CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 15-Dec-2017
Day Change Summary
Previous Current
14-Dec-2017 15-Dec-2017 Change Change % Previous Week
Open 1.0283 1.0237 -0.0046 -0.4% 1.0245
High 1.0312 1.0256 -0.0056 -0.5% 1.0312
Low 1.0267 1.0237 -0.0030 -0.3% 1.0220
Close 1.0283 1.0256 -0.0027 -0.3% 1.0256
Range 0.0045 0.0019 -0.0026 -57.8% 0.0092
ATR 0.0057 0.0056 -0.0001 -1.4% 0.0000
Volume 0 4 4 37
Daily Pivots for day following 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.0307 1.0300 1.0266
R3 1.0288 1.0281 1.0261
R2 1.0269 1.0269 1.0259
R1 1.0262 1.0262 1.0258 1.0266
PP 1.0250 1.0250 1.0250 1.0251
S1 1.0243 1.0243 1.0254 1.0247
S2 1.0231 1.0231 1.0253
S3 1.0212 1.0224 1.0251
S4 1.0193 1.0205 1.0246
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.0539 1.0489 1.0307
R3 1.0447 1.0397 1.0281
R2 1.0355 1.0355 1.0273
R1 1.0305 1.0305 1.0264 1.0330
PP 1.0263 1.0263 1.0263 1.0275
S1 1.0213 1.0213 1.0248 1.0238
S2 1.0171 1.0171 1.0239
S3 1.0079 1.0121 1.0231
S4 0.9987 1.0029 1.0205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0312 1.0220 0.0092 0.9% 0.0038 0.4% 39% False False 7
10 1.0312 1.0181 0.0131 1.3% 0.0039 0.4% 57% False False 8
Crabel Price Patterns
NR True
NR4 True
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0337
2.618 1.0306
1.618 1.0287
1.000 1.0275
0.618 1.0268
HIGH 1.0256
0.618 1.0249
0.500 1.0247
0.382 1.0244
LOW 1.0237
0.618 1.0225
1.000 1.0218
1.618 1.0206
2.618 1.0187
4.250 1.0156
Fisher Pivots for day following 15-Dec-2017
Pivot 1 day 3 day
R1 1.0253 1.0275
PP 1.0250 1.0268
S1 1.0247 1.0262

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

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