CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 01-Jun-2018
Day Change Summary
Previous Current
31-May-2018 01-Jun-2018 Change Change % Previous Week
Open 1.0210 1.0237 0.0027 0.3% 1.0182
High 1.0271 1.0253 -0.0018 -0.2% 1.0271
Low 1.0205 1.0185 -0.0020 -0.2% 1.0116
Close 1.0246 1.0207 -0.0039 -0.4% 1.0207
Range 0.0066 0.0068 0.0002 3.0% 0.0155
ATR 0.0061 0.0062 0.0000 0.8% 0.0000
Volume 436 338 -98 -22.5% 1,493
Daily Pivots for day following 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0419 1.0381 1.0244
R3 1.0351 1.0313 1.0226
R2 1.0283 1.0283 1.0219
R1 1.0245 1.0245 1.0213 1.0230
PP 1.0215 1.0215 1.0215 1.0208
S1 1.0177 1.0177 1.0201 1.0162
S2 1.0147 1.0147 1.0195
S3 1.0079 1.0109 1.0188
S4 1.0011 1.0041 1.0170
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0663 1.0590 1.0292
R3 1.0508 1.0435 1.0250
R2 1.0353 1.0353 1.0235
R1 1.0280 1.0280 1.0221 1.0317
PP 1.0198 1.0198 1.0198 1.0216
S1 1.0125 1.0125 1.0193 1.0162
S2 1.0043 1.0043 1.0179
S3 0.9888 0.9970 1.0164
S4 0.9733 0.9815 1.0122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0271 1.0116 0.0155 1.5% 0.0073 0.7% 59% False False 318
10 1.0271 1.0086 0.0185 1.8% 0.0065 0.6% 65% False False 609
20 1.0271 1.0055 0.0216 2.1% 0.0058 0.6% 70% False False 320
40 1.0629 1.0055 0.0574 5.6% 0.0055 0.5% 26% False False 164
60 1.0788 1.0055 0.0733 7.2% 0.0055 0.5% 21% False False 111
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 0.0020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0542
2.618 1.0431
1.618 1.0363
1.000 1.0321
0.618 1.0295
HIGH 1.0253
0.618 1.0227
0.500 1.0219
0.382 1.0211
LOW 1.0185
0.618 1.0143
1.000 1.0117
1.618 1.0075
2.618 1.0007
4.250 0.9896
Fisher Pivots for day following 01-Jun-2018
Pivot 1 day 3 day
R1 1.0219 1.0218
PP 1.0215 1.0214
S1 1.0211 1.0211

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

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