CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 17-Jul-2018
Day Change Summary
Previous Current
16-Jul-2018 17-Jul-2018 Change Change % Previous Week
Open 1.0035 1.0086 0.0051 0.5% 1.0169
High 1.0089 1.0125 0.0036 0.4% 1.0204
Low 1.0027 1.0049 0.0022 0.2% 0.9984
Close 1.0086 1.0058 -0.0028 -0.3% 1.0031
Range 0.0062 0.0076 0.0014 22.6% 0.0220
ATR 0.0063 0.0063 0.0001 1.5% 0.0000
Volume 21,827 27,702 5,875 26.9% 130,153
Daily Pivots for day following 17-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.0305 1.0258 1.0100
R3 1.0229 1.0182 1.0079
R2 1.0153 1.0153 1.0072
R1 1.0106 1.0106 1.0065 1.0092
PP 1.0077 1.0077 1.0077 1.0070
S1 1.0030 1.0030 1.0051 1.0016
S2 1.0001 1.0001 1.0044
S3 0.9925 0.9954 1.0037
S4 0.9849 0.9878 1.0016
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 1.0152 0.9984 0.0168 1.7% 0.0067 0.7% 44% False False 27,003
10 1.0204 0.9984 0.0220 2.2% 0.0061 0.6% 34% False False 24,087
20 1.0219 0.9984 0.0235 2.3% 0.0062 0.6% 31% False False 22,694
40 1.0304 0.9984 0.0320 3.2% 0.0064 0.6% 23% False False 15,820
60 1.0388 0.9984 0.0404 4.0% 0.0059 0.6% 18% False False 10,556
80 1.0762 0.9984 0.0778 7.7% 0.0059 0.6% 10% False False 7,918
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0448
2.618 1.0324
1.618 1.0248
1.000 1.0201
0.618 1.0172
HIGH 1.0125
0.618 1.0096
0.500 1.0087
0.382 1.0078
LOW 1.0049
0.618 1.0002
1.000 0.9973
1.618 0.9926
2.618 0.9850
4.250 0.9726
Fisher Pivots for day following 17-Jul-2018
Pivot 1 day 3 day
R1 1.0087 1.0057
PP 1.0077 1.0056
S1 1.0068 1.0055

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

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