CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 15-Feb-2018
Day Change Summary
Previous Current
14-Feb-2018 15-Feb-2018 Change Change % Previous Week
Open 1.0718 1.0792 0.0074 0.7% 1.0761
High 1.0797 1.0881 0.0084 0.8% 1.0800
Low 1.0693 1.0786 0.0093 0.9% 1.0589
Close 1.0770 1.0861 0.0091 0.8% 1.0681
Range 0.0104 0.0095 -0.0009 -8.7% 0.0211
ATR 0.0093 0.0094 0.0001 1.4% 0.0000
Volume 30,126 24,028 -6,098 -20.2% 171,269
Daily Pivots for day following 15-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.1128 1.1089 1.0913
R3 1.1033 1.0994 1.0887
R2 1.0938 1.0938 1.0878
R1 1.0899 1.0899 1.0870 1.0919
PP 1.0843 1.0843 1.0843 1.0852
S1 1.0804 1.0804 1.0852 1.0824
S2 1.0748 1.0748 1.0844
S3 1.0653 1.0709 1.0835
S4 1.0558 1.0614 1.0809
Weekly Pivots for week ending 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.1323 1.1213 1.0797
R3 1.1112 1.1002 1.0739
R2 1.0901 1.0901 1.0720
R1 1.0791 1.0791 1.0700 1.0741
PP 1.0690 1.0690 1.0690 1.0665
S1 1.0580 1.0580 1.0662 1.0530
S2 1.0479 1.0479 1.0642
S3 1.0268 1.0369 1.0623
S4 1.0057 1.0158 1.0565
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0881 1.0657 0.0224 2.1% 0.0079 0.7% 91% True False 24,266
10 1.0881 1.0589 0.0292 2.7% 0.0095 0.9% 93% True False 29,824
20 1.0881 1.0408 0.0473 4.4% 0.0102 0.9% 96% True False 34,296
40 1.0881 1.0159 0.0722 6.6% 0.0086 0.8% 97% True False 29,577
60 1.0881 1.0103 0.0778 7.2% 0.0078 0.7% 97% True False 23,055
80 1.0881 1.0062 0.0819 7.5% 0.0074 0.7% 98% True False 17,301
100 1.0881 1.0062 0.0819 7.5% 0.0071 0.7% 98% True False 13,842
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1285
2.618 1.1130
1.618 1.1035
1.000 1.0976
0.618 1.0940
HIGH 1.0881
0.618 1.0845
0.500 1.0834
0.382 1.0822
LOW 1.0786
0.618 1.0727
1.000 1.0691
1.618 1.0632
2.618 1.0537
4.250 1.0382
Fisher Pivots for day following 15-Feb-2018
Pivot 1 day 3 day
R1 1.0852 1.0832
PP 1.0843 1.0803
S1 1.0834 1.0775

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

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