CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 26-Jan-2018
Day Change Summary
Previous Current
25-Jan-2018 26-Jan-2018 Change Change % Previous Week
Open 1.0705 1.0828 0.0123 1.1% 1.0513
High 1.0875 1.0839 -0.0036 -0.3% 1.0875
Low 1.0680 1.0725 0.0045 0.4% 1.0494
Close 1.0727 1.0811 0.0084 0.8% 1.0811
Range 0.0195 0.0114 -0.0081 -41.5% 0.0381
ATR 0.0085 0.0087 0.0002 2.4% 0.0000
Volume 24 21 -3 -12.5% 109
Daily Pivots for day following 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.1134 1.1086 1.0874
R3 1.1020 1.0972 1.0842
R2 1.0906 1.0906 1.0832
R1 1.0858 1.0858 1.0821 1.0825
PP 1.0792 1.0792 1.0792 1.0775
S1 1.0744 1.0744 1.0801 1.0711
S2 1.0678 1.0678 1.0790
S3 1.0564 1.0630 1.0780
S4 1.0450 1.0516 1.0748
Weekly Pivots for week ending 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.1870 1.1721 1.1021
R3 1.1489 1.1340 1.0916
R2 1.1108 1.1108 1.0881
R1 1.0959 1.0959 1.0846 1.1034
PP 1.0727 1.0727 1.0727 1.0764
S1 1.0578 1.0578 1.0776 1.0653
S2 1.0346 1.0346 1.0741
S3 0.9965 1.0197 1.0706
S4 0.9584 0.9816 1.0601
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0875 1.0494 0.0381 3.5% 0.0118 1.1% 83% False False 21
10 1.0875 1.0356 0.0519 4.8% 0.0106 1.0% 88% False False 33
20 1.0875 1.0272 0.0603 5.6% 0.0086 0.8% 89% False False 23
40 1.0875 1.0181 0.0694 6.4% 0.0065 0.6% 91% False False 14
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1324
2.618 1.1137
1.618 1.1023
1.000 1.0953
0.618 1.0909
HIGH 1.0839
0.618 1.0795
0.500 1.0782
0.382 1.0769
LOW 1.0725
0.618 1.0655
1.000 1.0611
1.618 1.0541
2.618 1.0427
4.250 1.0241
Fisher Pivots for day following 26-Jan-2018
Pivot 1 day 3 day
R1 1.0801 1.0779
PP 1.0792 1.0747
S1 1.0782 1.0716

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

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