CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 24-Apr-2018
Day Change Summary
Previous Current
23-Apr-2018 24-Apr-2018 Change Change % Previous Week
Open 1.0375 1.0349 -0.0026 -0.3% 1.0561
High 1.0388 1.0366 -0.0022 -0.2% 1.0577
Low 1.0347 1.0328 -0.0019 -0.2% 1.0384
Close 1.0352 1.0347 -0.0005 0.0% 1.0389
Range 0.0041 0.0038 -0.0003 -7.3% 0.0193
ATR 0.0059 0.0057 -0.0001 -2.5% 0.0000
Volume 13 22 9 69.2% 17
Daily Pivots for day following 24-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0461 1.0442 1.0368
R3 1.0423 1.0404 1.0357
R2 1.0385 1.0385 1.0354
R1 1.0366 1.0366 1.0350 1.0357
PP 1.0347 1.0347 1.0347 1.0342
S1 1.0328 1.0328 1.0344 1.0319
S2 1.0309 1.0309 1.0340
S3 1.0271 1.0290 1.0337
S4 1.0233 1.0252 1.0326
Weekly Pivots for week ending 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.1029 1.0902 1.0495
R3 1.0836 1.0709 1.0442
R2 1.0643 1.0643 1.0424
R1 1.0516 1.0516 1.0407 1.0483
PP 1.0450 1.0450 1.0450 1.0434
S1 1.0323 1.0323 1.0371 1.0290
S2 1.0257 1.0257 1.0354
S3 1.0064 1.0130 1.0336
S4 0.9871 0.9937 1.0283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0494 1.0328 0.0166 1.6% 0.0045 0.4% 11% False True 9
10 1.0606 1.0328 0.0278 2.7% 0.0054 0.5% 7% False True 5
20 1.0759 1.0328 0.0431 4.2% 0.0057 0.6% 4% False True 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.0528
2.618 1.0465
1.618 1.0427
1.000 1.0404
0.618 1.0389
HIGH 1.0366
0.618 1.0351
0.500 1.0347
0.382 1.0343
LOW 1.0328
0.618 1.0305
1.000 1.0290
1.618 1.0267
2.618 1.0229
4.250 1.0167
Fisher Pivots for day following 24-Apr-2018
Pivot 1 day 3 day
R1 1.0347 1.0379
PP 1.0347 1.0368
S1 1.0347 1.0358

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

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