CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 06-Jun-2018
Day Change Summary
Previous Current
05-Jun-2018 06-Jun-2018 Change Change % Previous Week
Open 1.0334 1.0306 -0.0028 -0.3% 1.0214
High 1.0346 1.0340 -0.0006 -0.1% 1.0353
Low 1.0292 1.0297 0.0005 0.0% 1.0214
Close 1.0334 1.0321 -0.0013 -0.1% 1.0295
Range 0.0054 0.0043 -0.0011 -20.4% 0.0139
ATR
Volume 0 12 12 11
Daily Pivots for day following 06-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0448 1.0428 1.0345
R3 1.0405 1.0385 1.0333
R2 1.0362 1.0362 1.0329
R1 1.0342 1.0342 1.0325 1.0352
PP 1.0319 1.0319 1.0319 1.0325
S1 1.0299 1.0299 1.0317 1.0309
S2 1.0276 1.0276 1.0313
S3 1.0233 1.0256 1.0309
S4 1.0190 1.0213 1.0297
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 1.0276 0.0077 0.7% 0.0042 0.4% 58% False False 4
10 1.0353 1.0214 0.0139 1.3% 0.0051 0.5% 77% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0523
2.618 1.0453
1.618 1.0410
1.000 1.0383
0.618 1.0367
HIGH 1.0340
0.618 1.0324
0.500 1.0319
0.382 1.0313
LOW 1.0297
0.618 1.0270
1.000 1.0254
1.618 1.0227
2.618 1.0184
4.250 1.0114
Fisher Pivots for day following 06-Jun-2018
Pivot 1 day 3 day
R1 1.0320 1.0320
PP 1.0319 1.0320
S1 1.0319 1.0319

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

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