CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 20-Apr-2018
Day Change Summary
Previous Current
19-Apr-2018 20-Apr-2018 Change Change % Previous Week
Open 1.0469 1.0421 -0.0048 -0.5% 1.0561
High 1.0475 1.0430 -0.0045 -0.4% 1.0577
Low 1.0420 1.0384 -0.0036 -0.3% 1.0384
Close 1.0420 1.0389 -0.0031 -0.3% 1.0389
Range 0.0055 0.0046 -0.0009 -16.4% 0.0193
ATR 0.0061 0.0060 -0.0001 -1.8% 0.0000
Volume 2 10 8 400.0% 17
Daily Pivots for day following 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0539 1.0510 1.0414
R3 1.0493 1.0464 1.0402
R2 1.0447 1.0447 1.0397
R1 1.0418 1.0418 1.0393 1.0410
PP 1.0401 1.0401 1.0401 1.0397
S1 1.0372 1.0372 1.0385 1.0364
S2 1.0355 1.0355 1.0381
S3 1.0309 1.0326 1.0376
S4 1.0263 1.0280 1.0364
Weekly Pivots for week ending 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.1029 1.0902 1.0495
R3 1.0836 1.0709 1.0442
R2 1.0643 1.0643 1.0424
R1 1.0516 1.0516 1.0407 1.0483
PP 1.0450 1.0450 1.0450 1.0434
S1 1.0323 1.0323 1.0371 1.0290
S2 1.0257 1.0257 1.0354
S3 1.0064 1.0130 1.0336
S4 0.9871 0.9937 1.0283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0577 1.0384 0.0193 1.9% 0.0061 0.6% 3% False True 3
10 1.0629 1.0384 0.0245 2.4% 0.0056 0.5% 2% False True 2
20 1.0762 1.0384 0.0378 3.6% 0.0057 0.5% 1% 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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0626
2.618 1.0550
1.618 1.0504
1.000 1.0476
0.618 1.0458
HIGH 1.0430
0.618 1.0412
0.500 1.0407
0.382 1.0402
LOW 1.0384
0.618 1.0356
1.000 1.0338
1.618 1.0310
2.618 1.0264
4.250 1.0189
Fisher Pivots for day following 20-Apr-2018
Pivot 1 day 3 day
R1 1.0407 1.0439
PP 1.0401 1.0422
S1 1.0395 1.0406

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

View Archives - Comment on this page... - Back to Index of Symbols