CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 18-Jun-2018
Day Change Summary
Previous Current
15-Jun-2018 18-Jun-2018 Change Change % Previous Week
Open 1.0182 1.0216 0.0034 0.3% 1.0326
High 1.0211 1.0225 0.0014 0.1% 1.0342
Low 1.0179 1.0182 0.0003 0.0% 1.0179
Close 1.0191 1.0216 0.0025 0.2% 1.0191
Range 0.0032 0.0043 0.0011 34.4% 0.0163
ATR 0.0057 0.0056 -0.0001 -1.8% 0.0000
Volume 34 9 -25 -73.5% 60
Daily Pivots for day following 18-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0337 1.0319 1.0240
R3 1.0294 1.0276 1.0228
R2 1.0251 1.0251 1.0224
R1 1.0233 1.0233 1.0220 1.0238
PP 1.0208 1.0208 1.0208 1.0210
S1 1.0190 1.0190 1.0212 1.0195
S2 1.0165 1.0165 1.0208
S3 1.0122 1.0147 1.0204
S4 1.0079 1.0104 1.0192
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% 0.0062 0.6% 23% False False 13
10 1.0386 1.0179 0.0207 2.0% 0.0054 0.5% 18% False False 8
20 1.0386 1.0179 0.0207 2.0% 0.0051 0.5% 18% False False 5
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0408
2.618 1.0338
1.618 1.0295
1.000 1.0268
0.618 1.0252
HIGH 1.0225
0.618 1.0209
0.500 1.0204
0.382 1.0198
LOW 1.0182
0.618 1.0155
1.000 1.0139
1.618 1.0112
2.618 1.0069
4.250 0.9999
Fisher Pivots for day following 18-Jun-2018
Pivot 1 day 3 day
R1 1.0212 1.0257
PP 1.0208 1.0243
S1 1.0204 1.0230

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

View Archives - Comment on this page... - Back to Index of Symbols