CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 19-Jul-2018
Day Change Summary
Previous Current
18-Jul-2018 19-Jul-2018 Change Change % Previous Week
Open 1.0050 1.0060 0.0010 0.1% 1.0169
High 1.0068 1.0089 0.0021 0.2% 1.0204
Low 1.0016 1.0004 -0.0012 -0.1% 0.9984
Close 1.0058 1.0061 0.0003 0.0% 1.0031
Range 0.0052 0.0085 0.0033 63.5% 0.0220
ATR 0.0063 0.0064 0.0002 2.5% 0.0000
Volume 20,888 29,042 8,154 39.0% 130,153
Daily Pivots for day following 19-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.0306 1.0269 1.0108
R3 1.0221 1.0184 1.0084
R2 1.0136 1.0136 1.0077
R1 1.0099 1.0099 1.0069 1.0118
PP 1.0051 1.0051 1.0051 1.0061
S1 1.0014 1.0014 1.0053 1.0033
S2 0.9966 0.9966 1.0045
S3 0.9881 0.9929 1.0038
S4 0.9796 0.9844 1.0014
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% 0.0066 0.7% 55% False False 25,821
10 1.0204 0.9984 0.0220 2.2% 0.0066 0.7% 35% False False 24,846
20 1.0219 0.9984 0.0235 2.3% 0.0063 0.6% 33% False False 23,390
40 1.0304 0.9984 0.0320 3.2% 0.0065 0.6% 24% False False 17,058
60 1.0320 0.9984 0.0336 3.3% 0.0060 0.6% 23% False False 11,388
80 1.0759 0.9984 0.0775 7.7% 0.0060 0.6% 10% False False 8,542
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0450
2.618 1.0312
1.618 1.0227
1.000 1.0174
0.618 1.0142
HIGH 1.0089
0.618 1.0057
0.500 1.0047
0.382 1.0036
LOW 1.0004
0.618 0.9951
1.000 0.9919
1.618 0.9866
2.618 0.9781
4.250 0.9643
Fisher Pivots for day following 19-Jul-2018
Pivot 1 day 3 day
R1 1.0056 1.0065
PP 1.0051 1.0063
S1 1.0047 1.0062

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

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