CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 26-Jan-2018
Day Change Summary
Previous Current
25-Jan-2018 26-Jan-2018 Change Change % Previous Week
Open 1.0614 1.0648 0.0034 0.3% 1.0440
High 1.0804 1.0764 -0.0040 -0.4% 1.0804
Low 1.0600 1.0645 0.0045 0.4% 1.0415
Close 1.0648 1.0732 0.0084 0.8% 1.0732
Range 0.0204 0.0119 -0.0085 -41.7% 0.0389
ATR 0.0092 0.0094 0.0002 2.1% 0.0000
Volume 74,453 49,916 -24,537 -33.0% 213,476
Daily Pivots for day following 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.1071 1.1020 1.0797
R3 1.0952 1.0901 1.0765
R2 1.0833 1.0833 1.0754
R1 1.0782 1.0782 1.0743 1.0808
PP 1.0714 1.0714 1.0714 1.0726
S1 1.0663 1.0663 1.0721 1.0689
S2 1.0595 1.0595 1.0710
S3 1.0476 1.0544 1.0699
S4 1.0357 1.0425 1.0667
Weekly Pivots for week ending 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.1817 1.1664 1.0946
R3 1.1428 1.1275 1.0839
R2 1.1039 1.1039 1.0803
R1 1.0886 1.0886 1.0768 1.0963
PP 1.0650 1.0650 1.0650 1.0689
S1 1.0497 1.0497 1.0696 1.0574
S2 1.0261 1.0261 1.0661
S3 0.9872 1.0108 1.0625
S4 0.9483 0.9719 1.0518
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0804 1.0415 0.0389 3.6% 0.0124 1.2% 81% False False 42,695
10 1.0804 1.0281 0.0523 4.9% 0.0116 1.1% 86% False False 40,302
20 1.0804 1.0191 0.0613 5.7% 0.0093 0.9% 88% False False 31,932
40 1.0804 1.0103 0.0701 6.5% 0.0077 0.7% 90% False False 23,464
60 1.0804 1.0062 0.0742 6.9% 0.0070 0.7% 90% False False 15,665
80 1.0804 1.0062 0.0742 6.9% 0.0067 0.6% 90% False False 11,752
100 1.0804 1.0062 0.0742 6.9% 0.0065 0.6% 90% False False 9,404
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1270
2.618 1.1076
1.618 1.0957
1.000 1.0883
0.618 1.0838
HIGH 1.0764
0.618 1.0719
0.500 1.0705
0.382 1.0690
LOW 1.0645
0.618 1.0571
1.000 1.0526
1.618 1.0452
2.618 1.0333
4.250 1.0139
Fisher Pivots for day following 26-Jan-2018
Pivot 1 day 3 day
R1 1.0723 1.0702
PP 1.0714 1.0671
S1 1.0705 1.0641

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

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