CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 09-Aug-2018
Day Change Summary
Previous Current
08-Aug-2018 09-Aug-2018 Change Change % Previous Week
Open 1.0073 1.0102 0.0029 0.3% 1.0098
High 1.0105 1.0137 0.0032 0.3% 1.0174
Low 1.0062 1.0080 0.0018 0.2% 1.0069
Close 1.0104 1.0099 -0.0005 0.0% 1.0094
Range 0.0043 0.0057 0.0014 32.6% 0.0105
ATR 0.0053 0.0053 0.0000 0.5% 0.0000
Volume 21,476 28,288 6,812 31.7% 120,609
Daily Pivots for day following 09-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0276 1.0245 1.0130
R3 1.0219 1.0188 1.0115
R2 1.0162 1.0162 1.0109
R1 1.0131 1.0131 1.0104 1.0118
PP 1.0105 1.0105 1.0105 1.0099
S1 1.0074 1.0074 1.0094 1.0061
S2 1.0048 1.0048 1.0089
S3 0.9991 1.0017 1.0083
S4 0.9934 0.9960 1.0068
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0427 1.0366 1.0152
R3 1.0322 1.0261 1.0123
R2 1.0217 1.0217 1.0113
R1 1.0156 1.0156 1.0104 1.0134
PP 1.0112 1.0112 1.0112 1.0102
S1 1.0051 1.0051 1.0084 1.0029
S2 1.0007 1.0007 1.0075
S3 0.9902 0.9946 1.0065
S4 0.9797 0.9841 1.0036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0137 1.0049 0.0088 0.9% 0.0046 0.5% 57% True False 22,879
10 1.0174 1.0049 0.0125 1.2% 0.0047 0.5% 40% False False 23,202
20 1.0174 0.9984 0.0190 1.9% 0.0053 0.5% 61% False False 23,732
40 1.0258 0.9984 0.0274 2.7% 0.0059 0.6% 42% False False 23,466
60 1.0304 0.9984 0.0320 3.2% 0.0060 0.6% 36% False False 17,141
80 1.0494 0.9984 0.0510 5.0% 0.0057 0.6% 23% False False 12,861
100 1.0762 0.9984 0.0778 7.7% 0.0057 0.6% 15% False False 10,289
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0379
2.618 1.0286
1.618 1.0229
1.000 1.0194
0.618 1.0172
HIGH 1.0137
0.618 1.0115
0.500 1.0109
0.382 1.0102
LOW 1.0080
0.618 1.0045
1.000 1.0023
1.618 0.9988
2.618 0.9931
4.250 0.9838
Fisher Pivots for day following 09-Aug-2018
Pivot 1 day 3 day
R1 1.0109 1.0100
PP 1.0105 1.0099
S1 1.0102 1.0099

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

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