CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 12-Jan-2018
Day Change Summary
Previous Current
11-Jan-2018 12-Jan-2018 Change Change % Previous Week
Open 1.0315 1.0417 0.0102 1.0% 1.0353
High 1.0392 1.0463 0.0071 0.7% 1.0463
Low 1.0308 1.0356 0.0048 0.5% 1.0279
Close 1.0368 1.0446 0.0078 0.8% 1.0446
Range 0.0084 0.0107 0.0023 27.4% 0.0184
ATR 0.0059 0.0062 0.0003 5.9% 0.0000
Volume 9 28 19 211.1% 111
Daily Pivots for day following 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.0743 1.0701 1.0505
R3 1.0636 1.0594 1.0475
R2 1.0529 1.0529 1.0466
R1 1.0487 1.0487 1.0456 1.0508
PP 1.0422 1.0422 1.0422 1.0432
S1 1.0380 1.0380 1.0436 1.0401
S2 1.0315 1.0315 1.0426
S3 1.0208 1.0273 1.0417
S4 1.0101 1.0166 1.0387
Weekly Pivots for week ending 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.0948 1.0881 1.0547
R3 1.0764 1.0697 1.0497
R2 1.0580 1.0580 1.0480
R1 1.0513 1.0513 1.0463 1.0547
PP 1.0396 1.0396 1.0396 1.0413
S1 1.0329 1.0329 1.0429 1.0363
S2 1.0212 1.0212 1.0412
S3 1.0028 1.0145 1.0395
S4 0.9844 0.9961 1.0345
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0463 1.0279 0.0184 1.8% 0.0079 0.8% 91% True False 22
10 1.0463 1.0279 0.0184 1.8% 0.0067 0.6% 91% True False 15
20 1.0463 1.0234 0.0229 2.2% 0.0055 0.5% 93% True False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1.0918
2.618 1.0743
1.618 1.0636
1.000 1.0570
0.618 1.0529
HIGH 1.0463
0.618 1.0422
0.500 1.0410
0.382 1.0397
LOW 1.0356
0.618 1.0290
1.000 1.0249
1.618 1.0183
2.618 1.0076
4.250 0.9901
Fisher Pivots for day following 12-Jan-2018
Pivot 1 day 3 day
R1 1.0434 1.0421
PP 1.0422 1.0396
S1 1.0410 1.0371

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

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