CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 03-Jan-2018
Day Change Summary
Previous Current
02-Jan-2018 03-Jan-2018 Change Change % Previous Week
Open 1.0326 1.0346 0.0020 0.2% 1.0190
High 1.0365 1.0350 -0.0015 -0.1% 1.0329
Low 1.0313 1.0258 -0.0055 -0.5% 1.0159
Close 1.0343 1.0288 -0.0055 -0.5% 1.0327
Range 0.0052 0.0092 0.0040 76.9% 0.0170
ATR 0.0060 0.0063 0.0002 3.7% 0.0000
Volume 23,152 25,655 2,503 10.8% 60,135
Daily Pivots for day following 03-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.0575 1.0523 1.0339
R3 1.0483 1.0431 1.0313
R2 1.0391 1.0391 1.0305
R1 1.0339 1.0339 1.0296 1.0319
PP 1.0299 1.0299 1.0299 1.0289
S1 1.0247 1.0247 1.0280 1.0227
S2 1.0207 1.0207 1.0271
S3 1.0115 1.0155 1.0263
S4 1.0023 1.0063 1.0237
Weekly Pivots for week ending 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.0782 1.0724 1.0421
R3 1.0612 1.0554 1.0374
R2 1.0442 1.0442 1.0358
R1 1.0384 1.0384 1.0343 1.0413
PP 1.0272 1.0272 1.0272 1.0286
S1 1.0214 1.0214 1.0311 1.0243
S2 1.0102 1.0102 1.0296
S3 0.9932 1.0044 1.0280
S4 0.9762 0.9874 1.0234
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0365 1.0175 0.0190 1.8% 0.0070 0.7% 59% False False 20,613
10 1.0365 1.0159 0.0206 2.0% 0.0058 0.6% 63% False False 18,656
20 1.0365 1.0103 0.0262 2.5% 0.0060 0.6% 71% False False 19,138
40 1.0365 1.0067 0.0298 2.9% 0.0061 0.6% 74% False False 9,682
60 1.0411 1.0062 0.0349 3.4% 0.0060 0.6% 65% False False 6,461
80 1.0613 1.0062 0.0551 5.4% 0.0060 0.6% 41% False False 4,848
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0741
2.618 1.0591
1.618 1.0499
1.000 1.0442
0.618 1.0407
HIGH 1.0350
0.618 1.0315
0.500 1.0304
0.382 1.0293
LOW 1.0258
0.618 1.0201
1.000 1.0166
1.618 1.0109
2.618 1.0017
4.250 0.9867
Fisher Pivots for day following 03-Jan-2018
Pivot 1 day 3 day
R1 1.0304 1.0312
PP 1.0299 1.0304
S1 1.0293 1.0296

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

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