CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 18-Jun-2018
Day Change Summary
Previous Current
15-Jun-2018 18-Jun-2018 Change Change % Previous Week
Open 1.0111 1.0100 -0.0011 -0.1% 1.0237
High 1.0134 1.0143 0.0009 0.1% 1.0259
Low 1.0090 1.0088 -0.0002 0.0% 1.0090
Close 1.0106 1.0130 0.0024 0.2% 1.0106
Range 0.0044 0.0055 0.0011 25.0% 0.0169
ATR 0.0066 0.0065 -0.0001 -1.2% 0.0000
Volume 33,977 14,449 -19,528 -57.5% 150,453
Daily Pivots for day following 18-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0285 1.0263 1.0160
R3 1.0230 1.0208 1.0145
R2 1.0175 1.0175 1.0140
R1 1.0153 1.0153 1.0135 1.0164
PP 1.0120 1.0120 1.0120 1.0126
S1 1.0098 1.0098 1.0125 1.0109
S2 1.0065 1.0065 1.0120
S3 1.0010 1.0043 1.0115
S4 0.9955 0.9988 1.0100
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0659 1.0551 1.0199
R3 1.0490 1.0382 1.0152
R2 1.0321 1.0321 1.0137
R1 1.0213 1.0213 1.0121 1.0183
PP 1.0152 1.0152 1.0152 1.0136
S1 1.0044 1.0044 1.0091 1.0014
S2 0.9983 0.9983 1.0075
S3 0.9814 0.9875 1.0060
S4 0.9645 0.9706 1.0013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0259 1.0088 0.0171 1.7% 0.0073 0.7% 25% False True 30,934
10 1.0304 1.0088 0.0216 2.1% 0.0068 0.7% 19% False True 17,201
20 1.0304 1.0088 0.0216 2.1% 0.0067 0.7% 19% False True 8,946
40 1.0388 1.0055 0.0333 3.3% 0.0058 0.6% 23% False False 4,487
60 1.0762 1.0055 0.0707 7.0% 0.0058 0.6% 11% False False 2,993
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0377
2.618 1.0287
1.618 1.0232
1.000 1.0198
0.618 1.0177
HIGH 1.0143
0.618 1.0122
0.500 1.0116
0.382 1.0109
LOW 1.0088
0.618 1.0054
1.000 1.0033
1.618 0.9999
2.618 0.9944
4.250 0.9854
Fisher Pivots for day following 18-Jun-2018
Pivot 1 day 3 day
R1 1.0125 1.0173
PP 1.0120 1.0159
S1 1.0116 1.0144

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

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