CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 26-Apr-2018
Day Change Summary
Previous Current
25-Apr-2018 26-Apr-2018 Change Change % Previous Week
Open 1.0258 1.0210 -0.0048 -0.5% 1.0440
High 1.0261 1.0228 -0.0033 -0.3% 1.0494
Low 1.0198 1.0146 -0.0052 -0.5% 1.0292
Close 1.0220 1.0150 -0.0070 -0.7% 1.0304
Range 0.0063 0.0082 0.0019 30.2% 0.0202
ATR 0.0065 0.0066 0.0001 1.9% 0.0000
Volume 26,463 31,408 4,945 18.7% 123,323
Daily Pivots for day following 26-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0421 1.0367 1.0195
R3 1.0339 1.0285 1.0173
R2 1.0257 1.0257 1.0165
R1 1.0203 1.0203 1.0158 1.0189
PP 1.0175 1.0175 1.0175 1.0168
S1 1.0121 1.0121 1.0142 1.0107
S2 1.0093 1.0093 1.0135
S3 1.0011 1.0039 1.0127
S4 0.9929 0.9957 1.0105
Weekly Pivots for week ending 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0969 1.0839 1.0415
R3 1.0767 1.0637 1.0360
R2 1.0565 1.0565 1.0341
R1 1.0435 1.0435 1.0323 1.0399
PP 1.0363 1.0363 1.0363 1.0346
S1 1.0233 1.0233 1.0285 1.0197
S2 1.0161 1.0161 1.0267
S3 0.9959 1.0031 1.0248
S4 0.9757 0.9829 1.0193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0347 1.0146 0.0201 2.0% 0.0058 0.6% 2% False True 28,588
10 1.0494 1.0146 0.0348 3.4% 0.0062 0.6% 1% False True 25,803
20 1.0563 1.0146 0.0417 4.1% 0.0060 0.6% 1% False True 23,471
40 1.0804 1.0146 0.0658 6.5% 0.0069 0.7% 1% False True 19,078
60 1.0991 1.0146 0.0845 8.3% 0.0075 0.7% 0% False True 12,752
80 1.0991 1.0146 0.0845 8.3% 0.0078 0.8% 0% False True 9,571
100 1.0991 1.0146 0.0845 8.3% 0.0072 0.7% 0% False True 7,657
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0577
2.618 1.0443
1.618 1.0361
1.000 1.0310
0.618 1.0279
HIGH 1.0228
0.618 1.0197
0.500 1.0187
0.382 1.0177
LOW 1.0146
0.618 1.0095
1.000 1.0064
1.618 1.0013
2.618 0.9931
4.250 0.9798
Fisher Pivots for day following 26-Apr-2018
Pivot 1 day 3 day
R1 1.0187 1.0215
PP 1.0175 1.0193
S1 1.0162 1.0172

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

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