CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 01-Mar-2018
Day Change Summary
Previous Current
28-Feb-2018 01-Mar-2018 Change Change % Previous Week
Open 1.0747 1.0684 -0.0063 -0.6% 1.0865
High 1.0751 1.0723 -0.0028 -0.3% 1.0900
Low 1.0673 1.0636 -0.0037 -0.3% 1.0731
Close 1.0694 1.0705 0.0011 0.1% 1.0781
Range 0.0078 0.0087 0.0009 11.5% 0.0169
ATR 0.0086 0.0086 0.0000 0.1% 0.0000
Volume 599 739 140 23.4% 259
Daily Pivots for day following 01-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.0949 1.0914 1.0753
R3 1.0862 1.0827 1.0729
R2 1.0775 1.0775 1.0721
R1 1.0740 1.0740 1.0713 1.0758
PP 1.0688 1.0688 1.0688 1.0697
S1 1.0653 1.0653 1.0697 1.0671
S2 1.0601 1.0601 1.0689
S3 1.0514 1.0566 1.0681
S4 1.0427 1.0479 1.0657
Weekly Pivots for week ending 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.1311 1.1215 1.0874
R3 1.1142 1.1046 1.0827
R2 1.0973 1.0973 1.0812
R1 1.0877 1.0877 1.0796 1.0841
PP 1.0804 1.0804 1.0804 1.0786
S1 1.0708 1.0708 1.0766 1.0672
S2 1.0635 1.0635 1.0750
S3 1.0466 1.0539 1.0735
S4 1.0297 1.0370 1.0688
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0825 1.0636 0.0189 1.8% 0.0071 0.7% 37% False True 322
10 1.0991 1.0636 0.0355 3.3% 0.0083 0.8% 19% False True 203
20 1.0991 1.0636 0.0355 3.3% 0.0089 0.8% 19% False True 138
40 1.0991 1.0279 0.0712 6.7% 0.0088 0.8% 60% False False 82
60 1.0991 1.0181 0.0810 7.6% 0.0073 0.7% 65% False False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1093
2.618 1.0951
1.618 1.0864
1.000 1.0810
0.618 1.0777
HIGH 1.0723
0.618 1.0690
0.500 1.0680
0.382 1.0669
LOW 1.0636
0.618 1.0582
1.000 1.0549
1.618 1.0495
2.618 1.0408
4.250 1.0266
Fisher Pivots for day following 01-Mar-2018
Pivot 1 day 3 day
R1 1.0697 1.0710
PP 1.0688 1.0708
S1 1.0680 1.0707

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

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