CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 08-Jun-2018
Day Change Summary
Previous Current
07-Jun-2018 08-Jun-2018 Change Change % Previous Week
Open 1.0378 1.0323 -0.0055 -0.5% 1.0296
High 1.0386 1.0326 -0.0060 -0.6% 1.0386
Low 1.0316 1.0293 -0.0023 -0.2% 1.0292
Close 1.0378 1.0326 -0.0052 -0.5% 1.0326
Range 0.0070 0.0033 -0.0037 -52.9% 0.0094
ATR 0.0054 0.0056 0.0002 4.1% 0.0000
Volume 0 4 4 18
Daily Pivots for day following 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0414 1.0403 1.0344
R3 1.0381 1.0370 1.0335
R2 1.0348 1.0348 1.0332
R1 1.0337 1.0337 1.0329 1.0343
PP 1.0315 1.0315 1.0315 1.0318
S1 1.0304 1.0304 1.0323 1.0310
S2 1.0282 1.0282 1.0320
S3 1.0249 1.0271 1.0317
S4 1.0216 1.0238 1.0308
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0617 1.0565 1.0378
R3 1.0523 1.0471 1.0352
R2 1.0429 1.0429 1.0343
R1 1.0377 1.0377 1.0335 1.0403
PP 1.0335 1.0335 1.0335 1.0348
S1 1.0283 1.0283 1.0317 1.0309
S2 1.0241 1.0241 1.0309
S3 1.0147 1.0189 1.0300
S4 1.0053 1.0095 1.0274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0386 1.0292 0.0094 0.9% 0.0050 0.5% 36% False False 3
10 1.0386 1.0214 0.0172 1.7% 0.0051 0.5% 65% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0466
2.618 1.0412
1.618 1.0379
1.000 1.0359
0.618 1.0346
HIGH 1.0326
0.618 1.0313
0.500 1.0310
0.382 1.0306
LOW 1.0293
0.618 1.0273
1.000 1.0260
1.618 1.0240
2.618 1.0207
4.250 1.0153
Fisher Pivots for day following 08-Jun-2018
Pivot 1 day 3 day
R1 1.0321 1.0340
PP 1.0315 1.0335
S1 1.0310 1.0331

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

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