CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 17-Jan-2018
Day Change Summary
Previous Current
16-Jan-2018 17-Jan-2018 Change Change % Previous Week
Open 1.0471 1.0525 0.0054 0.5% 1.0353
High 1.0548 1.0566 0.0018 0.2% 1.0463
Low 1.0471 1.0477 0.0006 0.1% 1.0279
Close 1.0548 1.0525 -0.0023 -0.2% 1.0446
Range 0.0077 0.0089 0.0012 15.6% 0.0184
ATR 0.0065 0.0067 0.0002 2.6% 0.0000
Volume 188 0 -188 -100.0% 111
Daily Pivots for day following 17-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.0790 1.0746 1.0574
R3 1.0701 1.0657 1.0549
R2 1.0612 1.0612 1.0541
R1 1.0568 1.0568 1.0533 1.0570
PP 1.0523 1.0523 1.0523 1.0523
S1 1.0479 1.0479 1.0517 1.0481
S2 1.0434 1.0434 1.0509
S3 1.0345 1.0390 1.0501
S4 1.0256 1.0301 1.0476
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 1.0566 1.0279 0.0287 2.7% 0.0090 0.9% 86% True False 58
10 1.0566 1.0279 0.0287 2.7% 0.0074 0.7% 86% True False 33
20 1.0566 1.0234 0.0332 3.2% 0.0060 0.6% 88% True False 18
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0944
2.618 1.0799
1.618 1.0710
1.000 1.0655
0.618 1.0621
HIGH 1.0566
0.618 1.0532
0.500 1.0522
0.382 1.0511
LOW 1.0477
0.618 1.0422
1.000 1.0388
1.618 1.0333
2.618 1.0244
4.250 1.0099
Fisher Pivots for day following 17-Jan-2018
Pivot 1 day 3 day
R1 1.0524 1.0504
PP 1.0523 1.0482
S1 1.0522 1.0461

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

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