CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 03-Jul-2018
Day Change Summary
Previous Current
02-Jul-2018 03-Jul-2018 Change Change % Previous Week
Open 1.0162 1.0125 -0.0037 -0.4% 1.0195
High 1.0164 1.0152 -0.0012 -0.1% 1.0219
Low 1.0098 1.0115 0.0017 0.2% 1.0075
Close 1.0116 1.0136 0.0020 0.2% 1.0155
Range 0.0066 0.0037 -0.0029 -43.9% 0.0144
ATR 0.0065 0.0063 -0.0002 -3.1% 0.0000
Volume 21,504 17,796 -3,708 -17.2% 111,293
Daily Pivots for day following 03-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.0245 1.0228 1.0156
R3 1.0208 1.0191 1.0146
R2 1.0171 1.0171 1.0143
R1 1.0154 1.0154 1.0139 1.0163
PP 1.0134 1.0134 1.0134 1.0139
S1 1.0117 1.0117 1.0133 1.0126
S2 1.0097 1.0097 1.0129
S3 1.0060 1.0080 1.0126
S4 1.0023 1.0043 1.0116
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 1.0180 1.0075 0.0105 1.0% 0.0062 0.6% 58% False False 23,167
10 1.0219 1.0075 0.0144 1.4% 0.0060 0.6% 42% False False 21,146
20 1.0304 1.0075 0.0229 2.3% 0.0064 0.6% 27% False False 20,113
40 1.0304 1.0055 0.0249 2.5% 0.0061 0.6% 33% False False 10,252
60 1.0629 1.0055 0.0574 5.7% 0.0058 0.6% 14% False False 6,838
80 1.0783 1.0055 0.0728 7.2% 0.0057 0.6% 11% False False 5,130
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0309
2.618 1.0249
1.618 1.0212
1.000 1.0189
0.618 1.0175
HIGH 1.0152
0.618 1.0138
0.500 1.0134
0.382 1.0129
LOW 1.0115
0.618 1.0092
1.000 1.0078
1.618 1.0055
2.618 1.0018
4.250 0.9958
Fisher Pivots for day following 03-Jul-2018
Pivot 1 day 3 day
R1 1.0135 1.0134
PP 1.0134 1.0132
S1 1.0134 1.0130

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

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