CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 25-May-2018
Day Change Summary
Previous Current
24-May-2018 25-May-2018 Change Change % Previous Week
Open 1.0179 1.0190 0.0011 0.1% 1.0126
High 1.0214 1.0207 -0.0007 -0.1% 1.0214
Low 1.0175 1.0165 -0.0010 -0.1% 1.0103
Close 1.0185 1.0185 0.0000 0.0% 1.0185
Range 0.0039 0.0042 0.0003 7.7% 0.0111
ATR 0.0057 0.0056 -0.0001 -1.9% 0.0000
Volume 25 97 72 288.0% 4,488
Daily Pivots for day following 25-May-2018
Classic Woodie Camarilla DeMark
R4 1.0312 1.0290 1.0208
R3 1.0270 1.0248 1.0197
R2 1.0228 1.0228 1.0193
R1 1.0206 1.0206 1.0189 1.0196
PP 1.0186 1.0186 1.0186 1.0181
S1 1.0164 1.0164 1.0181 1.0154
S2 1.0144 1.0144 1.0177
S3 1.0102 1.0122 1.0173
S4 1.0060 1.0080 1.0162
Weekly Pivots for week ending 25-May-2018
Classic Woodie Camarilla DeMark
R4 1.0500 1.0454 1.0246
R3 1.0389 1.0343 1.0216
R2 1.0278 1.0278 1.0205
R1 1.0232 1.0232 1.0195 1.0255
PP 1.0167 1.0167 1.0167 1.0179
S1 1.0121 1.0121 1.0175 1.0144
S2 1.0056 1.0056 1.0165
S3 0.9945 1.0010 1.0154
S4 0.9834 0.9899 1.0124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0214 1.0103 0.0111 1.1% 0.0053 0.5% 74% False False 897
10 1.0214 1.0067 0.0147 1.4% 0.0051 0.5% 80% False False 476
20 1.0250 1.0055 0.0195 1.9% 0.0052 0.5% 67% False False 250
40 1.0646 1.0055 0.0591 5.8% 0.0052 0.5% 22% False False 127
60 1.0883 1.0055 0.0828 8.1% 0.0054 0.5% 16% False False 87
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0386
2.618 1.0317
1.618 1.0275
1.000 1.0249
0.618 1.0233
HIGH 1.0207
0.618 1.0191
0.500 1.0186
0.382 1.0181
LOW 1.0165
0.618 1.0139
1.000 1.0123
1.618 1.0097
2.618 1.0055
4.250 0.9987
Fisher Pivots for day following 25-May-2018
Pivot 1 day 3 day
R1 1.0186 1.0180
PP 1.0186 1.0175
S1 1.0185 1.0171

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

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