CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 17-Aug-2018
Day Change Summary
Previous Current
16-Aug-2018 17-Aug-2018 Change Change % Previous Week
Open 1.0089 1.0052 -0.0037 -0.4% 1.0086
High 1.0109 1.0091 -0.0018 -0.2% 1.0128
Low 1.0049 1.0045 -0.0004 0.0% 1.0042
Close 1.0060 1.0072 0.0012 0.1% 1.0072
Range 0.0060 0.0046 -0.0014 -23.3% 0.0086
ATR 0.0053 0.0052 0.0000 -0.9% 0.0000
Volume 28,309 25,092 -3,217 -11.4% 143,076
Daily Pivots for day following 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0207 1.0186 1.0097
R3 1.0161 1.0140 1.0085
R2 1.0115 1.0115 1.0080
R1 1.0094 1.0094 1.0076 1.0105
PP 1.0069 1.0069 1.0069 1.0075
S1 1.0048 1.0048 1.0068 1.0059
S2 1.0023 1.0023 1.0064
S3 0.9977 1.0002 1.0059
S4 0.9931 0.9956 1.0047
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0339 1.0291 1.0119
R3 1.0253 1.0205 1.0096
R2 1.0167 1.0167 1.0088
R1 1.0119 1.0119 1.0080 1.0100
PP 1.0081 1.0081 1.0081 1.0071
S1 1.0033 1.0033 1.0064 1.0014
S2 0.9995 0.9995 1.0056
S3 0.9909 0.9947 1.0048
S4 0.9823 0.9861 1.0025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0128 1.0042 0.0086 0.9% 0.0050 0.5% 35% False False 28,615
10 1.0137 1.0042 0.0095 0.9% 0.0048 0.5% 32% False False 27,415
20 1.0174 1.0042 0.0132 1.3% 0.0047 0.5% 23% False False 25,029
40 1.0219 0.9984 0.0235 2.3% 0.0055 0.5% 37% False False 24,298
60 1.0304 0.9984 0.0320 3.2% 0.0059 0.6% 27% False False 20,158
80 1.0310 0.9984 0.0326 3.2% 0.0058 0.6% 27% False False 15,180
100 1.0724 0.9984 0.0740 7.3% 0.0057 0.6% 12% False False 12,145
120 1.0883 0.9984 0.0899 8.9% 0.0057 0.6% 10% False False 10,121
Crabel Price Patterns
NR True
NR4 True
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0287
2.618 1.0211
1.618 1.0165
1.000 1.0137
0.618 1.0119
HIGH 1.0091
0.618 1.0073
0.500 1.0068
0.382 1.0063
LOW 1.0045
0.618 1.0017
1.000 0.9999
1.618 0.9971
2.618 0.9925
4.250 0.9850
Fisher Pivots for day following 17-Aug-2018
Pivot 1 day 3 day
R1 1.0071 1.0076
PP 1.0069 1.0074
S1 1.0068 1.0073

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

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