CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 30-Apr-2018
Day Change Summary
Previous Current
27-Apr-2018 30-Apr-2018 Change Change % Previous Week
Open 1.0217 1.0247 0.0030 0.3% 1.0375
High 1.0249 1.0250 0.0001 0.0% 1.0388
Low 1.0208 1.0208 0.0000 0.0% 1.0208
Close 1.0246 1.0216 -0.0030 -0.3% 1.0246
Range 0.0041 0.0042 0.0001 2.4% 0.0180
ATR 0.0057 0.0056 -0.0001 -1.9% 0.0000
Volume 7 6 -1 -14.3% 51
Daily Pivots for day following 30-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0351 1.0325 1.0239
R3 1.0309 1.0283 1.0228
R2 1.0267 1.0267 1.0224
R1 1.0241 1.0241 1.0220 1.0233
PP 1.0225 1.0225 1.0225 1.0221
S1 1.0199 1.0199 1.0212 1.0191
S2 1.0183 1.0183 1.0208
S3 1.0141 1.0157 1.0204
S4 1.0099 1.0115 1.0193
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0821 1.0713 1.0345
R3 1.0641 1.0533 1.0296
R2 1.0461 1.0461 1.0279
R1 1.0353 1.0353 1.0263 1.0317
PP 1.0281 1.0281 1.0281 1.0263
S1 1.0173 1.0173 1.0230 1.0137
S2 1.0101 1.0101 1.0213
S3 0.9921 0.9993 1.0197
S4 0.9741 0.9813 1.0147
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0366 1.0208 0.0158 1.5% 0.0045 0.4% 5% False True 8
10 1.0573 1.0208 0.0365 3.6% 0.0051 0.5% 2% False True 7
20 1.0639 1.0208 0.0431 4.2% 0.0053 0.5% 2% False True 5
40 1.0864 1.0208 0.0656 6.4% 0.0055 0.5% 1% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0429
2.618 1.0360
1.618 1.0318
1.000 1.0292
0.618 1.0276
HIGH 1.0250
0.618 1.0234
0.500 1.0229
0.382 1.0224
LOW 1.0208
0.618 1.0182
1.000 1.0166
1.618 1.0140
2.618 1.0098
4.250 1.0030
Fisher Pivots for day following 30-Apr-2018
Pivot 1 day 3 day
R1 1.0229 1.0259
PP 1.0225 1.0245
S1 1.0220 1.0230

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

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