CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 18-Jul-2018
Day Change Summary
Previous Current
17-Jul-2018 18-Jul-2018 Change Change % Previous Week
Open 1.0086 1.0050 -0.0036 -0.4% 1.0169
High 1.0125 1.0068 -0.0057 -0.6% 1.0204
Low 1.0049 1.0016 -0.0033 -0.3% 0.9984
Close 1.0058 1.0058 0.0000 0.0% 1.0031
Range 0.0076 0.0052 -0.0024 -31.6% 0.0220
ATR 0.0063 0.0063 -0.0001 -1.3% 0.0000
Volume 27,702 20,888 -6,814 -24.6% 130,153
Daily Pivots for day following 18-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.0203 1.0183 1.0087
R3 1.0151 1.0131 1.0072
R2 1.0099 1.0099 1.0068
R1 1.0079 1.0079 1.0063 1.0089
PP 1.0047 1.0047 1.0047 1.0053
S1 1.0027 1.0027 1.0053 1.0037
S2 0.9995 0.9995 1.0048
S3 0.9943 0.9975 1.0044
S4 0.9891 0.9923 1.0029
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 1.0125 0.9984 0.0141 1.4% 0.0065 0.6% 52% False False 25,743
10 1.0204 0.9984 0.0220 2.2% 0.0062 0.6% 34% False False 24,396
20 1.0219 0.9984 0.0235 2.3% 0.0061 0.6% 31% False False 22,771
40 1.0304 0.9984 0.0320 3.2% 0.0065 0.6% 23% False False 16,341
60 1.0366 0.9984 0.0382 3.8% 0.0060 0.6% 19% False False 10,904
80 1.0762 0.9984 0.0778 7.7% 0.0059 0.6% 10% False False 8,179
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 0.0017
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0289
2.618 1.0204
1.618 1.0152
1.000 1.0120
0.618 1.0100
HIGH 1.0068
0.618 1.0048
0.500 1.0042
0.382 1.0036
LOW 1.0016
0.618 0.9984
1.000 0.9964
1.618 0.9932
2.618 0.9880
4.250 0.9795
Fisher Pivots for day following 18-Jul-2018
Pivot 1 day 3 day
R1 1.0053 1.0071
PP 1.0047 1.0066
S1 1.0042 1.0062

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

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