CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 19-Mar-2018
Day Change Summary
Previous Current
16-Mar-2018 19-Mar-2018 Change Change % Previous Week
Open 1.0595 1.0587 -0.0008 -0.1% 1.0605
High 1.0628 1.0617 -0.0011 -0.1% 1.0699
Low 1.0558 1.0553 -0.0005 0.0% 1.0558
Close 1.0581 1.0615 0.0034 0.3% 1.0581
Range 0.0070 0.0064 -0.0006 -8.6% 0.0141
ATR 0.0081 0.0079 -0.0001 -1.5% 0.0000
Volume 31,945 19,579 -12,366 -38.7% 89,807
Daily Pivots for day following 19-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.0787 1.0765 1.0650
R3 1.0723 1.0701 1.0633
R2 1.0659 1.0659 1.0627
R1 1.0637 1.0637 1.0621 1.0648
PP 1.0595 1.0595 1.0595 1.0601
S1 1.0573 1.0573 1.0609 1.0584
S2 1.0531 1.0531 1.0603
S3 1.0467 1.0509 1.0597
S4 1.0403 1.0445 1.0580
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.1036 1.0949 1.0659
R3 1.0895 1.0808 1.0620
R2 1.0754 1.0754 1.0607
R1 1.0667 1.0667 1.0594 1.0640
PP 1.0613 1.0613 1.0613 1.0599
S1 1.0526 1.0526 1.0568 1.0499
S2 1.0472 1.0472 1.0555
S3 1.0331 1.0385 1.0542
S4 1.0190 1.0244 1.0503
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0699 1.0553 0.0146 1.4% 0.0073 0.7% 42% False True 20,181
10 1.0781 1.0553 0.0228 2.1% 0.0075 0.7% 27% False True 11,504
20 1.0900 1.0553 0.0347 3.3% 0.0077 0.7% 18% False True 5,910
40 1.0991 1.0494 0.0497 4.7% 0.0088 0.8% 24% False False 2,982
60 1.0991 1.0234 0.0757 7.1% 0.0081 0.8% 50% False False 1,994
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0889
2.618 1.0785
1.618 1.0721
1.000 1.0681
0.618 1.0657
HIGH 1.0617
0.618 1.0593
0.500 1.0585
0.382 1.0577
LOW 1.0553
0.618 1.0513
1.000 1.0489
1.618 1.0449
2.618 1.0385
4.250 1.0281
Fisher Pivots for day following 19-Mar-2018
Pivot 1 day 3 day
R1 1.0605 1.0621
PP 1.0595 1.0619
S1 1.0585 1.0617

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

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