CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 05-Apr-2018
Day Change Summary
Previous Current
04-Apr-2018 05-Apr-2018 Change Change % Previous Week
Open 1.0493 1.0472 -0.0021 -0.2% 1.0648
High 1.0534 1.0480 -0.0054 -0.5% 1.0676
Low 1.0469 1.0434 -0.0035 -0.3% 1.0499
Close 1.0475 1.0441 -0.0034 -0.3% 1.0514
Range 0.0065 0.0046 -0.0019 -29.2% 0.0177
ATR 0.0075 0.0073 -0.0002 -2.8% 0.0000
Volume 20,135 18,844 -1,291 -6.4% 98,739
Daily Pivots for day following 05-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0590 1.0561 1.0466
R3 1.0544 1.0515 1.0454
R2 1.0498 1.0498 1.0449
R1 1.0469 1.0469 1.0445 1.0461
PP 1.0452 1.0452 1.0452 1.0447
S1 1.0423 1.0423 1.0437 1.0415
S2 1.0406 1.0406 1.0433
S3 1.0360 1.0377 1.0428
S4 1.0314 1.0331 1.0416
Weekly Pivots for week ending 30-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.1094 1.0981 1.0611
R3 1.0917 1.0804 1.0563
R2 1.0740 1.0740 1.0546
R1 1.0627 1.0627 1.0530 1.0595
PP 1.0563 1.0563 1.0563 1.0547
S1 1.0450 1.0450 1.0498 1.0418
S2 1.0386 1.0386 1.0482
S3 1.0209 1.0273 1.0465
S4 1.0032 1.0096 1.0417
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0563 1.0434 0.0129 1.2% 0.0053 0.5% 5% False True 20,112
10 1.0676 1.0434 0.0242 2.3% 0.0066 0.6% 3% False True 22,672
20 1.0704 1.0434 0.0270 2.6% 0.0071 0.7% 3% False True 19,471
40 1.0991 1.0434 0.0557 5.3% 0.0078 0.7% 1% False True 9,904
60 1.0991 1.0279 0.0712 6.8% 0.0084 0.8% 23% False False 6,612
80 1.0991 1.0181 0.0810 7.8% 0.0074 0.7% 32% False False 4,960
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 False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0676
2.618 1.0600
1.618 1.0554
1.000 1.0526
0.618 1.0508
HIGH 1.0480
0.618 1.0462
0.500 1.0457
0.382 1.0452
LOW 1.0434
0.618 1.0406
1.000 1.0388
1.618 1.0360
2.618 1.0314
4.250 1.0239
Fisher Pivots for day following 05-Apr-2018
Pivot 1 day 3 day
R1 1.0457 1.0494
PP 1.0452 1.0476
S1 1.0446 1.0459

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

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