CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 28-Mar-2018
Day Change Summary
Previous Current
27-Mar-2018 28-Mar-2018 Change Change % Previous Week
Open 1.0655 1.0637 -0.0018 -0.2% 1.0587
High 1.0674 1.0639 -0.0035 -0.3% 1.0665
Low 1.0589 1.0505 -0.0084 -0.8% 1.0531
Close 1.0632 1.0519 -0.0113 -1.1% 1.0641
Range 0.0085 0.0134 0.0049 57.6% 0.0134
ATR 0.0077 0.0082 0.0004 5.2% 0.0000
Volume 22,868 29,044 6,176 27.0% 122,129
Daily Pivots for day following 28-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.0956 1.0872 1.0593
R3 1.0822 1.0738 1.0556
R2 1.0688 1.0688 1.0544
R1 1.0604 1.0604 1.0531 1.0579
PP 1.0554 1.0554 1.0554 1.0542
S1 1.0470 1.0470 1.0507 1.0445
S2 1.0420 1.0420 1.0494
S3 1.0286 1.0336 1.0482
S4 1.0152 1.0202 1.0445
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.1014 1.0962 1.0715
R3 1.0880 1.0828 1.0678
R2 1.0746 1.0746 1.0666
R1 1.0694 1.0694 1.0653 1.0720
PP 1.0612 1.0612 1.0612 1.0626
S1 1.0560 1.0560 1.0629 1.0586
S2 1.0478 1.0478 1.0616
S3 1.0344 1.0426 1.0604
S4 1.0210 1.0292 1.0567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0676 1.0505 0.0171 1.6% 0.0079 0.8% 8% False True 25,231
10 1.0688 1.0505 0.0183 1.7% 0.0079 0.8% 8% False True 24,315
20 1.0804 1.0505 0.0299 2.8% 0.0078 0.7% 5% False True 14,685
40 1.0991 1.0505 0.0486 4.6% 0.0083 0.8% 3% False True 7,393
60 1.0991 1.0279 0.0712 6.8% 0.0084 0.8% 34% False False 4,937
80 1.0991 1.0181 0.0810 7.7% 0.0075 0.7% 42% False False 3,704
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 0.0018
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 1.1209
2.618 1.0990
1.618 1.0856
1.000 1.0773
0.618 1.0722
HIGH 1.0639
0.618 1.0588
0.500 1.0572
0.382 1.0556
LOW 1.0505
0.618 1.0422
1.000 1.0371
1.618 1.0288
2.618 1.0154
4.250 0.9936
Fisher Pivots for day following 28-Mar-2018
Pivot 1 day 3 day
R1 1.0572 1.0591
PP 1.0554 1.0567
S1 1.0537 1.0543

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

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