CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 19-Apr-2018
Day Change Summary
Previous Current
18-Apr-2018 19-Apr-2018 Change Change % Previous Week
Open 1.0485 1.0469 -0.0016 -0.2% 1.0602
High 1.0494 1.0475 -0.0019 -0.2% 1.0629
Low 1.0449 1.0420 -0.0029 -0.3% 1.0514
Close 1.0464 1.0420 -0.0044 -0.4% 1.0535
Range 0.0045 0.0055 0.0010 22.2% 0.0115
ATR 0.0061 0.0061 0.0000 -0.7% 0.0000
Volume 2 2 0 0.0% 6
Daily Pivots for day following 19-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0603 1.0567 1.0450
R3 1.0548 1.0512 1.0435
R2 1.0493 1.0493 1.0430
R1 1.0457 1.0457 1.0425 1.0448
PP 1.0438 1.0438 1.0438 1.0434
S1 1.0402 1.0402 1.0415 1.0393
S2 1.0383 1.0383 1.0410
S3 1.0328 1.0347 1.0405
S4 1.0273 1.0292 1.0390
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 1.0577 1.0420 0.0157 1.5% 0.0060 0.6% 0% False True 1
10 1.0629 1.0420 0.0209 2.0% 0.0058 0.6% 0% False True 1
20 1.0762 1.0420 0.0342 3.3% 0.0058 0.6% 0% False True 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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0709
2.618 1.0619
1.618 1.0564
1.000 1.0530
0.618 1.0509
HIGH 1.0475
0.618 1.0454
0.500 1.0448
0.382 1.0441
LOW 1.0420
0.618 1.0386
1.000 1.0365
1.618 1.0331
2.618 1.0276
4.250 1.0186
Fisher Pivots for day following 19-Apr-2018
Pivot 1 day 3 day
R1 1.0448 1.0497
PP 1.0438 1.0471
S1 1.0429 1.0446

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

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