CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 13-Jul-2018
Day Change Summary
Previous Current
12-Jul-2018 13-Jul-2018 Change Change % Previous Week
Open 1.0096 1.0029 -0.0067 -0.7% 1.0169
High 1.0105 1.0038 -0.0067 -0.7% 1.0204
Low 1.0025 0.9984 -0.0041 -0.4% 0.9984
Close 1.0029 1.0031 0.0002 0.0% 1.0031
Range 0.0080 0.0054 -0.0026 -32.5% 0.0220
ATR 0.0063 0.0063 -0.0001 -1.0% 0.0000
Volume 28,655 29,647 992 3.5% 130,153
Daily Pivots for day following 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.0180 1.0159 1.0061
R3 1.0126 1.0105 1.0046
R2 1.0072 1.0072 1.0041
R1 1.0051 1.0051 1.0036 1.0061
PP 1.0018 1.0018 1.0018 1.0023
S1 0.9997 0.9997 1.0026 1.0008
S2 0.9964 0.9964 1.0021
S3 0.9910 0.9943 1.0016
S4 0.9856 0.9889 1.0001
Weekly Pivots for week ending 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.0733 1.0602 1.0152
R3 1.0513 1.0382 1.0091
R2 1.0293 1.0293 1.0071
R1 1.0162 1.0162 1.0051 1.0118
PP 1.0073 1.0073 1.0073 1.0051
S1 0.9942 0.9942 1.0011 0.9898
S2 0.9853 0.9853 0.9991
S3 0.9633 0.9722 0.9971
S4 0.9413 0.9502 0.9910
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0204 0.9984 0.0220 2.2% 0.0065 0.6% 21% False True 26,030
10 1.0204 0.9984 0.0220 2.2% 0.0062 0.6% 21% False True 24,475
20 1.0219 0.9984 0.0235 2.3% 0.0060 0.6% 20% False True 22,639
40 1.0304 0.9984 0.0320 3.2% 0.0063 0.6% 15% False True 14,586
60 1.0475 0.9984 0.0491 4.9% 0.0059 0.6% 10% False True 9,731
80 1.0762 0.9984 0.0778 7.8% 0.0059 0.6% 6% False True 7,299
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0012
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0267
2.618 1.0179
1.618 1.0125
1.000 1.0092
0.618 1.0071
HIGH 1.0038
0.618 1.0017
0.500 1.0011
0.382 1.0005
LOW 0.9984
0.618 0.9951
1.000 0.9930
1.618 0.9897
2.618 0.9843
4.250 0.9755
Fisher Pivots for day following 13-Jul-2018
Pivot 1 day 3 day
R1 1.0024 1.0068
PP 1.0018 1.0056
S1 1.0011 1.0043

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

View Archives - Comment on this page... - Back to Index of Symbols