CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 29-Mar-2018
Day Change Summary
Previous Current
28-Mar-2018 29-Mar-2018 Change Change % Previous Week
Open 1.0637 1.0512 -0.0125 -1.2% 1.0587
High 1.0639 1.0540 -0.0099 -0.9% 1.0665
Low 1.0505 1.0499 -0.0006 -0.1% 1.0531
Close 1.0519 1.0514 -0.0005 0.0% 1.0641
Range 0.0134 0.0041 -0.0093 -69.4% 0.0134
ATR 0.0082 0.0079 -0.0003 -3.6% 0.0000
Volume 29,044 24,688 -4,356 -15.0% 122,129
Daily Pivots for day following 29-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.0641 1.0618 1.0537
R3 1.0600 1.0577 1.0525
R2 1.0559 1.0559 1.0522
R1 1.0536 1.0536 1.0518 1.0548
PP 1.0518 1.0518 1.0518 1.0523
S1 1.0495 1.0495 1.0510 1.0507
S2 1.0477 1.0477 1.0506
S3 1.0436 1.0454 1.0503
S4 1.0395 1.0413 1.0491
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 1.0499 0.0177 1.7% 0.0076 0.7% 8% False True 24,381
10 1.0676 1.0499 0.0177 1.7% 0.0073 0.7% 8% False True 25,281
20 1.0804 1.0499 0.0305 2.9% 0.0075 0.7% 5% False True 15,882
40 1.0991 1.0499 0.0492 4.7% 0.0082 0.8% 3% False True 8,010
60 1.0991 1.0279 0.0712 6.8% 0.0084 0.8% 33% False False 5,348
80 1.0991 1.0181 0.0810 7.7% 0.0074 0.7% 41% False False 4,013
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 1.0714
2.618 1.0647
1.618 1.0606
1.000 1.0581
0.618 1.0565
HIGH 1.0540
0.618 1.0524
0.500 1.0520
0.382 1.0515
LOW 1.0499
0.618 1.0474
1.000 1.0458
1.618 1.0433
2.618 1.0392
4.250 1.0325
Fisher Pivots for day following 29-Mar-2018
Pivot 1 day 3 day
R1 1.0520 1.0587
PP 1.0518 1.0562
S1 1.0516 1.0538

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

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