CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 11-Jan-2018
Day Change Summary
Previous Current
10-Jan-2018 11-Jan-2018 Change Change % Previous Week
Open 1.0220 1.0269 0.0049 0.5% 1.0326
High 1.0301 1.0322 0.0021 0.2% 1.0365
Low 1.0204 1.0233 0.0029 0.3% 1.0258
Close 1.0272 1.0293 0.0021 0.2% 1.0301
Range 0.0097 0.0089 -0.0008 -8.2% 0.0107
ATR 0.0063 0.0065 0.0002 2.9% 0.0000
Volume 31,100 30,507 -593 -1.9% 86,892
Daily Pivots for day following 11-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.0550 1.0510 1.0342
R3 1.0461 1.0421 1.0317
R2 1.0372 1.0372 1.0309
R1 1.0332 1.0332 1.0301 1.0352
PP 1.0283 1.0283 1.0283 1.0293
S1 1.0243 1.0243 1.0285 1.0263
S2 1.0194 1.0194 1.0277
S3 1.0105 1.0154 1.0269
S4 1.0016 1.0065 1.0244
Weekly Pivots for week ending 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.0629 1.0572 1.0360
R3 1.0522 1.0465 1.0330
R2 1.0415 1.0415 1.0321
R1 1.0358 1.0358 1.0311 1.0333
PP 1.0308 1.0308 1.0308 1.0296
S1 1.0251 1.0251 1.0291 1.0226
S2 1.0201 1.0201 1.0281
S3 1.0094 1.0144 1.0272
S4 0.9987 1.0037 1.0242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0322 1.0204 0.0118 1.1% 0.0071 0.7% 75% True False 26,474
10 1.0365 1.0191 0.0174 1.7% 0.0070 0.7% 59% False False 23,561
20 1.0365 1.0153 0.0212 2.1% 0.0064 0.6% 66% False False 24,139
40 1.0365 1.0103 0.0262 2.5% 0.0063 0.6% 73% False False 13,413
60 1.0373 1.0062 0.0311 3.0% 0.0063 0.6% 74% False False 8,952
80 1.0549 1.0062 0.0487 4.7% 0.0061 0.6% 47% False False 6,715
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 False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0700
2.618 1.0555
1.618 1.0466
1.000 1.0411
0.618 1.0377
HIGH 1.0322
0.618 1.0288
0.500 1.0278
0.382 1.0267
LOW 1.0233
0.618 1.0178
1.000 1.0144
1.618 1.0089
2.618 1.0000
4.250 0.9855
Fisher Pivots for day following 11-Jan-2018
Pivot 1 day 3 day
R1 1.0288 1.0283
PP 1.0283 1.0273
S1 1.0278 1.0263

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

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