CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 18-Jan-2018
Day Change Summary
Previous Current
17-Jan-2018 18-Jan-2018 Change Change % Previous Week
Open 1.0466 1.0395 -0.0071 -0.7% 1.0301
High 1.0491 1.0487 -0.0004 0.0% 1.0392
Low 1.0399 1.0382 -0.0017 -0.2% 1.0204
Close 1.0448 1.0477 0.0029 0.3% 1.0370
Range 0.0092 0.0105 0.0013 14.1% 0.0188
ATR 0.0073 0.0075 0.0002 3.1% 0.0000
Volume 35,131 30,237 -4,894 -13.9% 152,509
Daily Pivots for day following 18-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.0764 1.0725 1.0535
R3 1.0659 1.0620 1.0506
R2 1.0554 1.0554 1.0496
R1 1.0515 1.0515 1.0487 1.0535
PP 1.0449 1.0449 1.0449 1.0458
S1 1.0410 1.0410 1.0467 1.0430
S2 1.0344 1.0344 1.0458
S3 1.0239 1.0305 1.0448
S4 1.0134 1.0200 1.0419
Weekly Pivots for week ending 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.0886 1.0816 1.0473
R3 1.0698 1.0628 1.0422
R2 1.0510 1.0510 1.0404
R1 1.0440 1.0440 1.0387 1.0475
PP 1.0322 1.0322 1.0322 1.0340
S1 1.0252 1.0252 1.0353 1.0287
S2 1.0134 1.0134 1.0336
S3 0.9946 1.0064 1.0318
S4 0.9758 0.9876 1.0267
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0491 1.0233 0.0258 2.5% 0.0102 1.0% 95% False False 38,315
10 1.0491 1.0204 0.0287 2.7% 0.0082 0.8% 95% False False 31,060
20 1.0491 1.0159 0.0332 3.2% 0.0070 0.7% 96% False False 24,858
40 1.0491 1.0103 0.0388 3.7% 0.0067 0.6% 96% False False 17,434
60 1.0491 1.0062 0.0429 4.1% 0.0065 0.6% 97% False False 11,636
80 1.0491 1.0062 0.0429 4.1% 0.0063 0.6% 97% False False 8,729
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0933
2.618 1.0762
1.618 1.0657
1.000 1.0592
0.618 1.0552
HIGH 1.0487
0.618 1.0447
0.500 1.0435
0.382 1.0422
LOW 1.0382
0.618 1.0317
1.000 1.0277
1.618 1.0212
2.618 1.0107
4.250 0.9936
Fisher Pivots for day following 18-Jan-2018
Pivot 1 day 3 day
R1 1.0463 1.0462
PP 1.0449 1.0446
S1 1.0435 1.0431

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

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