CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 08-Jan-2018
Day Change Summary
Previous Current
05-Jan-2018 08-Jan-2018 Change Change % Previous Week
Open 1.0361 1.0353 -0.0008 -0.1% 1.0425
High 1.0391 1.0382 -0.0009 -0.1% 1.0437
Low 1.0346 1.0344 -0.0002 0.0% 1.0338
Close 1.0376 1.0351 -0.0025 -0.2% 1.0376
Range 0.0045 0.0038 -0.0007 -15.6% 0.0099
ATR 0.0053 0.0052 -0.0001 -2.1% 0.0000
Volume 9 2 -7 -77.8% 43
Daily Pivots for day following 08-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.0473 1.0450 1.0372
R3 1.0435 1.0412 1.0361
R2 1.0397 1.0397 1.0358
R1 1.0374 1.0374 1.0354 1.0367
PP 1.0359 1.0359 1.0359 1.0355
S1 1.0336 1.0336 1.0348 1.0329
S2 1.0321 1.0321 1.0344
S3 1.0283 1.0298 1.0341
S4 1.0245 1.0260 1.0330
Weekly Pivots for week ending 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.0681 1.0627 1.0430
R3 1.0582 1.0528 1.0403
R2 1.0483 1.0483 1.0394
R1 1.0429 1.0429 1.0385 1.0407
PP 1.0384 1.0384 1.0384 1.0372
S1 1.0330 1.0330 1.0367 1.0308
S2 1.0285 1.0285 1.0358
S3 1.0186 1.0231 1.0349
S4 1.0087 1.0132 1.0322
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0437 1.0338 0.0099 1.0% 0.0052 0.5% 13% False False 9
10 1.0437 1.0234 0.0203 2.0% 0.0050 0.5% 58% False False 5
20 1.0437 1.0181 0.0256 2.5% 0.0045 0.4% 66% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0544
2.618 1.0481
1.618 1.0443
1.000 1.0420
0.618 1.0405
HIGH 1.0382
0.618 1.0367
0.500 1.0363
0.382 1.0359
LOW 1.0344
0.618 1.0321
1.000 1.0306
1.618 1.0283
2.618 1.0245
4.250 1.0183
Fisher Pivots for day following 08-Jan-2018
Pivot 1 day 3 day
R1 1.0363 1.0368
PP 1.0359 1.0362
S1 1.0355 1.0357

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

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