CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 12-Jun-2018
Day Change Summary
Previous Current
11-Jun-2018 12-Jun-2018 Change Change % Previous Week
Open 1.0326 1.0300 -0.0026 -0.3% 1.0296
High 1.0336 1.0342 0.0006 0.1% 1.0386
Low 1.0307 1.0294 -0.0013 -0.1% 1.0292
Close 1.0326 1.0315 -0.0011 -0.1% 1.0326
Range 0.0029 0.0048 0.0019 65.5% 0.0094
ATR 0.0054 0.0054 0.0000 -0.8% 0.0000
Volume 0 11 11 18
Daily Pivots for day following 12-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0461 1.0436 1.0341
R3 1.0413 1.0388 1.0328
R2 1.0365 1.0365 1.0324
R1 1.0340 1.0340 1.0319 1.0353
PP 1.0317 1.0317 1.0317 1.0323
S1 1.0292 1.0292 1.0311 1.0305
S2 1.0269 1.0269 1.0306
S3 1.0221 1.0244 1.0302
S4 1.0173 1.0196 1.0289
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 1.0293 0.0093 0.9% 0.0045 0.4% 24% False False 5
10 1.0386 1.0244 0.0142 1.4% 0.0045 0.4% 50% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0546
2.618 1.0468
1.618 1.0420
1.000 1.0390
0.618 1.0372
HIGH 1.0342
0.618 1.0324
0.500 1.0318
0.382 1.0312
LOW 1.0294
0.618 1.0264
1.000 1.0246
1.618 1.0216
2.618 1.0168
4.250 1.0090
Fisher Pivots for day following 12-Jun-2018
Pivot 1 day 3 day
R1 1.0318 1.0318
PP 1.0317 1.0317
S1 1.0316 1.0316

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

View Archives - Comment on this page... - Back to Index of Symbols