CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 30-Jul-2018
Day Change Summary
Previous Current
27-Jul-2018 30-Jul-2018 Change Change % Previous Week
Open 1.0098 1.0098 0.0000 0.0% 1.0128
High 1.0109 1.0164 0.0055 0.5% 1.0147
Low 1.0063 1.0083 0.0020 0.2% 1.0063
Close 1.0101 1.0163 0.0062 0.6% 1.0101
Range 0.0046 0.0081 0.0035 76.1% 0.0084
ATR 0.0059 0.0061 0.0002 2.6% 0.0000
Volume 22,844 25,415 2,571 11.3% 105,831
Daily Pivots for day following 30-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.0380 1.0352 1.0208
R3 1.0299 1.0271 1.0185
R2 1.0218 1.0218 1.0178
R1 1.0190 1.0190 1.0170 1.0204
PP 1.0137 1.0137 1.0137 1.0144
S1 1.0109 1.0109 1.0156 1.0123
S2 1.0056 1.0056 1.0148
S3 0.9975 1.0028 1.0141
S4 0.9894 0.9947 1.0118
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 1.0164 1.0063 0.0101 1.0% 0.0050 0.5% 99% True False 22,293
10 1.0164 1.0004 0.0160 1.6% 0.0060 0.6% 99% True False 23,940
20 1.0204 0.9984 0.0220 2.2% 0.0060 0.6% 81% False False 23,704
40 1.0304 0.9984 0.0320 3.1% 0.0063 0.6% 56% False False 20,963
60 1.0304 0.9984 0.0320 3.1% 0.0061 0.6% 56% False False 14,082
80 1.0629 0.9984 0.0645 6.3% 0.0059 0.6% 28% False False 10,564
100 1.0788 0.9984 0.0804 7.9% 0.0058 0.6% 22% False False 8,452
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0508
2.618 1.0376
1.618 1.0295
1.000 1.0245
0.618 1.0214
HIGH 1.0164
0.618 1.0133
0.500 1.0124
0.382 1.0114
LOW 1.0083
0.618 1.0033
1.000 1.0002
1.618 0.9952
2.618 0.9871
4.250 0.9739
Fisher Pivots for day following 30-Jul-2018
Pivot 1 day 3 day
R1 1.0150 1.0147
PP 1.0137 1.0130
S1 1.0124 1.0114

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

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