CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 12-Jun-2018
Day Change Summary
Previous Current
11-Jun-2018 12-Jun-2018 Change Change % Previous Week
Open 1.0165 1.0152 -0.0013 -0.1% 1.0129
High 1.0169 1.0178 0.0009 0.1% 1.0223
Low 1.0133 1.0122 -0.0011 -0.1% 1.0117
Close 1.0158 1.0147 -0.0011 -0.1% 1.0157
Range 0.0036 0.0056 0.0020 55.6% 0.0106
ATR 0.0065 0.0065 -0.0001 -1.0% 0.0000
Volume 25,839 32,312 6,473 25.1% 114,452
Daily Pivots for day following 12-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0317 1.0288 1.0178
R3 1.0261 1.0232 1.0162
R2 1.0205 1.0205 1.0157
R1 1.0176 1.0176 1.0152 1.0163
PP 1.0149 1.0149 1.0149 1.0142
S1 1.0120 1.0120 1.0142 1.0107
S2 1.0093 1.0093 1.0137
S3 1.0037 1.0064 1.0132
S4 0.9981 1.0008 1.0116
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 1.0119 0.0104 1.0% 0.0063 0.6% 27% False False 26,581
10 1.0223 1.0081 0.0142 1.4% 0.0065 0.6% 46% False False 26,608
20 1.0223 0.9985 0.0238 2.3% 0.0065 0.6% 68% False False 27,793
40 1.0489 0.9972 0.0517 5.1% 0.0062 0.6% 34% False False 27,592
60 1.0676 0.9972 0.0704 6.9% 0.0063 0.6% 25% False False 25,738
80 1.0991 0.9972 0.1019 10.0% 0.0067 0.7% 17% False False 20,537
100 1.0991 0.9972 0.1019 10.0% 0.0073 0.7% 17% False False 16,440
120 1.0991 0.9972 0.1019 10.0% 0.0072 0.7% 17% False False 13,703
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0416
2.618 1.0325
1.618 1.0269
1.000 1.0234
0.618 1.0213
HIGH 1.0178
0.618 1.0157
0.500 1.0150
0.382 1.0143
LOW 1.0122
0.618 1.0087
1.000 1.0066
1.618 1.0031
2.618 0.9975
4.250 0.9884
Fisher Pivots for day following 12-Jun-2018
Pivot 1 day 3 day
R1 1.0150 1.0166
PP 1.0149 1.0160
S1 1.0148 1.0153

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

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