CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 30-Apr-2018
Day Change Summary
Previous Current
27-Apr-2018 30-Apr-2018 Change Change % Previous Week
Open 1.0144 1.0161 0.0017 0.2% 1.0297
High 1.0169 1.0168 -0.0001 0.0% 1.0305
Low 1.0116 1.0119 0.0003 0.0% 1.0116
Close 1.0162 1.0132 -0.0030 -0.3% 1.0162
Range 0.0053 0.0049 -0.0004 -7.5% 0.0189
ATR 0.0065 0.0064 -0.0001 -1.7% 0.0000
Volume 34,392 25,070 -9,322 -27.1% 152,613
Daily Pivots for day following 30-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0287 1.0258 1.0159
R3 1.0238 1.0209 1.0145
R2 1.0189 1.0189 1.0141
R1 1.0160 1.0160 1.0136 1.0150
PP 1.0140 1.0140 1.0140 1.0135
S1 1.0111 1.0111 1.0128 1.0101
S2 1.0091 1.0091 1.0123
S3 1.0042 1.0062 1.0119
S4 0.9993 1.0013 1.0105
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.0761 1.0651 1.0266
R3 1.0572 1.0462 1.0214
R2 1.0383 1.0383 1.0197
R1 1.0273 1.0273 1.0179 1.0234
PP 1.0194 1.0194 1.0194 1.0175
S1 1.0084 1.0084 1.0145 1.0045
S2 1.0005 1.0005 1.0127
S3 0.9816 0.9895 1.0110
S4 0.9627 0.9706 1.0058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0283 1.0116 0.0167 1.6% 0.0059 0.6% 10% False False 28,468
10 1.0489 1.0116 0.0373 3.7% 0.0061 0.6% 4% False False 28,444
20 1.0554 1.0116 0.0438 4.3% 0.0061 0.6% 4% False False 24,512
40 1.0786 1.0116 0.0670 6.6% 0.0067 0.7% 2% False False 20,525
60 1.0991 1.0116 0.0875 8.6% 0.0074 0.7% 2% False False 13,743
80 1.0991 1.0116 0.0875 8.6% 0.0078 0.8% 2% False False 10,314
100 1.0991 1.0116 0.0875 8.6% 0.0071 0.7% 2% False False 8,252
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0376
2.618 1.0296
1.618 1.0247
1.000 1.0217
0.618 1.0198
HIGH 1.0168
0.618 1.0149
0.500 1.0144
0.382 1.0138
LOW 1.0119
0.618 1.0089
1.000 1.0070
1.618 1.0040
2.618 0.9991
4.250 0.9911
Fisher Pivots for day following 30-Apr-2018
Pivot 1 day 3 day
R1 1.0144 1.0172
PP 1.0140 1.0159
S1 1.0136 1.0145

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

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