CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 16-Apr-2018
Day Change Summary
Previous Current
13-Apr-2018 16-Apr-2018 Change Change % Previous Week
Open 1.0440 1.0440 0.0000 0.0% 1.0485
High 1.0472 1.0494 0.0022 0.2% 1.0547
Low 1.0428 1.0429 0.0001 0.0% 1.0419
Close 1.0447 1.0472 0.0025 0.2% 1.0447
Range 0.0044 0.0065 0.0021 47.7% 0.0128
ATR 0.0068 0.0068 0.0000 -0.3% 0.0000
Volume 16,495 16,565 70 0.4% 102,911
Daily Pivots for day following 16-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0660 1.0631 1.0508
R3 1.0595 1.0566 1.0490
R2 1.0530 1.0530 1.0484
R1 1.0501 1.0501 1.0478 1.0516
PP 1.0465 1.0465 1.0465 1.0472
S1 1.0436 1.0436 1.0466 1.0451
S2 1.0400 1.0400 1.0460
S3 1.0335 1.0371 1.0454
S4 1.0270 1.0306 1.0436
Weekly Pivots for week ending 13-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0855 1.0779 1.0517
R3 1.0727 1.0651 1.0482
R2 1.0599 1.0599 1.0470
R1 1.0523 1.0523 1.0459 1.0497
PP 1.0471 1.0471 1.0471 1.0458
S1 1.0395 1.0395 1.0435 1.0369
S2 1.0343 1.0343 1.0424
S3 1.0215 1.0267 1.0412
S4 1.0087 1.0139 1.0377
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0547 1.0419 0.0128 1.2% 0.0058 0.6% 41% False False 20,796
10 1.0554 1.0419 0.0135 1.3% 0.0060 0.6% 39% False False 20,581
20 1.0676 1.0419 0.0257 2.5% 0.0065 0.6% 21% False False 22,031
40 1.0991 1.0419 0.0572 5.5% 0.0073 0.7% 9% False False 13,483
60 1.0991 1.0419 0.0572 5.5% 0.0081 0.8% 9% False False 9,006
80 1.0991 1.0234 0.0757 7.2% 0.0076 0.7% 31% False False 6,759
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0770
2.618 1.0664
1.618 1.0599
1.000 1.0559
0.618 1.0534
HIGH 1.0494
0.618 1.0469
0.500 1.0462
0.382 1.0454
LOW 1.0429
0.618 1.0389
1.000 1.0364
1.618 1.0324
2.618 1.0259
4.250 1.0153
Fisher Pivots for day following 16-Apr-2018
Pivot 1 day 3 day
R1 1.0469 1.0468
PP 1.0465 1.0465
S1 1.0462 1.0461

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

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