CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 14-Sep-2018
Day Change Summary
Previous Current
13-Sep-2018 14-Sep-2018 Change Change % Previous Week
Open 1.0311 1.0354 0.0043 0.4% 1.0326
High 1.0363 1.0381 0.0018 0.2% 1.0381
Low 1.0306 1.0336 0.0030 0.3% 1.0252
Close 1.0356 1.0343 -0.0013 -0.1% 1.0343
Range 0.0057 0.0045 -0.0012 -21.1% 0.0129
ATR 0.0058 0.0057 -0.0001 -1.6% 0.0000
Volume 39,106 9,665 -29,441 -75.3% 159,455
Daily Pivots for day following 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.0488 1.0461 1.0368
R3 1.0443 1.0416 1.0355
R2 1.0398 1.0398 1.0351
R1 1.0371 1.0371 1.0347 1.0362
PP 1.0353 1.0353 1.0353 1.0349
S1 1.0326 1.0326 1.0339 1.0317
S2 1.0308 1.0308 1.0335
S3 1.0263 1.0281 1.0331
S4 1.0218 1.0236 1.0318
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.0712 1.0657 1.0414
R3 1.0583 1.0528 1.0378
R2 1.0454 1.0454 1.0367
R1 1.0399 1.0399 1.0355 1.0427
PP 1.0325 1.0325 1.0325 1.0339
S1 1.0270 1.0270 1.0331 1.0298
S2 1.0196 1.0196 1.0319
S3 1.0067 1.0141 1.0308
S4 0.9938 1.0012 1.0272
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0381 1.0252 0.0129 1.2% 0.0054 0.5% 71% True False 31,891
10 1.0381 1.0250 0.0131 1.3% 0.0060 0.6% 71% True False 34,623
20 1.0381 1.0045 0.0336 3.2% 0.0058 0.6% 89% True False 31,350
40 1.0381 1.0037 0.0344 3.3% 0.0054 0.5% 89% True False 28,326
60 1.0381 0.9984 0.0397 3.8% 0.0057 0.5% 90% True False 26,680
80 1.0381 0.9984 0.0397 3.8% 0.0059 0.6% 90% True False 22,692
100 1.0381 0.9984 0.0397 3.8% 0.0058 0.6% 90% True False 18,163
120 1.0759 0.9984 0.0775 7.5% 0.0058 0.6% 46% False False 15,137
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 1.0572
2.618 1.0499
1.618 1.0454
1.000 1.0426
0.618 1.0409
HIGH 1.0381
0.618 1.0364
0.500 1.0359
0.382 1.0353
LOW 1.0336
0.618 1.0308
1.000 1.0291
1.618 1.0263
2.618 1.0218
4.250 1.0145
Fisher Pivots for day following 14-Sep-2018
Pivot 1 day 3 day
R1 1.0359 1.0336
PP 1.0353 1.0328
S1 1.0348 1.0321

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

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