CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 26-Feb-2018
Day Change Summary
Previous Current
23-Feb-2018 26-Feb-2018 Change Change % Previous Week
Open 1.0823 1.0770 -0.0053 -0.5% 1.0865
High 1.0825 1.0823 -0.0002 0.0% 1.0900
Low 1.0770 1.0751 -0.0019 -0.2% 1.0731
Close 1.0781 1.0762 -0.0019 -0.2% 1.0781
Range 0.0055 0.0072 0.0017 30.9% 0.0169
ATR 0.0089 0.0088 -0.0001 -1.4% 0.0000
Volume 17 46 29 170.6% 259
Daily Pivots for day following 26-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.0995 1.0950 1.0802
R3 1.0923 1.0878 1.0782
R2 1.0851 1.0851 1.0775
R1 1.0806 1.0806 1.0769 1.0793
PP 1.0779 1.0779 1.0779 1.0772
S1 1.0734 1.0734 1.0755 1.0721
S2 1.0707 1.0707 1.0749
S3 1.0635 1.0662 1.0742
S4 1.0563 1.0590 1.0722
Weekly Pivots for week ending 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.1311 1.1215 1.0874
R3 1.1142 1.1046 1.0827
R2 1.0973 1.0973 1.0812
R1 1.0877 1.0877 1.0796 1.0841
PP 1.0804 1.0804 1.0804 1.0786
S1 1.0708 1.0708 1.0766 1.0672
S2 1.0635 1.0635 1.0750
S3 1.0466 1.0539 1.0735
S4 1.0297 1.0370 1.0688
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0900 1.0731 0.0169 1.6% 0.0080 0.7% 18% False False 61
10 1.0991 1.0731 0.0260 2.4% 0.0083 0.8% 12% False False 66
20 1.0991 1.0668 0.0323 3.0% 0.0089 0.8% 29% False False 64
40 1.0991 1.0272 0.0719 6.7% 0.0087 0.8% 68% False False 43
60 1.0991 1.0181 0.0810 7.5% 0.0073 0.7% 72% False False 31
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1129
2.618 1.1011
1.618 1.0939
1.000 1.0895
0.618 1.0867
HIGH 1.0823
0.618 1.0795
0.500 1.0787
0.382 1.0779
LOW 1.0751
0.618 1.0707
1.000 1.0679
1.618 1.0635
2.618 1.0563
4.250 1.0445
Fisher Pivots for day following 26-Feb-2018
Pivot 1 day 3 day
R1 1.0787 1.0778
PP 1.0779 1.0773
S1 1.0770 1.0767

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

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