CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 09-Oct-2017
Day Change Summary
Previous Current
06-Oct-2017 09-Oct-2017 Change Change % Previous Week
Open 1.0337 1.0324 -0.0013 -0.1% 1.0415
High 1.0347 1.0324 -0.0023 -0.2% 1.0442
Low 1.0285 1.0324 0.0039 0.4% 1.0285
Close 1.0337 1.0324 -0.0013 -0.1% 1.0337
Range 0.0062 0.0000 -0.0062 -100.0% 0.0157
ATR 0.0070 0.0066 -0.0004 -5.8% 0.0000
Volume
Daily Pivots for day following 09-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.0324 1.0324 1.0324
R3 1.0324 1.0324 1.0324
R2 1.0324 1.0324 1.0324
R1 1.0324 1.0324 1.0324 1.0324
PP 1.0324 1.0324 1.0324 1.0324
S1 1.0324 1.0324 1.0324 1.0324
S2 1.0324 1.0324 1.0324
S3 1.0324 1.0324 1.0324
S4 1.0324 1.0324 1.0324
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.0826 1.0738 1.0423
R3 1.0669 1.0581 1.0380
R2 1.0512 1.0512 1.0366
R1 1.0424 1.0424 1.0351 1.0390
PP 1.0355 1.0355 1.0355 1.0337
S1 1.0267 1.0267 1.0323 1.0233
S2 1.0198 1.0198 1.0308
S3 1.0041 1.0110 1.0294
S4 0.9884 0.9953 1.0251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0415 1.0285 0.0130 1.3% 0.0044 0.4% 30% False False
10 1.0484 1.0285 0.0199 1.9% 0.0054 0.5% 20% False False 5
20 1.0563 1.0285 0.0278 2.7% 0.0058 0.6% 14% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.0324
2.618 1.0324
1.618 1.0324
1.000 1.0324
0.618 1.0324
HIGH 1.0324
0.618 1.0324
0.500 1.0324
0.382 1.0324
LOW 1.0324
0.618 1.0324
1.000 1.0324
1.618 1.0324
2.618 1.0324
4.250 1.0324
Fisher Pivots for day following 09-Oct-2017
Pivot 1 day 3 day
R1 1.0324 1.0332
PP 1.0324 1.0329
S1 1.0324 1.0327

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

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