CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 23-Apr-2018
Day Change Summary
Previous Current
20-Apr-2018 23-Apr-2018 Change Change % Previous Week
Open 1.0421 1.0375 -0.0046 -0.4% 1.0561
High 1.0430 1.0388 -0.0042 -0.4% 1.0577
Low 1.0384 1.0347 -0.0037 -0.4% 1.0384
Close 1.0389 1.0352 -0.0037 -0.4% 1.0389
Range 0.0046 0.0041 -0.0005 -10.9% 0.0193
ATR 0.0060 0.0059 -0.0001 -2.1% 0.0000
Volume 10 13 3 30.0% 17
Daily Pivots for day following 23-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0485 1.0460 1.0375
R3 1.0444 1.0419 1.0363
R2 1.0403 1.0403 1.0360
R1 1.0378 1.0378 1.0356 1.0370
PP 1.0362 1.0362 1.0362 1.0359
S1 1.0337 1.0337 1.0348 1.0329
S2 1.0321 1.0321 1.0344
S3 1.0280 1.0296 1.0341
S4 1.0239 1.0255 1.0329
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 1.0573 1.0347 0.0226 2.2% 0.0057 0.6% 2% False True 6
10 1.0629 1.0347 0.0282 2.7% 0.0055 0.5% 2% False True 3
20 1.0762 1.0347 0.0415 4.0% 0.0058 0.6% 1% False True 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0016
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0562
2.618 1.0495
1.618 1.0454
1.000 1.0429
0.618 1.0413
HIGH 1.0388
0.618 1.0372
0.500 1.0368
0.382 1.0363
LOW 1.0347
0.618 1.0322
1.000 1.0306
1.618 1.0281
2.618 1.0240
4.250 1.0173
Fisher Pivots for day following 23-Apr-2018
Pivot 1 day 3 day
R1 1.0368 1.0411
PP 1.0362 1.0391
S1 1.0357 1.0372

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

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