CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 20-Apr-2018
Day Change Summary
Previous Current
19-Apr-2018 20-Apr-2018 Change Change % Previous Week
Open 1.0373 1.0340 -0.0033 -0.3% 1.0440
High 1.0394 1.0347 -0.0047 -0.5% 1.0494
Low 1.0331 1.0292 -0.0039 -0.4% 1.0292
Close 1.0334 1.0304 -0.0030 -0.3% 1.0304
Range 0.0063 0.0055 -0.0008 -12.7% 0.0202
ATR 0.0069 0.0068 -0.0001 -1.4% 0.0000
Volume 29,164 24,719 -4,445 -15.2% 123,323
Daily Pivots for day following 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0479 1.0447 1.0334
R3 1.0424 1.0392 1.0319
R2 1.0369 1.0369 1.0314
R1 1.0337 1.0337 1.0309 1.0326
PP 1.0314 1.0314 1.0314 1.0309
S1 1.0282 1.0282 1.0299 1.0271
S2 1.0259 1.0259 1.0294
S3 1.0204 1.0227 1.0289
S4 1.0149 1.0172 1.0274
Weekly Pivots for week ending 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0969 1.0839 1.0415
R3 1.0767 1.0637 1.0360
R2 1.0565 1.0565 1.0341
R1 1.0435 1.0435 1.0323 1.0399
PP 1.0363 1.0363 1.0363 1.0346
S1 1.0233 1.0233 1.0285 1.0197
S2 1.0161 1.0161 1.0267
S3 0.9959 1.0031 1.0248
S4 0.9757 0.9829 1.0193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0494 1.0292 0.0202 2.0% 0.0068 0.7% 6% False True 24,664
10 1.0547 1.0292 0.0255 2.5% 0.0062 0.6% 5% False True 22,623
20 1.0676 1.0292 0.0384 3.7% 0.0065 0.6% 3% False True 22,421
40 1.0825 1.0292 0.0533 5.2% 0.0070 0.7% 2% False True 16,144
60 1.0991 1.0292 0.0699 6.8% 0.0079 0.8% 2% False True 10,784
80 1.0991 1.0234 0.0757 7.3% 0.0078 0.8% 9% False False 8,093
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0581
2.618 1.0491
1.618 1.0436
1.000 1.0402
0.618 1.0381
HIGH 1.0347
0.618 1.0326
0.500 1.0320
0.382 1.0313
LOW 1.0292
0.618 1.0258
1.000 1.0237
1.618 1.0203
2.618 1.0148
4.250 1.0058
Fisher Pivots for day following 20-Apr-2018
Pivot 1 day 3 day
R1 1.0320 1.0352
PP 1.0314 1.0336
S1 1.0309 1.0320

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

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