CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 27-Feb-2018
Day Change Summary
Previous Current
26-Feb-2018 27-Feb-2018 Change Change % Previous Week
Open 1.0689 1.0673 -0.0016 -0.1% 1.0805
High 1.0740 1.0701 -0.0039 -0.4% 1.0819
Low 1.0666 1.0634 -0.0032 -0.3% 1.0646
Close 1.0678 1.0666 -0.0012 -0.1% 1.0697
Range 0.0074 0.0067 -0.0007 -9.5% 0.0173
ATR 0.0091 0.0089 -0.0002 -1.9% 0.0000
Volume 17,970 29,738 11,768 65.5% 89,396
Daily Pivots for day following 27-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.0868 1.0834 1.0703
R3 1.0801 1.0767 1.0684
R2 1.0734 1.0734 1.0678
R1 1.0700 1.0700 1.0672 1.0684
PP 1.0667 1.0667 1.0667 1.0659
S1 1.0633 1.0633 1.0660 1.0617
S2 1.0600 1.0600 1.0654
S3 1.0533 1.0566 1.0648
S4 1.0466 1.0499 1.0629
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 1.0742 1.0634 0.0108 1.0% 0.0071 0.7% 30% False True 21,338
10 1.0908 1.0634 0.0274 2.6% 0.0088 0.8% 12% False True 23,580
20 1.0908 1.0589 0.0319 3.0% 0.0091 0.9% 24% False False 28,061
40 1.0908 1.0204 0.0704 6.6% 0.0091 0.9% 66% False False 30,590
60 1.0908 1.0103 0.0805 7.5% 0.0082 0.8% 70% False False 25,726
80 1.0908 1.0062 0.0846 7.9% 0.0076 0.7% 71% False False 19,313
100 1.0908 1.0062 0.0846 7.9% 0.0072 0.7% 71% False False 15,453
120 1.0908 1.0062 0.0846 7.9% 0.0070 0.7% 71% False False 12,879
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0986
2.618 1.0876
1.618 1.0809
1.000 1.0768
0.618 1.0742
HIGH 1.0701
0.618 1.0675
0.500 1.0668
0.382 1.0660
LOW 1.0634
0.618 1.0593
1.000 1.0567
1.618 1.0526
2.618 1.0459
4.250 1.0349
Fisher Pivots for day following 27-Feb-2018
Pivot 1 day 3 day
R1 1.0668 1.0688
PP 1.0667 1.0681
S1 1.0667 1.0673

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

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