CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 14-Feb-2018
Day Change Summary
Previous Current
13-Feb-2018 14-Feb-2018 Change Change % Previous Week
Open 1.0756 1.0850 0.0094 0.9% 1.0863
High 1.0835 1.0877 0.0042 0.4% 1.0880
Low 1.0750 1.0778 0.0028 0.3% 1.0668
Close 1.0811 1.0853 0.0042 0.4% 1.0764
Range 0.0085 0.0099 0.0014 16.5% 0.0212
ATR 0.0088 0.0089 0.0001 0.9% 0.0000
Volume 25 133 108 432.0% 523
Daily Pivots for day following 14-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.1133 1.1092 1.0907
R3 1.1034 1.0993 1.0880
R2 1.0935 1.0935 1.0871
R1 1.0894 1.0894 1.0862 1.0915
PP 1.0836 1.0836 1.0836 1.0846
S1 1.0795 1.0795 1.0844 1.0816
S2 1.0737 1.0737 1.0835
S3 1.0638 1.0696 1.0826
S4 1.0539 1.0597 1.0799
Weekly Pivots for week ending 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.1407 1.1297 1.0881
R3 1.1195 1.1085 1.0822
R2 1.0983 1.0983 1.0803
R1 1.0873 1.0873 1.0783 1.0822
PP 1.0771 1.0771 1.0771 1.0745
S1 1.0661 1.0661 1.0745 1.0610
S2 1.0559 1.0559 1.0725
S3 1.0347 1.0449 1.0706
S4 1.0135 1.0237 1.0647
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0877 1.0668 0.0209 1.9% 0.0083 0.8% 89% True False 55
10 1.0926 1.0668 0.0258 2.4% 0.0094 0.9% 72% False False 73
20 1.0926 1.0477 0.0449 4.1% 0.0098 0.9% 84% False False 45
40 1.0926 1.0234 0.0692 6.4% 0.0079 0.7% 89% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1298
2.618 1.1136
1.618 1.1037
1.000 1.0976
0.618 1.0938
HIGH 1.0877
0.618 1.0839
0.500 1.0828
0.382 1.0816
LOW 1.0778
0.618 1.0717
1.000 1.0679
1.618 1.0618
2.618 1.0519
4.250 1.0357
Fisher Pivots for day following 14-Feb-2018
Pivot 1 day 3 day
R1 1.0845 1.0840
PP 1.0836 1.0826
S1 1.0828 1.0813

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

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