CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 18-Jun-2018
Day Change Summary
Previous Current
15-Jun-2018 18-Jun-2018 Change Change % Previous Week
Open 1.0035 1.0023 -0.0012 -0.1% 1.0165
High 1.0056 1.0058 0.0002 0.0% 1.0180
Low 1.0014 1.0010 -0.0004 0.0% 1.0014
Close 1.0028 1.0055 0.0027 0.3% 1.0028
Range 0.0042 0.0048 0.0006 14.3% 0.0166
ATR 0.0068 0.0067 -0.0001 -2.1% 0.0000
Volume 11,660 1,361 -10,299 -88.3% 189,198
Daily Pivots for day following 18-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0185 1.0168 1.0081
R3 1.0137 1.0120 1.0068
R2 1.0089 1.0089 1.0064
R1 1.0072 1.0072 1.0059 1.0081
PP 1.0041 1.0041 1.0041 1.0045
S1 1.0024 1.0024 1.0051 1.0033
S2 0.9993 0.9993 1.0046
S3 0.9945 0.9976 1.0042
S4 0.9897 0.9928 1.0029
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0572 1.0466 1.0119
R3 1.0406 1.0300 1.0074
R2 1.0240 1.0240 1.0058
R1 1.0134 1.0134 1.0043 1.0104
PP 1.0074 1.0074 1.0074 1.0059
S1 0.9968 0.9968 1.0013 0.9938
S2 0.9908 0.9908 0.9998
S3 0.9742 0.9802 0.9982
S4 0.9576 0.9636 0.9937
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0180 1.0010 0.0170 1.7% 0.0071 0.7% 26% False True 32,944
10 1.0223 1.0010 0.0213 2.1% 0.0068 0.7% 21% False True 28,507
20 1.0223 1.0010 0.0213 2.1% 0.0069 0.7% 21% False True 29,846
40 1.0305 0.9972 0.0333 3.3% 0.0063 0.6% 25% False False 28,233
60 1.0676 0.9972 0.0704 7.0% 0.0063 0.6% 12% False False 26,295
80 1.0825 0.9972 0.0853 8.5% 0.0066 0.7% 10% False False 22,188
100 1.0991 0.9972 0.1019 10.1% 0.0072 0.7% 8% False False 17,763
120 1.0991 0.9972 0.1019 10.1% 0.0073 0.7% 8% False False 14,806
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0262
2.618 1.0184
1.618 1.0136
1.000 1.0106
0.618 1.0088
HIGH 1.0058
0.618 1.0040
0.500 1.0034
0.382 1.0028
LOW 1.0010
0.618 0.9980
1.000 0.9962
1.618 0.9932
2.618 0.9884
4.250 0.9806
Fisher Pivots for day following 18-Jun-2018
Pivot 1 day 3 day
R1 1.0048 1.0095
PP 1.0041 1.0082
S1 1.0034 1.0068

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

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