CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 09-Feb-2018
Day Change Summary
Previous Current
08-Feb-2018 09-Feb-2018 Change Change % Previous Week
Open 1.0703 1.0802 0.0099 0.9% 1.0863
High 1.0797 1.0803 0.0006 0.1% 1.0880
Low 1.0668 1.0741 0.0073 0.7% 1.0668
Close 1.0785 1.0764 -0.0021 -0.2% 1.0764
Range 0.0129 0.0062 -0.0067 -51.9% 0.0212
ATR 0.0094 0.0092 -0.0002 -2.4% 0.0000
Volume 75 23 -52 -69.3% 523
Daily Pivots for day following 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.0955 1.0922 1.0798
R3 1.0893 1.0860 1.0781
R2 1.0831 1.0831 1.0775
R1 1.0798 1.0798 1.0770 1.0784
PP 1.0769 1.0769 1.0769 1.0762
S1 1.0736 1.0736 1.0758 1.0722
S2 1.0707 1.0707 1.0753
S3 1.0645 1.0674 1.0747
S4 1.0583 1.0612 1.0730
Weekly Pivots for week ending 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.1407 1.1297 1.0881
R3 1.1195 1.1085 1.0822
R2 1.0983 1.0983 1.0803
R1 1.0873 1.0873 1.0783 1.0822
PP 1.0771 1.0771 1.0771 1.0745
S1 1.0661 1.0661 1.0745 1.0610
S2 1.0559 1.0559 1.0725
S3 1.0347 1.0449 1.0706
S4 1.0135 1.0237 1.0647
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0880 1.0668 0.0212 2.0% 0.0105 1.0% 45% False False 104
10 1.0926 1.0668 0.0258 2.4% 0.0094 0.9% 37% False False 61
20 1.0926 1.0356 0.0570 5.3% 0.0100 0.9% 72% False False 47
40 1.0926 1.0234 0.0692 6.4% 0.0076 0.7% 77% False False 28
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.0018
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1067
2.618 1.0965
1.618 1.0903
1.000 1.0865
0.618 1.0841
HIGH 1.0803
0.618 1.0779
0.500 1.0772
0.382 1.0765
LOW 1.0741
0.618 1.0703
1.000 1.0679
1.618 1.0641
2.618 1.0579
4.250 1.0478
Fisher Pivots for day following 09-Feb-2018
Pivot 1 day 3 day
R1 1.0772 1.0757
PP 1.0769 1.0749
S1 1.0767 1.0742

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

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