CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 30-Jan-2018
Day Change Summary
Previous Current
29-Jan-2018 30-Jan-2018 Change Change % Previous Week
Open 1.0779 1.0774 -0.0005 0.0% 1.0513
High 1.0827 1.0855 0.0028 0.3% 1.0875
Low 1.0772 1.0764 -0.0008 -0.1% 1.0494
Close 1.0794 1.0827 0.0033 0.3% 1.0811
Range 0.0055 0.0091 0.0036 65.5% 0.0381
ATR 0.0085 0.0085 0.0000 0.5% 0.0000
Volume 31 16 -15 -48.4% 109
Daily Pivots for day following 30-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.1088 1.1049 1.0877
R3 1.0997 1.0958 1.0852
R2 1.0906 1.0906 1.0844
R1 1.0867 1.0867 1.0835 1.0887
PP 1.0815 1.0815 1.0815 1.0825
S1 1.0776 1.0776 1.0819 1.0796
S2 1.0724 1.0724 1.0810
S3 1.0633 1.0685 1.0802
S4 1.0542 1.0594 1.0777
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 1.0556 0.0319 2.9% 0.0124 1.1% 85% False False 25
10 1.0875 1.0477 0.0398 3.7% 0.0103 0.9% 88% False False 16
20 1.0875 1.0279 0.0596 5.5% 0.0086 0.8% 92% False False 25
40 1.0875 1.0181 0.0694 6.4% 0.0066 0.6% 93% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1242
2.618 1.1093
1.618 1.1002
1.000 1.0946
0.618 1.0911
HIGH 1.0855
0.618 1.0820
0.500 1.0810
0.382 1.0799
LOW 1.0764
0.618 1.0708
1.000 1.0673
1.618 1.0617
2.618 1.0526
4.250 1.0377
Fisher Pivots for day following 30-Jan-2018
Pivot 1 day 3 day
R1 1.0821 1.0815
PP 1.0815 1.0802
S1 1.0810 1.0790

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

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