CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 27-Feb-2018
Day Change Summary
Previous Current
26-Feb-2018 27-Feb-2018 Change Change % Previous Week
Open 1.0770 1.0772 0.0002 0.0% 1.0865
High 1.0823 1.0784 -0.0039 -0.4% 1.0900
Low 1.0751 1.0719 -0.0032 -0.3% 1.0731
Close 1.0762 1.0751 -0.0011 -0.1% 1.0781
Range 0.0072 0.0065 -0.0007 -9.7% 0.0169
ATR 0.0088 0.0086 -0.0002 -1.9% 0.0000
Volume 46 209 163 354.3% 259
Daily Pivots for day following 27-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.0946 1.0914 1.0787
R3 1.0881 1.0849 1.0769
R2 1.0816 1.0816 1.0763
R1 1.0784 1.0784 1.0757 1.0768
PP 1.0751 1.0751 1.0751 1.0743
S1 1.0719 1.0719 1.0745 1.0703
S2 1.0686 1.0686 1.0739
S3 1.0621 1.0654 1.0733
S4 1.0556 1.0589 1.0715
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 1.0825 1.0719 0.0106 1.0% 0.0069 0.6% 30% False True 81
10 1.0991 1.0719 0.0272 2.5% 0.0085 0.8% 12% False True 85
20 1.0991 1.0668 0.0323 3.0% 0.0089 0.8% 26% False False 72
40 1.0991 1.0279 0.0712 6.6% 0.0087 0.8% 66% False False 48
60 1.0991 1.0181 0.0810 7.5% 0.0073 0.7% 70% False False 34
Crabel Price Patterns
NR True
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1060
2.618 1.0954
1.618 1.0889
1.000 1.0849
0.618 1.0824
HIGH 1.0784
0.618 1.0759
0.500 1.0752
0.382 1.0744
LOW 1.0719
0.618 1.0679
1.000 1.0654
1.618 1.0614
2.618 1.0549
4.250 1.0443
Fisher Pivots for day following 27-Feb-2018
Pivot 1 day 3 day
R1 1.0752 1.0772
PP 1.0751 1.0765
S1 1.0751 1.0758

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

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