CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 08-Jun-2018
Day Change Summary
Previous Current
07-Jun-2018 08-Jun-2018 Change Change % Previous Week
Open 1.0151 1.0212 0.0061 0.6% 1.0129
High 1.0223 1.0213 -0.0010 -0.1% 1.0223
Low 1.0144 1.0119 -0.0025 -0.2% 1.0117
Close 1.0208 1.0157 -0.0051 -0.5% 1.0157
Range 0.0079 0.0094 0.0015 19.0% 0.0106
ATR 0.0066 0.0068 0.0002 3.1% 0.0000
Volume 25,339 25,555 216 0.9% 114,452
Daily Pivots for day following 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0445 1.0395 1.0209
R3 1.0351 1.0301 1.0183
R2 1.0257 1.0257 1.0174
R1 1.0207 1.0207 1.0166 1.0185
PP 1.0163 1.0163 1.0163 1.0152
S1 1.0113 1.0113 1.0148 1.0091
S2 1.0069 1.0069 1.0140
S3 0.9975 1.0019 1.0131
S4 0.9881 0.9925 1.0105
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0484 1.0426 1.0215
R3 1.0378 1.0320 1.0186
R2 1.0272 1.0272 1.0176
R1 1.0214 1.0214 1.0167 1.0243
PP 1.0166 1.0166 1.0166 1.0180
S1 1.0108 1.0108 1.0147 1.0137
S2 1.0060 1.0060 1.0138
S3 0.9954 1.0002 1.0128
S4 0.9848 0.9896 1.0099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0223 1.0117 0.0106 1.0% 0.0071 0.7% 38% False False 22,890
10 1.0223 1.0032 0.0191 1.9% 0.0074 0.7% 65% False False 29,564
20 1.0223 0.9985 0.0238 2.3% 0.0066 0.6% 72% False False 27,306
40 1.0494 0.9972 0.0522 5.1% 0.0063 0.6% 35% False False 26,964
60 1.0688 0.9972 0.0716 7.0% 0.0064 0.6% 26% False False 25,552
80 1.0991 0.9972 0.1019 10.0% 0.0069 0.7% 18% False False 19,813
100 1.0991 0.9972 0.1019 10.0% 0.0074 0.7% 18% False False 15,858
120 1.0991 0.9972 0.1019 10.0% 0.0071 0.7% 18% False False 13,218
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0613
2.618 1.0459
1.618 1.0365
1.000 1.0307
0.618 1.0271
HIGH 1.0213
0.618 1.0177
0.500 1.0166
0.382 1.0155
LOW 1.0119
0.618 1.0061
1.000 1.0025
1.618 0.9967
2.618 0.9873
4.250 0.9720
Fisher Pivots for day following 08-Jun-2018
Pivot 1 day 3 day
R1 1.0166 1.0171
PP 1.0163 1.0166
S1 1.0160 1.0162

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

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