CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 13-Jun-2018
Day Change Summary
Previous Current
12-Jun-2018 13-Jun-2018 Change Change % Previous Week
Open 1.0233 1.0214 -0.0019 -0.2% 1.0209
High 1.0259 1.0246 -0.0013 -0.1% 1.0304
Low 1.0203 1.0188 -0.0015 -0.1% 1.0199
Close 1.0227 1.0221 -0.0006 -0.1% 1.0238
Range 0.0056 0.0058 0.0002 3.6% 0.0105
ATR 0.0062 0.0062 0.0000 -0.4% 0.0000
Volume 15,907 49,490 33,583 211.1% 8,043
Daily Pivots for day following 13-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0392 1.0365 1.0253
R3 1.0334 1.0307 1.0237
R2 1.0276 1.0276 1.0232
R1 1.0249 1.0249 1.0226 1.0263
PP 1.0218 1.0218 1.0218 1.0225
S1 1.0191 1.0191 1.0216 1.0205
S2 1.0160 1.0160 1.0210
S3 1.0102 1.0133 1.0205
S4 1.0044 1.0075 1.0189
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0562 1.0505 1.0296
R3 1.0457 1.0400 1.0267
R2 1.0352 1.0352 1.0257
R1 1.0295 1.0295 1.0248 1.0324
PP 1.0247 1.0247 1.0247 1.0261
S1 1.0190 1.0190 1.0228 1.0219
S2 1.0142 1.0142 1.0219
S3 1.0037 1.0085 1.0209
S4 0.9932 0.9980 1.0180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0304 1.0188 0.0116 1.1% 0.0063 0.6% 28% False True 15,792
10 1.0304 1.0185 0.0119 1.2% 0.0063 0.6% 30% False False 8,444
20 1.0304 1.0072 0.0232 2.3% 0.0061 0.6% 64% False False 4,493
40 1.0494 1.0055 0.0439 4.3% 0.0056 0.5% 38% False False 2,255
60 1.0762 1.0055 0.0707 6.9% 0.0056 0.6% 23% False False 1,505
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0493
2.618 1.0398
1.618 1.0340
1.000 1.0304
0.618 1.0282
HIGH 1.0246
0.618 1.0224
0.500 1.0217
0.382 1.0210
LOW 1.0188
0.618 1.0152
1.000 1.0130
1.618 1.0094
2.618 1.0036
4.250 0.9942
Fisher Pivots for day following 13-Jun-2018
Pivot 1 day 3 day
R1 1.0220 1.0224
PP 1.0218 1.0223
S1 1.0217 1.0222

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

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