CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 12-Jul-2018
Day Change Summary
Previous Current
11-Jul-2018 12-Jul-2018 Change Change % Previous Week
Open 1.0181 1.0165 -0.0016 -0.2% 1.0232
High 1.0234 1.0189 -0.0045 -0.4% 1.0256
Low 1.0177 1.0112 -0.0065 -0.6% 1.0188
Close 1.0181 1.0113 -0.0068 -0.7% 1.0246
Range 0.0057 0.0077 0.0020 35.1% 0.0068
ATR 0.0055 0.0057 0.0002 2.8% 0.0000
Volume 0 18 18 50
Daily Pivots for day following 12-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.0369 1.0318 1.0155
R3 1.0292 1.0241 1.0134
R2 1.0215 1.0215 1.0127
R1 1.0164 1.0164 1.0120 1.0151
PP 1.0138 1.0138 1.0138 1.0132
S1 1.0087 1.0087 1.0106 1.0074
S2 1.0061 1.0061 1.0099
S3 0.9984 1.0010 1.0092
S4 0.9907 0.9933 1.0071
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 1.0112 0.0175 1.7% 0.0062 0.6% 1% False True 4
10 1.0287 1.0112 0.0175 1.7% 0.0051 0.5% 1% False True 8
20 1.0335 1.0112 0.0223 2.2% 0.0055 0.5% 0% False True 9
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 0.0009
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0516
2.618 1.0391
1.618 1.0314
1.000 1.0266
0.618 1.0237
HIGH 1.0189
0.618 1.0160
0.500 1.0151
0.382 1.0141
LOW 1.0112
0.618 1.0064
1.000 1.0035
1.618 0.9987
2.618 0.9910
4.250 0.9785
Fisher Pivots for day following 12-Jul-2018
Pivot 1 day 3 day
R1 1.0151 1.0173
PP 1.0138 1.0153
S1 1.0126 1.0133

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

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