CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 14-Jun-2018
Day Change Summary
Previous Current
13-Jun-2018 14-Jun-2018 Change Change % Previous Week
Open 1.0287 1.0266 -0.0021 -0.2% 1.0296
High 1.0322 1.0335 0.0013 0.1% 1.0386
Low 1.0272 1.0199 -0.0073 -0.7% 1.0292
Close 1.0307 1.0199 -0.0108 -1.0% 1.0326
Range 0.0050 0.0136 0.0086 172.0% 0.0094
ATR 0.0053 0.0059 0.0006 11.0% 0.0000
Volume 6 9 3 50.0% 18
Daily Pivots for day following 14-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0652 1.0562 1.0274
R3 1.0516 1.0426 1.0236
R2 1.0380 1.0380 1.0224
R1 1.0290 1.0290 1.0211 1.0267
PP 1.0244 1.0244 1.0244 1.0233
S1 1.0154 1.0154 1.0187 1.0131
S2 1.0108 1.0108 1.0174
S3 0.9972 1.0018 1.0162
S4 0.9836 0.9882 1.0124
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 1.0342 1.0199 0.0143 1.4% 0.0059 0.6% 0% False True 6
10 1.0386 1.0199 0.0187 1.8% 0.0053 0.5% 0% False True 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.0913
2.618 1.0691
1.618 1.0555
1.000 1.0471
0.618 1.0419
HIGH 1.0335
0.618 1.0283
0.500 1.0267
0.382 1.0251
LOW 1.0199
0.618 1.0115
1.000 1.0063
1.618 0.9979
2.618 0.9843
4.250 0.9621
Fisher Pivots for day following 14-Jun-2018
Pivot 1 day 3 day
R1 1.0267 1.0271
PP 1.0244 1.0247
S1 1.0222 1.0223

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

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