CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 15-Jun-2018
Day Change Summary
Previous Current
14-Jun-2018 15-Jun-2018 Change Change % Previous Week
Open 1.0266 1.0182 -0.0084 -0.8% 1.0326
High 1.0335 1.0211 -0.0124 -1.2% 1.0342
Low 1.0199 1.0179 -0.0020 -0.2% 1.0179
Close 1.0199 1.0191 -0.0008 -0.1% 1.0191
Range 0.0136 0.0032 -0.0104 -76.5% 0.0163
ATR 0.0059 0.0057 -0.0002 -3.3% 0.0000
Volume 9 34 25 277.8% 60
Daily Pivots for day following 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0290 1.0272 1.0209
R3 1.0258 1.0240 1.0200
R2 1.0226 1.0226 1.0197
R1 1.0208 1.0208 1.0194 1.0217
PP 1.0194 1.0194 1.0194 1.0198
S1 1.0176 1.0176 1.0188 1.0185
S2 1.0162 1.0162 1.0185
S3 1.0130 1.0144 1.0182
S4 1.0098 1.0112 1.0173
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0726 1.0622 1.0281
R3 1.0563 1.0459 1.0236
R2 1.0400 1.0400 1.0221
R1 1.0296 1.0296 1.0206 1.0267
PP 1.0237 1.0237 1.0237 1.0223
S1 1.0133 1.0133 1.0176 1.0104
S2 1.0074 1.0074 1.0161
S3 0.9911 0.9970 1.0146
S4 0.9748 0.9807 1.0101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0342 1.0179 0.0163 1.6% 0.0059 0.6% 7% False True 12
10 1.0386 1.0179 0.0207 2.0% 0.0055 0.5% 6% False True 7
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0347
2.618 1.0295
1.618 1.0263
1.000 1.0243
0.618 1.0231
HIGH 1.0211
0.618 1.0199
0.500 1.0195
0.382 1.0191
LOW 1.0179
0.618 1.0159
1.000 1.0147
1.618 1.0127
2.618 1.0095
4.250 1.0043
Fisher Pivots for day following 15-Jun-2018
Pivot 1 day 3 day
R1 1.0195 1.0257
PP 1.0194 1.0235
S1 1.0192 1.0213

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

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