CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 28-Jun-2018
Day Change Summary
Previous Current
27-Jun-2018 28-Jun-2018 Change Change % Previous Week
Open 1.0246 1.0190 -0.0056 -0.5% 1.0216
High 1.0264 1.0190 -0.0074 -0.7% 1.0287
Low 1.0183 1.0161 -0.0022 -0.2% 1.0175
Close 1.0186 1.0167 -0.0019 -0.2% 1.0287
Range 0.0081 0.0029 -0.0052 -64.2% 0.0112
ATR 0.0057 0.0055 -0.0002 -3.5% 0.0000
Volume 13 1 -12 -92.3% 38
Daily Pivots for day following 28-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0260 1.0242 1.0183
R3 1.0231 1.0213 1.0175
R2 1.0202 1.0202 1.0172
R1 1.0184 1.0184 1.0170 1.0179
PP 1.0173 1.0173 1.0173 1.0170
S1 1.0155 1.0155 1.0164 1.0150
S2 1.0144 1.0144 1.0162
S3 1.0115 1.0126 1.0159
S4 1.0086 1.0097 1.0151
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0586 1.0548 1.0349
R3 1.0474 1.0436 1.0318
R2 1.0362 1.0362 1.0308
R1 1.0324 1.0324 1.0297 1.0343
PP 1.0250 1.0250 1.0250 1.0259
S1 1.0212 1.0212 1.0277 1.0231
S2 1.0138 1.0138 1.0266
S3 1.0026 1.0100 1.0256
S4 0.9914 0.9988 1.0225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0303 1.0161 0.0142 1.4% 0.0044 0.4% 4% False True 6
10 1.0303 1.0161 0.0142 1.4% 0.0048 0.5% 4% False True 9
20 1.0386 1.0161 0.0225 2.2% 0.0051 0.5% 3% False True 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0313
2.618 1.0266
1.618 1.0237
1.000 1.0219
0.618 1.0208
HIGH 1.0190
0.618 1.0179
0.500 1.0176
0.382 1.0172
LOW 1.0161
0.618 1.0143
1.000 1.0132
1.618 1.0114
2.618 1.0085
4.250 1.0038
Fisher Pivots for day following 28-Jun-2018
Pivot 1 day 3 day
R1 1.0176 1.0218
PP 1.0173 1.0201
S1 1.0170 1.0184

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

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