
0.382 1.0466
LOW 1.0449
0.618 1.0421
1.000 1.0404
1.618 1.0376
2.618 1.0331
4.250 1.0258
Fisher Pivots for day following 18-Apr-2018
Pivot 1 day 3 day
R1 1.0472 1.0513
PP 1.0469 1.0497
S1 1.0467 1.0480

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

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