CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 27-Jul-2018
Day Change Summary
Previous Current
26-Jul-2018 27-Jul-2018 Change Change % Previous Week
Open 1.0126 1.0098 -0.0028 -0.3% 1.0128
High 1.0141 1.0109 -0.0032 -0.3% 1.0147
Low 1.0090 1.0063 -0.0027 -0.3% 1.0063
Close 1.0096 1.0101 0.0005 0.0% 1.0101
Range 0.0051 0.0046 -0.0005 -9.8% 0.0084
ATR 0.0060 0.0059 -0.0001 -1.7% 0.0000
Volume 19,781 22,844 3,063 15.5% 105,831
Daily Pivots for day following 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.0229 1.0211 1.0126
R3 1.0183 1.0165 1.0114
R2 1.0137 1.0137 1.0109
R1 1.0119 1.0119 1.0105 1.0128
PP 1.0091 1.0091 1.0091 1.0096
S1 1.0073 1.0073 1.0097 1.0082
S2 1.0045 1.0045 1.0093
S3 0.9999 1.0027 1.0088
S4 0.9953 0.9981 1.0076
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.0356 1.0312 1.0147
R3 1.0272 1.0228 1.0124
R2 1.0188 1.0188 1.0116
R1 1.0144 1.0144 1.0109 1.0124
PP 1.0104 1.0104 1.0104 1.0094
S1 1.0060 1.0060 1.0093 1.0040
S2 1.0020 1.0020 1.0086
S3 0.9936 0.9976 1.0078
S4 0.9852 0.9892 1.0055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0147 1.0063 0.0084 0.8% 0.0043 0.4% 45% False True 21,166
10 1.0147 1.0004 0.0143 1.4% 0.0058 0.6% 68% False False 23,581
20 1.0204 0.9984 0.0220 2.2% 0.0060 0.6% 53% False False 24,028
40 1.0304 0.9984 0.0320 3.2% 0.0062 0.6% 37% False False 20,336
60 1.0304 0.9984 0.0320 3.2% 0.0060 0.6% 37% False False 13,659
80 1.0629 0.9984 0.0645 6.4% 0.0058 0.6% 18% False False 10,246
100 1.0858 0.9984 0.0874 8.7% 0.0058 0.6% 13% False False 8,198
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0305
2.618 1.0229
1.618 1.0183
1.000 1.0155
0.618 1.0137
HIGH 1.0109
0.618 1.0091
0.500 1.0086
0.382 1.0081
LOW 1.0063
0.618 1.0035
1.000 1.0017
1.618 0.9989
2.618 0.9943
4.250 0.9868
Fisher Pivots for day following 27-Jul-2018
Pivot 1 day 3 day
R1 1.0096 1.0102
PP 1.0091 1.0102
S1 1.0086 1.0101

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

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