CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 13-Jun-2018
Day Change Summary
Previous Current
12-Jun-2018 13-Jun-2018 Change Change % Previous Week
Open 1.0300 1.0287 -0.0013 -0.1% 1.0296
High 1.0342 1.0322 -0.0020 -0.2% 1.0386
Low 1.0294 1.0272 -0.0022 -0.2% 1.0292
Close 1.0315 1.0307 -0.0008 -0.1% 1.0326
Range 0.0048 0.0050 0.0002 4.2% 0.0094
ATR 0.0054 0.0053 0.0000 -0.5% 0.0000
Volume 11 6 -5 -45.5% 18
Daily Pivots for day following 13-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0450 1.0429 1.0335
R3 1.0400 1.0379 1.0321
R2 1.0350 1.0350 1.0316
R1 1.0329 1.0329 1.0312 1.0340
PP 1.0300 1.0300 1.0300 1.0306
S1 1.0279 1.0279 1.0302 1.0290
S2 1.0250 1.0250 1.0298
S3 1.0200 1.0229 1.0293
S4 1.0150 1.0179 1.0280
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 1.0272 0.0114 1.1% 0.0046 0.4% 31% False True 4
10 1.0386 1.0272 0.0114 1.1% 0.0044 0.4% 31% False True 4
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 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0535
2.618 1.0453
1.618 1.0403
1.000 1.0372
0.618 1.0353
HIGH 1.0322
0.618 1.0303
0.500 1.0297
0.382 1.0291
LOW 1.0272
0.618 1.0241
1.000 1.0222
1.618 1.0191
2.618 1.0141
4.250 1.0060
Fisher Pivots for day following 13-Jun-2018
Pivot 1 day 3 day
R1 1.0304 1.0307
PP 1.0300 1.0307
S1 1.0297 1.0307

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

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