CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 02-May-2018
Day Change Summary
Previous Current
01-May-2018 02-May-2018 Change Change % Previous Week
Open 1.0194 1.0167 -0.0027 -0.3% 1.0375
High 1.0218 1.0183 -0.0035 -0.3% 1.0388
Low 1.0156 1.0124 -0.0032 -0.3% 1.0208
Close 1.0156 1.0151 -0.0005 0.0% 1.0246
Range 0.0062 0.0059 -0.0003 -4.8% 0.0180
ATR 0.0057 0.0057 0.0000 0.3% 0.0000
Volume 76 4 -72 -94.7% 51
Daily Pivots for day following 02-May-2018
Classic Woodie Camarilla DeMark
R4 1.0330 1.0299 1.0183
R3 1.0271 1.0240 1.0167
R2 1.0212 1.0212 1.0162
R1 1.0181 1.0181 1.0156 1.0167
PP 1.0153 1.0153 1.0153 1.0146
S1 1.0122 1.0122 1.0146 1.0108
S2 1.0094 1.0094 1.0140
S3 1.0035 1.0063 1.0135
S4 0.9976 1.0004 1.0119
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 1.0310 1.0124 0.0186 1.8% 0.0056 0.5% 15% False True 19
10 1.0475 1.0124 0.0351 3.5% 0.0049 0.5% 8% False True 14
20 1.0629 1.0124 0.0505 5.0% 0.0053 0.5% 5% False True 8
40 1.0858 1.0124 0.0734 7.2% 0.0055 0.5% 4% False True 7
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0434
2.618 1.0337
1.618 1.0278
1.000 1.0242
0.618 1.0219
HIGH 1.0183
0.618 1.0160
0.500 1.0154
0.382 1.0147
LOW 1.0124
0.618 1.0088
1.000 1.0065
1.618 1.0029
2.618 0.9970
4.250 0.9873
Fisher Pivots for day following 02-May-2018
Pivot 1 day 3 day
R1 1.0154 1.0187
PP 1.0153 1.0175
S1 1.0152 1.0163

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

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