CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 09-Jul-2018
Day Change Summary
Previous Current
06-Jul-2018 09-Jul-2018 Change Change % Previous Week
Open 1.0216 1.0226 0.0010 0.1% 1.0232
High 1.0256 1.0287 0.0031 0.3% 1.0256
Low 1.0202 1.0217 0.0015 0.1% 1.0188
Close 1.0246 1.0226 -0.0020 -0.2% 1.0246
Range 0.0054 0.0070 0.0016 29.6% 0.0068
ATR 0.0054 0.0056 0.0001 2.0% 0.0000
Volume 1 0 -1 -100.0% 50
Daily Pivots for day following 09-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.0453 1.0410 1.0265
R3 1.0383 1.0340 1.0245
R2 1.0313 1.0313 1.0239
R1 1.0270 1.0270 1.0232 1.0261
PP 1.0243 1.0243 1.0243 1.0239
S1 1.0200 1.0200 1.0220 1.0191
S2 1.0173 1.0173 1.0213
S3 1.0103 1.0130 1.0207
S4 1.0033 1.0060 1.0188
Weekly Pivots for week ending 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.0434 1.0408 1.0283
R3 1.0366 1.0340 1.0265
R2 1.0298 1.0298 1.0258
R1 1.0272 1.0272 1.0252 1.0285
PP 1.0230 1.0230 1.0230 1.0237
S1 1.0204 1.0204 1.0240 1.0217
S2 1.0162 1.0162 1.0234
S3 1.0094 1.0136 1.0227
S4 1.0026 1.0068 1.0209
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0287 1.0188 0.0099 1.0% 0.0051 0.5% 38% True False 10
10 1.0303 1.0161 0.0142 1.4% 0.0048 0.5% 46% False False 8
20 1.0342 1.0161 0.0181 1.8% 0.0052 0.5% 36% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0585
2.618 1.0470
1.618 1.0400
1.000 1.0357
0.618 1.0330
HIGH 1.0287
0.618 1.0260
0.500 1.0252
0.382 1.0244
LOW 1.0217
0.618 1.0174
1.000 1.0147
1.618 1.0104
2.618 1.0034
4.250 0.9920
Fisher Pivots for day following 09-Jul-2018
Pivot 1 day 3 day
R1 1.0252 1.0245
PP 1.0243 1.0238
S1 1.0235 1.0232

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

View Archives - Comment on this page... - Back to Index of Symbols