CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 20-Jun-2018
Day Change Summary
Previous Current
19-Jun-2018 20-Jun-2018 Change Change % Previous Week
Open 1.0209 1.0197 -0.0012 -0.1% 1.0326
High 1.0244 1.0222 -0.0022 -0.2% 1.0342
Low 1.0189 1.0181 -0.0008 -0.1% 1.0179
Close 1.0215 1.0202 -0.0013 -0.1% 1.0191
Range 0.0055 0.0041 -0.0014 -25.5% 0.0163
ATR 0.0056 0.0055 -0.0001 -1.9% 0.0000
Volume 5 15 10 200.0% 60
Daily Pivots for day following 20-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0325 1.0304 1.0225
R3 1.0284 1.0263 1.0213
R2 1.0243 1.0243 1.0210
R1 1.0222 1.0222 1.0206 1.0233
PP 1.0202 1.0202 1.0202 1.0207
S1 1.0181 1.0181 1.0198 1.0192
S2 1.0161 1.0161 1.0194
S3 1.0120 1.0140 1.0191
S4 1.0079 1.0099 1.0179
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% 0.0061 0.6% 15% False False 14
10 1.0386 1.0179 0.0207 2.0% 0.0054 0.5% 11% False False 9
20 1.0386 1.0179 0.0207 2.0% 0.0052 0.5% 11% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0396
2.618 1.0329
1.618 1.0288
1.000 1.0263
0.618 1.0247
HIGH 1.0222
0.618 1.0206
0.500 1.0202
0.382 1.0197
LOW 1.0181
0.618 1.0156
1.000 1.0140
1.618 1.0115
2.618 1.0074
4.250 1.0007
Fisher Pivots for day following 20-Jun-2018
Pivot 1 day 3 day
R1 1.0202 1.0213
PP 1.0202 1.0209
S1 1.0202 1.0206

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

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