CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 04-Jun-2018
Day Change Summary
Previous Current
01-Jun-2018 04-Jun-2018 Change Change % Previous Week
Open 1.0155 1.0129 -0.0026 -0.3% 1.0098
High 1.0172 1.0183 0.0011 0.1% 1.0189
Low 1.0098 1.0117 0.0019 0.2% 1.0032
Close 1.0125 1.0127 0.0002 0.0% 1.0125
Range 0.0074 0.0066 -0.0008 -10.8% 0.0157
ATR 0.0066 0.0066 0.0000 0.0% 0.0000
Volume 26,475 19,940 -6,535 -24.7% 155,783
Daily Pivots for day following 04-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0340 1.0300 1.0163
R3 1.0274 1.0234 1.0145
R2 1.0208 1.0208 1.0139
R1 1.0168 1.0168 1.0133 1.0155
PP 1.0142 1.0142 1.0142 1.0136
S1 1.0102 1.0102 1.0121 1.0089
S2 1.0076 1.0076 1.0115
S3 1.0010 1.0036 1.0109
S4 0.9944 0.9970 1.0091
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0586 1.0513 1.0211
R3 1.0429 1.0356 1.0168
R2 1.0272 1.0272 1.0154
R1 1.0199 1.0199 1.0139 1.0236
PP 1.0115 1.0115 1.0115 1.0134
S1 1.0042 1.0042 1.0111 1.0079
S2 0.9958 0.9958 1.0096
S3 0.9801 0.9885 1.0082
S4 0.9644 0.9728 1.0039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0189 1.0032 0.0157 1.6% 0.0080 0.8% 61% False False 35,144
10 1.0189 1.0021 0.0168 1.7% 0.0070 0.7% 63% False False 31,185
20 1.0189 0.9972 0.0217 2.1% 0.0063 0.6% 71% False False 27,397
40 1.0547 0.9972 0.0575 5.7% 0.0061 0.6% 27% False False 26,762
60 1.0699 0.9972 0.0727 7.2% 0.0064 0.6% 21% False False 24,714
80 1.0991 0.9972 0.1019 10.1% 0.0069 0.7% 15% False False 18,634
100 1.0991 0.9972 0.1019 10.1% 0.0075 0.7% 15% False False 14,916
120 1.0991 0.9972 0.1019 10.1% 0.0070 0.7% 15% False False 12,431
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0464
2.618 1.0356
1.618 1.0290
1.000 1.0249
0.618 1.0224
HIGH 1.0183
0.618 1.0158
0.500 1.0150
0.382 1.0142
LOW 1.0117
0.618 1.0076
1.000 1.0051
1.618 1.0010
2.618 0.9944
4.250 0.9837
Fisher Pivots for day following 04-Jun-2018
Pivot 1 day 3 day
R1 1.0150 1.0144
PP 1.0142 1.0138
S1 1.0135 1.0133

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

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