CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 13-Mar-2018
Day Change Summary
Previous Current
12-Mar-2018 13-Mar-2018 Change Change % Previous Week
Open 1.0742 1.0768 0.0026 0.2% 1.0837
High 1.0742 1.0776 0.0034 0.3% 1.0864
Low 1.0742 1.0715 -0.0027 -0.3% 1.0670
Close 1.0742 1.0771 0.0029 0.3% 1.0692
Range 0.0000 0.0061 0.0061 0.0194
ATR
Volume 0 13 13 28
Daily Pivots for day following 13-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.0937 1.0915 1.0805
R3 1.0876 1.0854 1.0788
R2 1.0815 1.0815 1.0782
R1 1.0793 1.0793 1.0777 1.0804
PP 1.0754 1.0754 1.0754 1.0760
S1 1.0732 1.0732 1.0765 1.0743
S2 1.0693 1.0693 1.0760
S3 1.0632 1.0671 1.0754
S4 1.0571 1.0610 1.0737
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.1324 1.1202 1.0799
R3 1.1130 1.1008 1.0745
R2 1.0936 1.0936 1.0728
R1 1.0814 1.0814 1.0710 1.0778
PP 1.0742 1.0742 1.0742 1.0724
S1 1.0620 1.0620 1.0674 1.0584
S2 1.0548 1.0548 1.0656
S3 1.0354 1.0426 1.0639
S4 1.0160 1.0232 1.0585
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0858 1.0670 0.0188 1.7% 0.0057 0.5% 54% False False 5
10 1.0883 1.0670 0.0213 2.0% 0.0054 0.5% 47% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1035
2.618 1.0936
1.618 1.0875
1.000 1.0837
0.618 1.0814
HIGH 1.0776
0.618 1.0753
0.500 1.0746
0.382 1.0738
LOW 1.0715
0.618 1.0677
1.000 1.0654
1.618 1.0616
2.618 1.0555
4.250 1.0456
Fisher Pivots for day following 13-Mar-2018
Pivot 1 day 3 day
R1 1.0763 1.0755
PP 1.0754 1.0739
S1 1.0746 1.0723

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

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