CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 08-Feb-2018
Day Change Summary
Previous Current
07-Feb-2018 08-Feb-2018 Change Change % Previous Week
Open 1.0712 1.0625 -0.0087 -0.8% 1.0744
High 1.0738 1.0719 -0.0019 -0.2% 1.0839
Low 1.0608 1.0589 -0.0019 -0.2% 1.0681
Close 1.0639 1.0704 0.0065 0.6% 1.0772
Range 0.0130 0.0130 0.0000 0.0% 0.0158
ATR 0.0096 0.0098 0.0002 2.6% 0.0000
Volume 31,140 36,725 5,585 17.9% 180,698
Daily Pivots for day following 08-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.1061 1.1012 1.0776
R3 1.0931 1.0882 1.0740
R2 1.0801 1.0801 1.0728
R1 1.0752 1.0752 1.0716 1.0777
PP 1.0671 1.0671 1.0671 1.0683
S1 1.0622 1.0622 1.0692 1.0647
S2 1.0541 1.0541 1.0680
S3 1.0411 1.0492 1.0668
S4 1.0281 1.0362 1.0633
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.1238 1.1163 1.0859
R3 1.1080 1.1005 1.0815
R2 1.0922 1.0922 1.0801
R1 1.0847 1.0847 1.0786 1.0885
PP 1.0764 1.0764 1.0764 1.0783
S1 1.0689 1.0689 1.0758 1.0727
S2 1.0606 1.0606 1.0743
S3 1.0448 1.0531 1.0729
S4 1.0290 1.0373 1.0685
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0837 1.0589 0.0248 2.3% 0.0112 1.0% 46% False True 35,382
10 1.0839 1.0589 0.0250 2.3% 0.0101 0.9% 46% False True 37,256
20 1.0839 1.0233 0.0606 5.7% 0.0107 1.0% 78% False False 37,808
40 1.0839 1.0144 0.0695 6.5% 0.0084 0.8% 81% False False 30,632
60 1.0839 1.0103 0.0736 6.9% 0.0077 0.7% 82% False False 21,038
80 1.0839 1.0062 0.0777 7.3% 0.0073 0.7% 83% False False 15,785
100 1.0839 1.0062 0.0777 7.3% 0.0070 0.7% 83% False False 12,629
Crabel Price Patterns
NR False
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 0.0019
Fibonacci Retracements and Extensions
4.250 1.1272
2.618 1.1059
1.618 1.0929
1.000 1.0849
0.618 1.0799
HIGH 1.0719
0.618 1.0669
0.500 1.0654
0.382 1.0639
LOW 1.0589
0.618 1.0509
1.000 1.0459
1.618 1.0379
2.618 1.0249
4.250 1.0037
Fisher Pivots for day following 08-Feb-2018
Pivot 1 day 3 day
R1 1.0687 1.0697
PP 1.0671 1.0690
S1 1.0654 1.0683

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

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