CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 05-Jun-2018
Day Change Summary
Previous Current
04-Jun-2018 05-Jun-2018 Change Change % Previous Week
Open 1.0296 1.0334 0.0038 0.4% 1.0214
High 1.0346 1.0346 0.0000 0.0% 1.0353
Low 1.0294 1.0292 -0.0002 0.0% 1.0214
Close 1.0296 1.0334 0.0038 0.4% 1.0295
Range 0.0052 0.0054 0.0002 3.8% 0.0139
ATR
Volume 2 0 -2 -100.0% 11
Daily Pivots for day following 05-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0486 1.0464 1.0364
R3 1.0432 1.0410 1.0349
R2 1.0378 1.0378 1.0344
R1 1.0356 1.0356 1.0339 1.0361
PP 1.0324 1.0324 1.0324 1.0327
S1 1.0302 1.0302 1.0329 1.0307
S2 1.0270 1.0270 1.0324
S3 1.0216 1.0248 1.0319
S4 1.0162 1.0194 1.0304
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0704 1.0639 1.0371
R3 1.0565 1.0500 1.0333
R2 1.0426 1.0426 1.0320
R1 1.0361 1.0361 1.0308 1.0394
PP 1.0287 1.0287 1.0287 1.0304
S1 1.0222 1.0222 1.0282 1.0255
S2 1.0148 1.0148 1.0270
S3 1.0009 1.0083 1.0257
S4 0.9870 0.9944 1.0219
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0353 1.0244 0.0109 1.1% 0.0044 0.4% 83% False False 1
10 1.0353 1.0212 0.0141 1.4% 0.0052 0.5% 87% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0576
2.618 1.0487
1.618 1.0433
1.000 1.0400
0.618 1.0379
HIGH 1.0346
0.618 1.0325
0.500 1.0319
0.382 1.0313
LOW 1.0292
0.618 1.0259
1.000 1.0238
1.618 1.0205
2.618 1.0151
4.250 1.0063
Fisher Pivots for day following 05-Jun-2018
Pivot 1 day 3 day
R1 1.0329 1.0326
PP 1.0324 1.0319
S1 1.0319 1.0311

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

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