CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 06-Apr-2018
Day Change Summary
Previous Current
05-Apr-2018 06-Apr-2018 Change Change % Previous Week
Open 1.0472 1.0439 -0.0033 -0.3% 1.0541
High 1.0480 1.0500 0.0020 0.2% 1.0563
Low 1.0434 1.0422 -0.0012 -0.1% 1.0422
Close 1.0441 1.0491 0.0050 0.5% 1.0491
Range 0.0046 0.0078 0.0032 69.6% 0.0141
ATR 0.0073 0.0074 0.0000 0.5% 0.0000
Volume 18,844 24,414 5,570 29.6% 100,287
Daily Pivots for day following 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0705 1.0676 1.0534
R3 1.0627 1.0598 1.0512
R2 1.0549 1.0549 1.0505
R1 1.0520 1.0520 1.0498 1.0535
PP 1.0471 1.0471 1.0471 1.0478
S1 1.0442 1.0442 1.0484 1.0457
S2 1.0393 1.0393 1.0477
S3 1.0315 1.0364 1.0470
S4 1.0237 1.0286 1.0448
Weekly Pivots for week ending 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0915 1.0844 1.0569
R3 1.0774 1.0703 1.0530
R2 1.0633 1.0633 1.0517
R1 1.0562 1.0562 1.0504 1.0527
PP 1.0492 1.0492 1.0492 1.0475
S1 1.0421 1.0421 1.0478 1.0386
S2 1.0351 1.0351 1.0465
S3 1.0210 1.0280 1.0452
S4 1.0069 1.0139 1.0413
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0563 1.0422 0.0141 1.3% 0.0060 0.6% 49% False True 20,057
10 1.0676 1.0422 0.0254 2.4% 0.0068 0.6% 27% False True 22,219
20 1.0699 1.0422 0.0277 2.6% 0.0069 0.7% 25% False True 20,619
40 1.0991 1.0422 0.0569 5.4% 0.0077 0.7% 12% False True 10,506
60 1.0991 1.0279 0.0712 6.8% 0.0084 0.8% 30% False False 7,019
80 1.0991 1.0220 0.0771 7.3% 0.0075 0.7% 35% False False 5,266
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0832
2.618 1.0704
1.618 1.0626
1.000 1.0578
0.618 1.0548
HIGH 1.0500
0.618 1.0470
0.500 1.0461
0.382 1.0452
LOW 1.0422
0.618 1.0374
1.000 1.0344
1.618 1.0296
2.618 1.0218
4.250 1.0091
Fisher Pivots for day following 06-Apr-2018
Pivot 1 day 3 day
R1 1.0481 1.0487
PP 1.0471 1.0482
S1 1.0461 1.0478

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

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