CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 22-Mar-2018
Day Change Summary
Previous Current
21-Mar-2018 22-Mar-2018 Change Change % Previous Week
Open 1.0690 1.0730 0.0040 0.4% 1.0742
High 1.0708 1.0733 0.0025 0.2% 1.0783
Low 1.0626 1.0677 0.0051 0.5% 1.0650
Close 1.0687 1.0683 -0.0004 0.0% 1.0670
Range 0.0082 0.0056 -0.0026 -31.7% 0.0133
ATR 0.0065 0.0064 -0.0001 -1.0% 0.0000
Volume 2 5 3 150.0% 14
Daily Pivots for day following 22-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.0866 1.0830 1.0714
R3 1.0810 1.0774 1.0698
R2 1.0754 1.0754 1.0693
R1 1.0718 1.0718 1.0688 1.0708
PP 1.0698 1.0698 1.0698 1.0693
S1 1.0662 1.0662 1.0678 1.0652
S2 1.0642 1.0642 1.0673
S3 1.0586 1.0606 1.0668
S4 1.0530 1.0550 1.0652
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.1100 1.1018 1.0743
R3 1.0967 1.0885 1.0707
R2 1.0834 1.0834 1.0694
R1 1.0752 1.0752 1.0682 1.0727
PP 1.0701 1.0701 1.0701 1.0688
S1 1.0619 1.0619 1.0658 1.0594
S2 1.0568 1.0568 1.0646
S3 1.0435 1.0486 1.0633
S4 1.0302 1.0353 1.0597
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0733 1.0622 0.0111 1.0% 0.0052 0.5% 55% True False 1
10 1.0783 1.0622 0.0161 1.5% 0.0049 0.5% 38% False False 2
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 True
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0971
2.618 1.0880
1.618 1.0824
1.000 1.0789
0.618 1.0768
HIGH 1.0733
0.618 1.0712
0.500 1.0705
0.382 1.0698
LOW 1.0677
0.618 1.0642
1.000 1.0621
1.618 1.0586
2.618 1.0530
4.250 1.0439
Fisher Pivots for day following 22-Mar-2018
Pivot 1 day 3 day
R1 1.0705 1.0681
PP 1.0698 1.0679
S1 1.0690 1.0678

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

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