CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 19-Jun-2018
Day Change Summary
Previous Current
18-Jun-2018 19-Jun-2018 Change Change % Previous Week
Open 1.0216 1.0209 -0.0007 -0.1% 1.0326
High 1.0225 1.0244 0.0019 0.2% 1.0342
Low 1.0182 1.0189 0.0007 0.1% 1.0179
Close 1.0216 1.0215 -0.0001 0.0% 1.0191
Range 0.0043 0.0055 0.0012 27.9% 0.0163
ATR 0.0056 0.0056 0.0000 -0.2% 0.0000
Volume 9 5 -4 -44.4% 60
Daily Pivots for day following 19-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0381 1.0353 1.0245
R3 1.0326 1.0298 1.0230
R2 1.0271 1.0271 1.0225
R1 1.0243 1.0243 1.0220 1.0257
PP 1.0216 1.0216 1.0216 1.0223
S1 1.0188 1.0188 1.0210 1.0202
S2 1.0161 1.0161 1.0205
S3 1.0106 1.0133 1.0200
S4 1.0051 1.0078 1.0185
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0726 1.0622 1.0281
R3 1.0563 1.0459 1.0236
R2 1.0400 1.0400 1.0221
R1 1.0296 1.0296 1.0206 1.0267
PP 1.0237 1.0237 1.0237 1.0223
S1 1.0133 1.0133 1.0176 1.0104
S2 1.0074 1.0074 1.0161
S3 0.9911 0.9970 1.0146
S4 0.9748 0.9807 1.0101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0335 1.0179 0.0156 1.5% 0.0063 0.6% 23% False False 12
10 1.0386 1.0179 0.0207 2.0% 0.0054 0.5% 17% False False 9
20 1.0386 1.0179 0.0207 2.0% 0.0053 0.5% 17% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0478
2.618 1.0388
1.618 1.0333
1.000 1.0299
0.618 1.0278
HIGH 1.0244
0.618 1.0223
0.500 1.0217
0.382 1.0210
LOW 1.0189
0.618 1.0155
1.000 1.0134
1.618 1.0100
2.618 1.0045
4.250 0.9955
Fisher Pivots for day following 19-Jun-2018
Pivot 1 day 3 day
R1 1.0217 1.0214
PP 1.0216 1.0213
S1 1.0216 1.0212

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

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