CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 17-Oct-2017
Day Change Summary
Previous Current
16-Oct-2017 17-Oct-2017 Change Change % Previous Week
Open 1.0367 1.0310 -0.0057 -0.5% 1.0324
High 1.0384 1.0363 -0.0021 -0.2% 1.0411
Low 1.0349 1.0307 -0.0042 -0.4% 1.0324
Close 1.0358 1.0335 -0.0023 -0.2% 1.0377
Range 0.0035 0.0056 0.0021 60.0% 0.0087
ATR 0.0060 0.0060 0.0000 -0.5% 0.0000
Volume 1 1 0 0.0% 52
Daily Pivots for day following 17-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.0503 1.0475 1.0366
R3 1.0447 1.0419 1.0350
R2 1.0391 1.0391 1.0345
R1 1.0363 1.0363 1.0340 1.0377
PP 1.0335 1.0335 1.0335 1.0342
S1 1.0307 1.0307 1.0330 1.0321
S2 1.0279 1.0279 1.0325
S3 1.0223 1.0251 1.0320
S4 1.0167 1.0195 1.0304
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.0632 1.0591 1.0425
R3 1.0545 1.0504 1.0401
R2 1.0458 1.0458 1.0393
R1 1.0417 1.0417 1.0385 1.0438
PP 1.0371 1.0371 1.0371 1.0381
S1 1.0330 1.0330 1.0369 1.0351
S2 1.0284 1.0284 1.0361
S3 1.0197 1.0243 1.0353
S4 1.0110 1.0156 1.0329
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0411 1.0307 0.0104 1.0% 0.0051 0.5% 27% False True 7
10 1.0415 1.0285 0.0130 1.3% 0.0045 0.4% 38% False False 5
20 1.0549 1.0285 0.0264 2.6% 0.0058 0.6% 19% False False 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0601
2.618 1.0510
1.618 1.0454
1.000 1.0419
0.618 1.0398
HIGH 1.0363
0.618 1.0342
0.500 1.0335
0.382 1.0328
LOW 1.0307
0.618 1.0272
1.000 1.0251
1.618 1.0216
2.618 1.0160
4.250 1.0069
Fisher Pivots for day following 17-Oct-2017
Pivot 1 day 3 day
R1 1.0335 1.0359
PP 1.0335 1.0351
S1 1.0335 1.0343

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

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