CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 20-Dec-2017
Day Change Summary
Previous Current
19-Dec-2017 20-Dec-2017 Change Change % Previous Week
Open 1.0299 1.0274 -0.0025 -0.2% 1.0245
High 1.0317 1.0323 0.0006 0.1% 1.0312
Low 1.0277 1.0269 -0.0008 -0.1% 1.0220
Close 1.0299 1.0285 -0.0014 -0.1% 1.0256
Range 0.0040 0.0054 0.0014 35.0% 0.0092
ATR 0.0055 0.0055 0.0000 -0.1% 0.0000
Volume 10 2 -8 -80.0% 37
Daily Pivots for day following 20-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.0454 1.0424 1.0315
R3 1.0400 1.0370 1.0300
R2 1.0346 1.0346 1.0295
R1 1.0316 1.0316 1.0290 1.0331
PP 1.0292 1.0292 1.0292 1.0300
S1 1.0262 1.0262 1.0280 1.0277
S2 1.0238 1.0238 1.0275
S3 1.0184 1.0208 1.0270
S4 1.0130 1.0154 1.0255
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.0539 1.0489 1.0307
R3 1.0447 1.0397 1.0281
R2 1.0355 1.0355 1.0273
R1 1.0305 1.0305 1.0264 1.0330
PP 1.0263 1.0263 1.0263 1.0275
S1 1.0213 1.0213 1.0248 1.0238
S2 1.0171 1.0171 1.0239
S3 1.0079 1.0121 1.0231
S4 0.9987 1.0029 1.0205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0323 1.0237 0.0086 0.8% 0.0036 0.4% 56% True False 4
10 1.0323 1.0181 0.0142 1.4% 0.0042 0.4% 73% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0553
2.618 1.0464
1.618 1.0410
1.000 1.0377
0.618 1.0356
HIGH 1.0323
0.618 1.0302
0.500 1.0296
0.382 1.0290
LOW 1.0269
0.618 1.0236
1.000 1.0215
1.618 1.0182
2.618 1.0128
4.250 1.0040
Fisher Pivots for day following 20-Dec-2017
Pivot 1 day 3 day
R1 1.0296 1.0296
PP 1.0292 1.0292
S1 1.0289 1.0289

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

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