CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 24-Jan-2018
Day Change Summary
Previous Current
23-Jan-2018 24-Jan-2018 Change Change % Previous Week
Open 1.0498 1.0592 0.0094 0.9% 1.0471
High 1.0567 1.0721 0.0154 1.5% 1.0604
Low 1.0498 1.0556 0.0058 0.6% 1.0471
Close 1.0557 1.0697 0.0140 1.3% 1.0515
Range 0.0069 0.0165 0.0096 139.1% 0.0133
ATR 0.0070 0.0076 0.0007 9.8% 0.0000
Volume 10 36 26 260.0% 200
Daily Pivots for day following 24-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.1153 1.1090 1.0788
R3 1.0988 1.0925 1.0742
R2 1.0823 1.0823 1.0727
R1 1.0760 1.0760 1.0712 1.0792
PP 1.0658 1.0658 1.0658 1.0674
S1 1.0595 1.0595 1.0682 1.0627
S2 1.0493 1.0493 1.0667
S3 1.0328 1.0430 1.0652
S4 1.0163 1.0265 1.0606
Weekly Pivots for week ending 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.0929 1.0855 1.0588
R3 1.0796 1.0722 1.0552
R2 1.0663 1.0663 1.0539
R1 1.0589 1.0589 1.0527 1.0626
PP 1.0530 1.0530 1.0530 1.0549
S1 1.0456 1.0456 1.0503 1.0493
S2 1.0397 1.0397 1.0491
S3 1.0264 1.0323 1.0478
S4 1.0131 1.0190 1.0442
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0721 1.0477 0.0244 2.3% 0.0096 0.9% 90% True False 15
10 1.0721 1.0279 0.0442 4.1% 0.0093 0.9% 95% True False 36
20 1.0721 1.0234 0.0487 4.6% 0.0074 0.7% 95% True False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 1.1422
2.618 1.1153
1.618 1.0988
1.000 1.0886
0.618 1.0823
HIGH 1.0721
0.618 1.0658
0.500 1.0639
0.382 1.0619
LOW 1.0556
0.618 1.0454
1.000 1.0391
1.618 1.0289
2.618 1.0124
4.250 0.9855
Fisher Pivots for day following 24-Jan-2018
Pivot 1 day 3 day
R1 1.0678 1.0667
PP 1.0658 1.0637
S1 1.0639 1.0608

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

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