CME Swiss Franc Future June 2018

Trading Metrics calculated at close of trading on 08-Feb-2018

Day Change Summary
	Previous	Current
	07-Feb-2018	08-Feb-2018	Change	Change %	Previous Week
Open	1.0802	1.0703	-0.0099	-0.9%	1.0779
High	1.0816	1.0797	-0.0019	-0.2%	1.0926
Low	1.0687	1.0668	-0.0019	-0.2%	1.0764
Close	1.0718	1.0785	0.0067	0.6%	1.0854
Range	0.0129	0.0129	0.0000	0.0%	0.0162
ATR	0.0091	0.0094	0.0003	3.0%	0.0000
Volume	365	75	-290	-79.5%	93

Daily Pivots for day following 08-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.1137	1.1090	1.0856
R3	1.1008	1.0961	1.0820
R2	1.0879	1.0879	1.0809
R1	1.0832	1.0832	1.0797	1.0856
PP	1.0750	1.0750	1.0750	1.0762
S1	1.0703	1.0703	1.0773	1.0727
S2	1.0621	1.0621	1.0761
S3	1.0492	1.0574	1.0750
S4	1.0363	1.0445	1.0714

Weekly Pivots for week ending 02-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.1334	1.1256	1.0943
R3	1.1172	1.1094	1.0899
R2	1.1010	1.1010	1.0884
R1	1.0932	1.0932	1.0869	1.0971
PP	1.0848	1.0848	1.0848	1.0868
S1	1.0770	1.0770	1.0839	1.0809
S2	1.0686	1.0686	1.0824
S3	1.0524	1.0608	1.0809
S4	1.0362	1.0446	1.0765

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0916	1.0668	0.0248	2.3%	0.0110	1.0%	47%	False	True	105
10	1.0926	1.0668	0.0258	2.4%	0.0099	0.9%	45%	False	True	61
20	1.0926	1.0308	0.0618	5.7%	0.0101	0.9%	77%	False	False	46
40	1.0926	1.0220	0.0706	6.5%	0.0076	0.7%	80%	False	False	27

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0.0019

Fibonacci Retracements and Extensions
4.250	1.1345
2.618	1.1135
1.618	1.1006
1.000	1.0926
0.618	1.0877
HIGH	1.0797
0.618	1.0748
0.500	1.0733
0.382	1.0717
LOW	1.0668
0.618	1.0588
1.000	1.0539
1.618	1.0459
2.618	1.0330
4.250	1.0120

Fisher Pivots for day following 08-Feb-2018
Pivot	1 day	3 day
R1	1.0768	1.0777
PP	1.0750	1.0770
S1	1.0733	1.0762

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols