CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 04-Sep-2018
Day Change Summary
Previous Current
31-Aug-2018 04-Sep-2018 Change Change % Previous Week
Open 1.0330 1.0329 -0.0001 0.0% 1.0189
High 1.0373 1.0339 -0.0034 -0.3% 1.0373
Low 1.0318 1.0250 -0.0068 -0.7% 1.0174
Close 1.0327 1.0271 -0.0056 -0.5% 1.0327
Range 0.0055 0.0089 0.0034 61.8% 0.0199
ATR 0.0055 0.0057 0.0002 4.4% 0.0000
Volume 34,349 49,640 15,291 44.5% 142,798
Daily Pivots for day following 04-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.0554 1.0501 1.0320
R3 1.0465 1.0412 1.0295
R2 1.0376 1.0376 1.0287
R1 1.0323 1.0323 1.0279 1.0305
PP 1.0287 1.0287 1.0287 1.0278
S1 1.0234 1.0234 1.0263 1.0216
S2 1.0198 1.0198 1.0255
S3 1.0109 1.0145 1.0247
S4 1.0020 1.0056 1.0222
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0888 1.0807 1.0436
R3 1.0689 1.0608 1.0382
R2 1.0490 1.0490 1.0363
R1 1.0409 1.0409 1.0345 1.0450
PP 1.0291 1.0291 1.0291 1.0312
S1 1.0210 1.0210 1.0309 1.0251
S2 1.0092 1.0092 1.0291
S3 0.9893 1.0011 1.0272
S4 0.9694 0.9812 1.0218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0373 1.0212 0.0161 1.6% 0.0064 0.6% 37% False False 34,974
10 1.0373 1.0111 0.0262 2.6% 0.0060 0.6% 61% False False 31,887
20 1.0373 1.0042 0.0331 3.2% 0.0055 0.5% 69% False False 29,627
40 1.0373 0.9984 0.0389 3.8% 0.0055 0.5% 74% False False 26,941
60 1.0373 0.9984 0.0389 3.8% 0.0058 0.6% 74% False False 25,658
80 1.0373 0.9984 0.0389 3.8% 0.0059 0.6% 74% False False 19,423
100 1.0577 0.9984 0.0593 5.8% 0.0057 0.6% 48% False False 15,541
120 1.0770 0.9984 0.0786 7.7% 0.0057 0.6% 37% False False 12,952
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 31 trading days
Fibonacci Retracements and Extensions
4.250 1.0717
2.618 1.0572
1.618 1.0483
1.000 1.0428
0.618 1.0394
HIGH 1.0339
0.618 1.0305
0.500 1.0295
0.382 1.0284
LOW 1.0250
0.618 1.0195
1.000 1.0161
1.618 1.0106
2.618 1.0017
4.250 0.9872
Fisher Pivots for day following 04-Sep-2018
Pivot 1 day 3 day
R1 1.0295 1.0312
PP 1.0287 1.0298
S1 1.0279 1.0285

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

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