CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 25-Jun-2018
Day Change Summary
Previous Current
22-Jun-2018 25-Jun-2018 Change Change % Previous Week
Open 1.0161 1.0195 0.0034 0.3% 1.0100
High 1.0203 1.0219 0.0016 0.2% 1.0203
Low 1.0155 1.0183 0.0028 0.3% 1.0086
Close 1.0201 1.0217 0.0016 0.2% 1.0201
Range 0.0048 0.0036 -0.0012 -25.0% 0.0117
ATR 0.0065 0.0063 -0.0002 -3.2% 0.0000
Volume 17,227 16,715 -512 -3.0% 94,671
Daily Pivots for day following 25-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0314 1.0302 1.0237
R3 1.0278 1.0266 1.0227
R2 1.0242 1.0242 1.0224
R1 1.0230 1.0230 1.0220 1.0236
PP 1.0206 1.0206 1.0206 1.0210
S1 1.0194 1.0194 1.0214 1.0200
S2 1.0170 1.0170 1.0210
S3 1.0134 1.0158 1.0207
S4 1.0098 1.0122 1.0197
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0514 1.0475 1.0265
R3 1.0397 1.0358 1.0233
R2 1.0280 1.0280 1.0222
R1 1.0241 1.0241 1.0212 1.0261
PP 1.0163 1.0163 1.0163 1.0173
S1 1.0124 1.0124 1.0190 1.0144
S2 1.0046 1.0046 1.0180
S3 0.9929 1.0007 1.0169
S4 0.9812 0.9890 1.0137
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0219 1.0086 0.0133 1.3% 0.0057 0.6% 98% True False 19,387
10 1.0259 1.0086 0.0173 1.7% 0.0065 0.6% 76% False False 25,161
20 1.0304 1.0086 0.0218 2.1% 0.0068 0.7% 60% False False 13,568
40 1.0304 1.0055 0.0249 2.4% 0.0060 0.6% 65% False False 6,909
60 1.0646 1.0055 0.0591 5.8% 0.0057 0.6% 27% False False 4,608
80 1.0883 1.0055 0.0828 8.1% 0.0057 0.6% 20% False False 3,457
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0018
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0372
2.618 1.0313
1.618 1.0277
1.000 1.0255
0.618 1.0241
HIGH 1.0219
0.618 1.0205
0.500 1.0201
0.382 1.0197
LOW 1.0183
0.618 1.0161
1.000 1.0147
1.618 1.0125
2.618 1.0089
4.250 1.0030
Fisher Pivots for day following 25-Jun-2018
Pivot 1 day 3 day
R1 1.0212 1.0196
PP 1.0206 1.0174
S1 1.0201 1.0153

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

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