CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 29-Jun-2018
Day Change Summary
Previous Current
28-Jun-2018 29-Jun-2018 Change Change % Previous Week
Open 1.0101 1.0087 -0.0014 -0.1% 1.0195
High 1.0107 1.0174 0.0067 0.7% 1.0219
Low 1.0075 1.0085 0.0010 0.1% 1.0075
Close 1.0081 1.0155 0.0074 0.7% 1.0155
Range 0.0032 0.0089 0.0057 178.1% 0.0144
ATR 0.0062 0.0065 0.0002 3.5% 0.0000
Volume 22,343 31,907 9,564 42.8% 111,293
Daily Pivots for day following 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0405 1.0369 1.0204
R3 1.0316 1.0280 1.0179
R2 1.0227 1.0227 1.0171
R1 1.0191 1.0191 1.0163 1.0209
PP 1.0138 1.0138 1.0138 1.0147
S1 1.0102 1.0102 1.0147 1.0120
S2 1.0049 1.0049 1.0139
S3 0.9960 1.0013 1.0131
S4 0.9871 0.9924 1.0106
Weekly Pivots for week ending 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0582 1.0512 1.0234
R3 1.0438 1.0368 1.0195
R2 1.0294 1.0294 1.0181
R1 1.0224 1.0224 1.0168 1.0187
PP 1.0150 1.0150 1.0150 1.0131
S1 1.0080 1.0080 1.0142 1.0043
S2 1.0006 1.0006 1.0129
S3 0.9862 0.9936 1.0115
S4 0.9718 0.9792 1.0076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0219 1.0075 0.0144 1.4% 0.0062 0.6% 56% False False 22,258
10 1.0219 1.0075 0.0144 1.4% 0.0061 0.6% 56% False False 20,596
20 1.0304 1.0075 0.0229 2.3% 0.0065 0.6% 35% False False 18,223
40 1.0304 1.0055 0.0249 2.5% 0.0062 0.6% 40% False False 9,271
60 1.0629 1.0055 0.0574 5.7% 0.0059 0.6% 17% False False 6,183
80 1.0788 1.0055 0.0733 7.2% 0.0058 0.6% 14% False False 4,639
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0552
2.618 1.0407
1.618 1.0318
1.000 1.0263
0.618 1.0229
HIGH 1.0174
0.618 1.0140
0.500 1.0130
0.382 1.0119
LOW 1.0085
0.618 1.0030
1.000 0.9996
1.618 0.9941
2.618 0.9852
4.250 0.9707
Fisher Pivots for day following 29-Jun-2018
Pivot 1 day 3 day
R1 1.0147 1.0146
PP 1.0138 1.0137
S1 1.0130 1.0128

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

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