CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 02-May-2018
Day Change Summary
Previous Current
01-May-2018 02-May-2018 Change Change % Previous Week
Open 1.0133 1.0070 -0.0063 -0.6% 1.0297
High 1.0136 1.0102 -0.0034 -0.3% 1.0305
Low 1.0068 1.0036 -0.0032 -0.3% 1.0116
Close 1.0073 1.0067 -0.0006 -0.1% 1.0162
Range 0.0068 0.0066 -0.0002 -2.9% 0.0189
ATR 0.0064 0.0064 0.0000 0.2% 0.0000
Volume 19,704 38,235 18,531 94.0% 152,613
Daily Pivots for day following 02-May-2018
Classic Woodie Camarilla DeMark
R4 1.0266 1.0233 1.0103
R3 1.0200 1.0167 1.0085
R2 1.0134 1.0134 1.0079
R1 1.0101 1.0101 1.0073 1.0085
PP 1.0068 1.0068 1.0068 1.0060
S1 1.0035 1.0035 1.0061 1.0019
S2 1.0002 1.0002 1.0055
S3 0.9936 0.9969 1.0049
S4 0.9870 0.9903 1.0031
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 1.0228 1.0036 0.0192 1.9% 0.0064 0.6% 16% False True 29,761
10 1.0394 1.0036 0.0358 3.6% 0.0059 0.6% 9% False True 28,950
20 1.0547 1.0036 0.0511 5.1% 0.0061 0.6% 6% False True 25,255
40 1.0781 1.0036 0.0745 7.4% 0.0067 0.7% 4% False True 21,949
60 1.0991 1.0036 0.0955 9.5% 0.0073 0.7% 3% False True 14,708
80 1.0991 1.0036 0.0955 9.5% 0.0078 0.8% 3% False True 11,038
100 1.0991 1.0036 0.0955 9.5% 0.0072 0.7% 3% False True 8,831
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0383
2.618 1.0275
1.618 1.0209
1.000 1.0168
0.618 1.0143
HIGH 1.0102
0.618 1.0077
0.500 1.0069
0.382 1.0061
LOW 1.0036
0.618 0.9995
1.000 0.9970
1.618 0.9929
2.618 0.9863
4.250 0.9756
Fisher Pivots for day following 02-May-2018
Pivot 1 day 3 day
R1 1.0069 1.0102
PP 1.0068 1.0090
S1 1.0068 1.0079

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

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