CME Swiss Franc Future June 2018


Trading Metrics calculated at close of trading on 13-Jun-2018
Day Change Summary
Previous Current
12-Jun-2018 13-Jun-2018 Change Change % Previous Week
Open 1.0152 1.0136 -0.0016 -0.2% 1.0129
High 1.0178 1.0166 -0.0012 -0.1% 1.0223
Low 1.0122 1.0109 -0.0013 -0.1% 1.0117
Close 1.0147 1.0142 -0.0005 0.0% 1.0157
Range 0.0056 0.0057 0.0001 1.8% 0.0106
ATR 0.0065 0.0064 -0.0001 -0.9% 0.0000
Volume 32,312 69,486 37,174 115.0% 114,452
Daily Pivots for day following 13-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0310 1.0283 1.0173
R3 1.0253 1.0226 1.0158
R2 1.0196 1.0196 1.0152
R1 1.0169 1.0169 1.0147 1.0183
PP 1.0139 1.0139 1.0139 1.0146
S1 1.0112 1.0112 1.0137 1.0126
S2 1.0082 1.0082 1.0132
S3 1.0025 1.0055 1.0126
S4 0.9968 0.9998 1.0111
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0484 1.0426 1.0215
R3 1.0378 1.0320 1.0186
R2 1.0272 1.0272 1.0176
R1 1.0214 1.0214 1.0167 1.0243
PP 1.0166 1.0166 1.0166 1.0180
S1 1.0108 1.0108 1.0147 1.0137
S2 1.0060 1.0060 1.0138
S3 0.9954 1.0002 1.0128
S4 0.9848 0.9896 1.0099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0223 1.0109 0.0114 1.1% 0.0064 0.6% 29% False True 35,706
10 1.0223 1.0098 0.0125 1.2% 0.0065 0.6% 35% False False 30,127
20 1.0223 0.9989 0.0234 2.3% 0.0065 0.6% 65% False False 29,957
40 1.0412 0.9972 0.0440 4.3% 0.0061 0.6% 39% False False 28,698
60 1.0676 0.9972 0.0704 6.9% 0.0063 0.6% 24% False False 26,570
80 1.0900 0.9972 0.0928 9.2% 0.0067 0.7% 18% False False 21,405
100 1.0991 0.9972 0.1019 10.0% 0.0073 0.7% 17% False False 17,135
120 1.0991 0.9972 0.1019 10.0% 0.0072 0.7% 17% False False 14,282
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0408
2.618 1.0315
1.618 1.0258
1.000 1.0223
0.618 1.0201
HIGH 1.0166
0.618 1.0144
0.500 1.0138
0.382 1.0131
LOW 1.0109
0.618 1.0074
1.000 1.0052
1.618 1.0017
2.618 0.9960
4.250 0.9867
Fisher Pivots for day following 13-Jun-2018
Pivot 1 day 3 day
R1 1.0141 1.0144
PP 1.0139 1.0143
S1 1.0138 1.0143

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

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