CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 22-Aug-2018
Day Change Summary
Previous Current
21-Aug-2018 22-Aug-2018 Change Change % Previous Week
Open 1.0111 1.0174 0.0063 0.6% 1.0086
High 1.0183 1.0217 0.0034 0.3% 1.0128
Low 1.0111 1.0170 0.0059 0.6% 1.0042
Close 1.0172 1.0190 0.0018 0.2% 1.0072
Range 0.0072 0.0047 -0.0025 -34.7% 0.0086
ATR 0.0055 0.0054 -0.0001 -1.0% 0.0000
Volume 43,048 31,331 -11,717 -27.2% 143,076
Daily Pivots for day following 22-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0333 1.0309 1.0216
R3 1.0286 1.0262 1.0203
R2 1.0239 1.0239 1.0199
R1 1.0215 1.0215 1.0194 1.0227
PP 1.0192 1.0192 1.0192 1.0199
S1 1.0168 1.0168 1.0186 1.0180
S2 1.0145 1.0145 1.0181
S3 1.0098 1.0121 1.0177
S4 1.0051 1.0074 1.0164
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0339 1.0291 1.0119
R3 1.0253 1.0205 1.0096
R2 1.0167 1.0167 1.0088
R1 1.0119 1.0119 1.0080 1.0100
PP 1.0081 1.0081 1.0081 1.0071
S1 1.0033 1.0033 1.0064 1.0014
S2 0.9995 0.9995 1.0056
S3 0.9909 0.9947 1.0048
S4 0.9823 0.9861 1.0025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0217 1.0045 0.0172 1.7% 0.0057 0.6% 84% True False 29,718
10 1.0217 1.0042 0.0175 1.7% 0.0053 0.5% 85% True False 30,905
20 1.0217 1.0042 0.0175 1.7% 0.0050 0.5% 85% True False 26,628
40 1.0217 0.9984 0.0233 2.3% 0.0056 0.5% 88% True False 25,378
60 1.0304 0.9984 0.0320 3.1% 0.0059 0.6% 64% False False 21,732
80 1.0304 0.9984 0.0320 3.1% 0.0058 0.6% 64% False False 16,369
100 1.0639 0.9984 0.0655 6.4% 0.0057 0.6% 31% False False 13,096
120 1.0864 0.9984 0.0880 8.6% 0.0057 0.6% 23% False False 10,914
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0417
2.618 1.0340
1.618 1.0293
1.000 1.0264
0.618 1.0246
HIGH 1.0217
0.618 1.0199
0.500 1.0194
0.382 1.0188
LOW 1.0170
0.618 1.0141
1.000 1.0123
1.618 1.0094
2.618 1.0047
4.250 0.9970
Fisher Pivots for day following 22-Aug-2018
Pivot 1 day 3 day
R1 1.0194 1.0172
PP 1.0192 1.0154
S1 1.0191 1.0136

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

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