CME Swiss Franc Future September 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 1.0315 1.0295 -0.0020 -0.2% 1.0561
High 1.0320 1.0310 -0.0010 -0.1% 1.0577
Low 1.0288 1.0236 -0.0052 -0.5% 1.0384
Close 1.0307 1.0236 -0.0071 -0.7% 1.0389
Range 0.0032 0.0074 0.0042 131.3% 0.0193
ATR 0.0057 0.0058 0.0001 2.1% 0.0000
Volume 6 3 -3 -50.0% 17
Daily Pivots for day following 26-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0483 1.0433 1.0277
R3 1.0409 1.0359 1.0256
R2 1.0335 1.0335 1.0250
R1 1.0285 1.0285 1.0243 1.0273
PP 1.0261 1.0261 1.0261 1.0255
S1 1.0211 1.0211 1.0229 1.0199
S2 1.0187 1.0187 1.0222
S3 1.0113 1.0137 1.0216
S4 1.0039 1.0063 1.0195
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 1.0430 1.0236 0.0194 1.9% 0.0046 0.5% 0% False True 10
10 1.0577 1.0236 0.0341 3.3% 0.0053 0.5% 0% False True 6
20 1.0646 1.0236 0.0410 4.0% 0.0052 0.5% 0% False True 5
40 1.0883 1.0236 0.0647 6.3% 0.0055 0.5% 0% False True 5
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 0.0015
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0625
2.618 1.0504
1.618 1.0430
1.000 1.0384
0.618 1.0356
HIGH 1.0310
0.618 1.0282
0.500 1.0273
0.382 1.0264
LOW 1.0236
0.618 1.0190
1.000 1.0162
1.618 1.0116
2.618 1.0042
4.250 0.9922
Fisher Pivots for day following 26-Apr-2018
Pivot 1 day 3 day
R1 1.0273 1.0301
PP 1.0261 1.0279
S1 1.0248 1.0258

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

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