CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 29-Jan-2018
Day Change Summary
Previous Current
26-Jan-2018 29-Jan-2018 Change Change % Previous Week
Open 1.0828 1.0779 -0.0049 -0.5% 1.0513
High 1.0839 1.0827 -0.0012 -0.1% 1.0875
Low 1.0725 1.0772 0.0047 0.4% 1.0494
Close 1.0811 1.0794 -0.0017 -0.2% 1.0811
Range 0.0114 0.0055 -0.0059 -51.8% 0.0381
ATR 0.0087 0.0085 -0.0002 -2.6% 0.0000
Volume 21 31 10 47.6% 109
Daily Pivots for day following 29-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.0963 1.0933 1.0824
R3 1.0908 1.0878 1.0809
R2 1.0853 1.0853 1.0804
R1 1.0823 1.0823 1.0799 1.0838
PP 1.0798 1.0798 1.0798 1.0805
S1 1.0768 1.0768 1.0789 1.0783
S2 1.0743 1.0743 1.0784
S3 1.0688 1.0713 1.0779
S4 1.0633 1.0658 1.0764
Weekly Pivots for week ending 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.1870 1.1721 1.1021
R3 1.1489 1.1340 1.0916
R2 1.1108 1.1108 1.0881
R1 1.0959 1.0959 1.0846 1.1034
PP 1.0727 1.0727 1.0727 1.0764
S1 1.0578 1.0578 1.0776 1.0653
S2 1.0346 1.0346 1.0741
S3 0.9965 1.0197 1.0706
S4 0.9584 0.9816 1.0601
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0875 1.0498 0.0377 3.5% 0.0120 1.1% 79% False False 24
10 1.0875 1.0471 0.0404 3.7% 0.0101 0.9% 80% False False 34
20 1.0875 1.0279 0.0596 5.5% 0.0084 0.8% 86% False False 24
40 1.0875 1.0181 0.0694 6.4% 0.0065 0.6% 88% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1061
2.618 1.0971
1.618 1.0916
1.000 1.0882
0.618 1.0861
HIGH 1.0827
0.618 1.0806
0.500 1.0800
0.382 1.0793
LOW 1.0772
0.618 1.0738
1.000 1.0717
1.618 1.0683
2.618 1.0628
4.250 1.0538
Fisher Pivots for day following 29-Jan-2018
Pivot 1 day 3 day
R1 1.0800 1.0789
PP 1.0798 1.0783
S1 1.0796 1.0778

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

View Archives - Comment on this page... - Back to Index of Symbols