CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 02-Aug-2018
Day Change Summary
Previous Current
01-Aug-2018 02-Aug-2018 Change Change % Previous Week
Open 1.0137 1.0118 -0.0019 -0.2% 1.0128
High 1.0138 1.0121 -0.0017 -0.2% 1.0147
Low 1.0105 1.0079 -0.0026 -0.3% 1.0063
Close 1.0123 1.0082 -0.0041 -0.4% 1.0101
Range 0.0033 0.0042 0.0009 27.3% 0.0084
ATR 0.0058 0.0057 -0.0001 -1.7% 0.0000
Volume 20,083 20,863 780 3.9% 105,831
Daily Pivots for day following 02-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0220 1.0193 1.0105
R3 1.0178 1.0151 1.0094
R2 1.0136 1.0136 1.0090
R1 1.0109 1.0109 1.0086 1.0102
PP 1.0094 1.0094 1.0094 1.0090
S1 1.0067 1.0067 1.0078 1.0060
S2 1.0052 1.0052 1.0074
S3 1.0010 1.0025 1.0070
S4 0.9968 0.9983 1.0059
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 1.0174 1.0063 0.0111 1.1% 0.0049 0.5% 17% False False 23,526
10 1.0174 1.0037 0.0137 1.4% 0.0051 0.5% 33% False False 23,114
20 1.0204 0.9984 0.0220 2.2% 0.0058 0.6% 45% False False 23,980
40 1.0304 0.9984 0.0320 3.2% 0.0061 0.6% 31% False False 22,580
60 1.0304 0.9984 0.0320 3.2% 0.0060 0.6% 31% False False 15,237
80 1.0606 0.9984 0.0622 6.2% 0.0058 0.6% 16% False False 11,431
100 1.0783 0.9984 0.0799 7.9% 0.0058 0.6% 12% False False 9,146
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 True
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0300
2.618 1.0231
1.618 1.0189
1.000 1.0163
0.618 1.0147
HIGH 1.0121
0.618 1.0105
0.500 1.0100
0.382 1.0095
LOW 1.0079
0.618 1.0053
1.000 1.0037
1.618 1.0011
2.618 0.9969
4.250 0.9901
Fisher Pivots for day following 02-Aug-2018
Pivot 1 day 3 day
R1 1.0100 1.0127
PP 1.0094 1.0112
S1 1.0088 1.0097

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

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