CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 30-Jan-2018
Day Change Summary
Previous Current
29-Jan-2018 30-Jan-2018 Change Change % Previous Week
Open 1.0744 1.0703 -0.0041 -0.4% 1.0440
High 1.0750 1.0779 0.0029 0.3% 1.0804
Low 1.0692 1.0681 -0.0011 -0.1% 1.0415
Close 1.0714 1.0747 0.0033 0.3% 1.0732
Range 0.0058 0.0098 0.0040 69.0% 0.0389
ATR 0.0091 0.0092 0.0000 0.5% 0.0000
Volume 43,902 30,928 -12,974 -29.6% 213,476
Daily Pivots for day following 30-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.1030 1.0986 1.0801
R3 1.0932 1.0888 1.0774
R2 1.0834 1.0834 1.0765
R1 1.0790 1.0790 1.0756 1.0812
PP 1.0736 1.0736 1.0736 1.0747
S1 1.0692 1.0692 1.0738 1.0714
S2 1.0638 1.0638 1.0729
S3 1.0540 1.0594 1.0720
S4 1.0442 1.0496 1.0693
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 1.0477 0.0327 3.0% 0.0130 1.2% 83% False False 48,492
10 1.0804 1.0382 0.0422 3.9% 0.0110 1.0% 86% False False 38,215
20 1.0804 1.0204 0.0600 5.6% 0.0093 0.9% 91% False False 33,810
40 1.0804 1.0103 0.0701 6.5% 0.0078 0.7% 92% False False 25,322
60 1.0804 1.0067 0.0737 6.9% 0.0071 0.7% 92% False False 16,912
80 1.0804 1.0062 0.0742 6.9% 0.0068 0.6% 92% False False 12,688
100 1.0804 1.0062 0.0742 6.9% 0.0066 0.6% 92% False False 10,152
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1196
2.618 1.1036
1.618 1.0938
1.000 1.0877
0.618 1.0840
HIGH 1.0779
0.618 1.0742
0.500 1.0730
0.382 1.0718
LOW 1.0681
0.618 1.0620
1.000 1.0583
1.618 1.0522
2.618 1.0424
4.250 1.0265
Fisher Pivots for day following 30-Jan-2018
Pivot 1 day 3 day
R1 1.0741 1.0735
PP 1.0736 1.0724
S1 1.0730 1.0712

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

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