CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 22-Dec-2017
Day Change Summary
Previous Current
21-Dec-2017 22-Dec-2017 Change Change % Previous Week
Open 1.0267 1.0252 -0.0015 -0.1% 1.0286
High 1.0291 1.0270 -0.0021 -0.2% 1.0323
Low 1.0240 1.0241 0.0001 0.0% 1.0240
Close 1.0267 1.0252 -0.0015 -0.1% 1.0252
Range 0.0051 0.0029 -0.0022 -43.1% 0.0083
ATR 0.0054 0.0053 -0.0002 -3.3% 0.0000
Volume
Daily Pivots for day following 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.0341 1.0326 1.0268
R3 1.0312 1.0297 1.0260
R2 1.0283 1.0283 1.0257
R1 1.0268 1.0268 1.0255 1.0267
PP 1.0254 1.0254 1.0254 1.0254
S1 1.0239 1.0239 1.0249 1.0238
S2 1.0225 1.0225 1.0247
S3 1.0196 1.0210 1.0244
S4 1.0167 1.0181 1.0236
Weekly Pivots for week ending 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.0521 1.0469 1.0298
R3 1.0438 1.0386 1.0275
R2 1.0355 1.0355 1.0267
R1 1.0303 1.0303 1.0260 1.0288
PP 1.0272 1.0272 1.0272 1.0264
S1 1.0220 1.0220 1.0244 1.0205
S2 1.0189 1.0189 1.0237
S3 1.0106 1.0137 1.0229
S4 1.0023 1.0054 1.0206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0323 1.0240 0.0083 0.8% 0.0039 0.4% 14% False False 3
10 1.0323 1.0220 0.0103 1.0% 0.0039 0.4% 31% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0393
2.618 1.0346
1.618 1.0317
1.000 1.0299
0.618 1.0288
HIGH 1.0270
0.618 1.0259
0.500 1.0256
0.382 1.0252
LOW 1.0241
0.618 1.0223
1.000 1.0212
1.618 1.0194
2.618 1.0165
4.250 1.0118
Fisher Pivots for day following 22-Dec-2017
Pivot 1 day 3 day
R1 1.0256 1.0282
PP 1.0254 1.0272
S1 1.0253 1.0262

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

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