CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 24-May-2018
Day Change Summary
Previous Current
23-May-2018 24-May-2018 Change Change % Previous Week
Open 1.0094 1.0069 -0.0025 -0.2% 1.0025
High 1.0128 1.0133 0.0005 0.0% 1.0072
Low 1.0042 1.0068 0.0026 0.3% 0.9985
Close 1.0059 1.0103 0.0044 0.4% 1.0045
Range 0.0086 0.0065 -0.0021 -24.4% 0.0087
ATR 0.0060 0.0061 0.0001 1.7% 0.0000
Volume 38,717 26,120 -12,597 -32.5% 115,943
Daily Pivots for day following 24-May-2018
Classic Woodie Camarilla DeMark
R4 1.0296 1.0265 1.0139
R3 1.0231 1.0200 1.0121
R2 1.0166 1.0166 1.0115
R1 1.0135 1.0135 1.0109 1.0151
PP 1.0101 1.0101 1.0101 1.0109
S1 1.0070 1.0070 1.0097 1.0086
S2 1.0036 1.0036 1.0091
S3 0.9971 1.0005 1.0085
S4 0.9906 0.9940 1.0067
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 1.0295 1.0257 1.0093
R3 1.0208 1.0170 1.0069
R2 1.0121 1.0121 1.0061
R1 1.0083 1.0083 1.0053 1.0102
PP 1.0034 1.0034 1.0034 1.0044
S1 0.9996 0.9996 1.0037 1.0015
S2 0.9947 0.9947 1.0029
S3 0.9860 0.9909 1.0021
S4 0.9773 0.9822 0.9997
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0133 1.0004 0.0129 1.3% 0.0065 0.6% 77% True False 26,607
10 1.0133 0.9985 0.0148 1.5% 0.0058 0.6% 80% True False 25,047
20 1.0169 0.9972 0.0197 1.9% 0.0057 0.6% 66% False False 26,245
40 1.0563 0.9972 0.0591 5.8% 0.0059 0.6% 22% False False 24,858
60 1.0804 0.9972 0.0832 8.2% 0.0065 0.6% 16% False False 21,467
80 1.0991 0.9972 0.1019 10.1% 0.0071 0.7% 13% False False 16,125
100 1.0991 0.9972 0.1019 10.1% 0.0074 0.7% 13% False False 12,905
120 1.0991 0.9972 0.1019 10.1% 0.0069 0.7% 13% False False 10,755
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0409
2.618 1.0303
1.618 1.0238
1.000 1.0198
0.618 1.0173
HIGH 1.0133
0.618 1.0108
0.500 1.0101
0.382 1.0093
LOW 1.0068
0.618 1.0028
1.000 1.0003
1.618 0.9963
2.618 0.9898
4.250 0.9792
Fisher Pivots for day following 24-May-2018
Pivot 1 day 3 day
R1 1.0102 1.0096
PP 1.0101 1.0089
S1 1.0101 1.0082

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

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