CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 26-Feb-2018
Day Change Summary
Previous Current
23-Feb-2018 26-Feb-2018 Change Change % Previous Week
Open 1.0734 1.0689 -0.0045 -0.4% 1.0805
High 1.0742 1.0740 -0.0002 0.0% 1.0819
Low 1.0686 1.0666 -0.0020 -0.2% 1.0646
Close 1.0697 1.0678 -0.0019 -0.2% 1.0697
Range 0.0056 0.0074 0.0018 32.1% 0.0173
ATR 0.0092 0.0091 -0.0001 -1.4% 0.0000
Volume 18,529 17,970 -559 -3.0% 89,396
Daily Pivots for day following 26-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.0917 1.0871 1.0719
R3 1.0843 1.0797 1.0698
R2 1.0769 1.0769 1.0692
R1 1.0723 1.0723 1.0685 1.0709
PP 1.0695 1.0695 1.0695 1.0688
S1 1.0649 1.0649 1.0671 1.0635
S2 1.0621 1.0621 1.0664
S3 1.0547 1.0575 1.0658
S4 1.0473 1.0501 1.0637
Weekly Pivots for week ending 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.1240 1.1141 1.0792
R3 1.1067 1.0968 1.0745
R2 1.0894 1.0894 1.0729
R1 1.0795 1.0795 1.0713 1.0758
PP 1.0721 1.0721 1.0721 1.0702
S1 1.0622 1.0622 1.0681 1.0585
S2 1.0548 1.0548 1.0665
S3 1.0375 1.0449 1.0649
S4 1.0202 1.0276 1.0602
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0819 1.0646 0.0173 1.6% 0.0082 0.8% 18% False False 21,473
10 1.0908 1.0646 0.0262 2.5% 0.0086 0.8% 12% False False 22,343
20 1.0908 1.0589 0.0319 3.0% 0.0091 0.9% 28% False False 28,769
40 1.0908 1.0191 0.0717 6.7% 0.0092 0.9% 68% False False 30,350
60 1.0908 1.0103 0.0805 7.5% 0.0082 0.8% 71% False False 25,233
80 1.0908 1.0062 0.0846 7.9% 0.0076 0.7% 73% False False 18,941
100 1.0908 1.0062 0.0846 7.9% 0.0072 0.7% 73% False False 15,156
120 1.0908 1.0062 0.0846 7.9% 0.0069 0.6% 73% False False 12,631
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1055
2.618 1.0934
1.618 1.0860
1.000 1.0814
0.618 1.0786
HIGH 1.0740
0.618 1.0712
0.500 1.0703
0.382 1.0694
LOW 1.0666
0.618 1.0620
1.000 1.0592
1.618 1.0546
2.618 1.0472
4.250 1.0352
Fisher Pivots for day following 26-Feb-2018
Pivot 1 day 3 day
R1 1.0703 1.0694
PP 1.0695 1.0689
S1 1.0686 1.0683

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

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