CME Swiss Franc Future September 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 1.0237 1.0209 -0.0028 -0.3% 1.0182
High 1.0253 1.0264 0.0011 0.1% 1.0271
Low 1.0185 1.0201 0.0016 0.2% 1.0116
Close 1.0207 1.0208 0.0001 0.0% 1.0207
Range 0.0068 0.0063 -0.0005 -7.4% 0.0155
ATR 0.0062 0.0062 0.0000 0.1% 0.0000
Volume 338 930 592 175.1% 1,493
Daily Pivots for day following 04-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0413 1.0374 1.0243
R3 1.0350 1.0311 1.0225
R2 1.0287 1.0287 1.0220
R1 1.0248 1.0248 1.0214 1.0236
PP 1.0224 1.0224 1.0224 1.0219
S1 1.0185 1.0185 1.0202 1.0173
S2 1.0161 1.0161 1.0196
S3 1.0098 1.0122 1.0191
S4 1.0035 1.0059 1.0173
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0663 1.0590 1.0292
R3 1.0508 1.0435 1.0250
R2 1.0353 1.0353 1.0235
R1 1.0280 1.0280 1.0221 1.0317
PP 1.0198 1.0198 1.0198 1.0216
S1 1.0125 1.0125 1.0193 1.0162
S2 1.0043 1.0043 1.0179
S3 0.9888 0.9970 1.0164
S4 0.9733 0.9815 1.0122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0271 1.0116 0.0155 1.5% 0.0077 0.8% 59% False False 484
10 1.0271 1.0103 0.0168 1.6% 0.0065 0.6% 63% False False 691
20 1.0271 1.0055 0.0216 2.1% 0.0059 0.6% 71% False False 365
40 1.0629 1.0055 0.0574 5.6% 0.0055 0.5% 27% False False 187
60 1.0783 1.0055 0.0728 7.1% 0.0055 0.5% 21% False False 126
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 1.0532
2.618 1.0429
1.618 1.0366
1.000 1.0327
0.618 1.0303
HIGH 1.0264
0.618 1.0240
0.500 1.0233
0.382 1.0225
LOW 1.0201
0.618 1.0162
1.000 1.0138
1.618 1.0099
2.618 1.0036
4.250 0.9933
Fisher Pivots for day following 04-Jun-2018
Pivot 1 day 3 day
R1 1.0233 1.0228
PP 1.0224 1.0221
S1 1.0216 1.0215

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

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