CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 14-Jun-2018
Day Change Summary
Previous Current
13-Jun-2018 14-Jun-2018 Change Change % Previous Week
Open 1.0214 1.0228 0.0014 0.1% 1.0209
High 1.0246 1.0258 0.0012 0.1% 1.0304
Low 1.0188 1.0106 -0.0082 -0.8% 1.0199
Close 1.0221 1.0115 -0.0106 -1.0% 1.0238
Range 0.0058 0.0152 0.0094 162.1% 0.0105
ATR 0.0062 0.0068 0.0006 10.5% 0.0000
Volume 49,490 40,851 -8,639 -17.5% 8,043
Daily Pivots for day following 14-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0616 1.0517 1.0199
R3 1.0464 1.0365 1.0157
R2 1.0312 1.0312 1.0143
R1 1.0213 1.0213 1.0129 1.0187
PP 1.0160 1.0160 1.0160 1.0146
S1 1.0061 1.0061 1.0101 1.0035
S2 1.0008 1.0008 1.0087
S3 0.9856 0.9909 1.0073
S4 0.9704 0.9757 1.0031
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 1.0293 1.0106 0.0187 1.8% 0.0078 0.8% 5% False True 23,544
10 1.0304 1.0106 0.0198 2.0% 0.0071 0.7% 5% False True 12,485
20 1.0304 1.0072 0.0232 2.3% 0.0067 0.7% 19% False False 6,533
40 1.0475 1.0055 0.0420 4.2% 0.0058 0.6% 14% False False 3,277
60 1.0762 1.0055 0.0707 7.0% 0.0059 0.6% 8% False False 2,186
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 1.0904
2.618 1.0656
1.618 1.0504
1.000 1.0410
0.618 1.0352
HIGH 1.0258
0.618 1.0200
0.500 1.0182
0.382 1.0164
LOW 1.0106
0.618 1.0012
1.000 0.9954
1.618 0.9860
2.618 0.9708
4.250 0.9460
Fisher Pivots for day following 14-Jun-2018
Pivot 1 day 3 day
R1 1.0182 1.0183
PP 1.0160 1.0160
S1 1.0137 1.0138

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

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