CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 13-Feb-2018
Day Change Summary
Previous Current
12-Feb-2018 13-Feb-2018 Change Change % Previous Week
Open 1.0769 1.0756 -0.0013 -0.1% 1.0863
High 1.0789 1.0835 0.0046 0.4% 1.0880
Low 1.0748 1.0750 0.0002 0.0% 1.0668
Close 1.0760 1.0811 0.0051 0.5% 1.0764
Range 0.0041 0.0085 0.0044 107.3% 0.0212
ATR 0.0088 0.0088 0.0000 -0.2% 0.0000
Volume 23 25 2 8.7% 523
Daily Pivots for day following 13-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.1054 1.1017 1.0858
R3 1.0969 1.0932 1.0834
R2 1.0884 1.0884 1.0827
R1 1.0847 1.0847 1.0819 1.0866
PP 1.0799 1.0799 1.0799 1.0808
S1 1.0762 1.0762 1.0803 1.0781
S2 1.0714 1.0714 1.0795
S3 1.0629 1.0677 1.0788
S4 1.0544 1.0592 1.0764
Weekly Pivots for week ending 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.1407 1.1297 1.0881
R3 1.1195 1.1085 1.0822
R2 1.0983 1.0983 1.0803
R1 1.0873 1.0873 1.0783 1.0822
PP 1.0771 1.0771 1.0771 1.0745
S1 1.0661 1.0661 1.0745 1.0610
S2 1.0559 1.0559 1.0725
S3 1.0347 1.0449 1.0706
S4 1.0135 1.0237 1.0647
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0835 1.0668 0.0167 1.5% 0.0089 0.8% 86% True False 102
10 1.0926 1.0668 0.0258 2.4% 0.0092 0.9% 55% False False 61
20 1.0926 1.0477 0.0449 4.2% 0.0097 0.9% 74% False False 39
40 1.0926 1.0234 0.0692 6.4% 0.0077 0.7% 83% False False 28
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1196
2.618 1.1058
1.618 1.0973
1.000 1.0920
0.618 1.0888
HIGH 1.0835
0.618 1.0803
0.500 1.0793
0.382 1.0782
LOW 1.0750
0.618 1.0697
1.000 1.0665
1.618 1.0612
2.618 1.0527
4.250 1.0389
Fisher Pivots for day following 13-Feb-2018
Pivot 1 day 3 day
R1 1.0805 1.0803
PP 1.0799 1.0796
S1 1.0793 1.0788

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

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