CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 03-Jan-2018
Day Change Summary
Previous Current
02-Jan-2018 03-Jan-2018 Change Change % Previous Week
Open 1.0425 1.0341 -0.0084 -0.8% 1.0259
High 1.0437 1.0422 -0.0015 -0.1% 1.0401
Low 1.0388 1.0338 -0.0050 -0.5% 1.0234
Close 1.0417 1.0362 -0.0055 -0.5% 1.0401
Range 0.0049 0.0084 0.0035 71.4% 0.0167
ATR 0.0053 0.0055 0.0002 4.2% 0.0000
Volume 3 3 0 0.0% 5
Daily Pivots for day following 03-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.0626 1.0578 1.0408
R3 1.0542 1.0494 1.0385
R2 1.0458 1.0458 1.0377
R1 1.0410 1.0410 1.0370 1.0434
PP 1.0374 1.0374 1.0374 1.0386
S1 1.0326 1.0326 1.0354 1.0350
S2 1.0290 1.0290 1.0347
S3 1.0206 1.0242 1.0339
S4 1.0122 1.0158 1.0316
Weekly Pivots for week ending 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.0846 1.0791 1.0493
R3 1.0679 1.0624 1.0447
R2 1.0512 1.0512 1.0432
R1 1.0457 1.0457 1.0416 1.0485
PP 1.0345 1.0345 1.0345 1.0359
S1 1.0290 1.0290 1.0386 1.0318
S2 1.0178 1.0178 1.0370
S3 1.0011 1.0123 1.0355
S4 0.9844 0.9956 1.0309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0437 1.0250 0.0187 1.8% 0.0064 0.6% 60% False False 2
10 1.0437 1.0234 0.0203 2.0% 0.0052 0.5% 63% False False 2
20 1.0437 1.0181 0.0256 2.5% 0.0046 0.4% 71% False False 5
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0779
2.618 1.0642
1.618 1.0558
1.000 1.0506
0.618 1.0474
HIGH 1.0422
0.618 1.0390
0.500 1.0380
0.382 1.0370
LOW 1.0338
0.618 1.0286
1.000 1.0254
1.618 1.0202
2.618 1.0118
4.250 0.9981
Fisher Pivots for day following 03-Jan-2018
Pivot 1 day 3 day
R1 1.0380 1.0388
PP 1.0374 1.0379
S1 1.0368 1.0371

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

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