CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 27-Jun-2018
Day Change Summary
Previous Current
26-Jun-2018 27-Jun-2018 Change Change % Previous Week
Open 1.0275 1.0246 -0.0029 -0.3% 1.0216
High 1.0275 1.0264 -0.0011 -0.1% 1.0287
Low 1.0238 1.0183 -0.0055 -0.5% 1.0175
Close 1.0248 1.0186 -0.0062 -0.6% 1.0287
Range 0.0037 0.0081 0.0044 118.9% 0.0112
ATR 0.0055 0.0057 0.0002 3.3% 0.0000
Volume 11 13 2 18.2% 38
Daily Pivots for day following 27-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0454 1.0401 1.0231
R3 1.0373 1.0320 1.0208
R2 1.0292 1.0292 1.0201
R1 1.0239 1.0239 1.0193 1.0225
PP 1.0211 1.0211 1.0211 1.0204
S1 1.0158 1.0158 1.0179 1.0144
S2 1.0130 1.0130 1.0171
S3 1.0049 1.0077 1.0164
S4 0.9968 0.9996 1.0141
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0586 1.0548 1.0349
R3 1.0474 1.0436 1.0318
R2 1.0362 1.0362 1.0308
R1 1.0324 1.0324 1.0297 1.0343
PP 1.0250 1.0250 1.0250 1.0259
S1 1.0212 1.0212 1.0277 1.0231
S2 1.0138 1.0138 1.0266
S3 1.0026 1.0100 1.0256
S4 0.9914 0.9988 1.0225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0303 1.0175 0.0128 1.3% 0.0055 0.5% 9% False False 6
10 1.0335 1.0175 0.0160 1.6% 0.0058 0.6% 7% False False 10
20 1.0386 1.0175 0.0211 2.1% 0.0051 0.5% 5% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0608
2.618 1.0476
1.618 1.0395
1.000 1.0345
0.618 1.0314
HIGH 1.0264
0.618 1.0233
0.500 1.0224
0.382 1.0214
LOW 1.0183
0.618 1.0133
1.000 1.0102
1.618 1.0052
2.618 0.9971
4.250 0.9839
Fisher Pivots for day following 27-Jun-2018
Pivot 1 day 3 day
R1 1.0224 1.0243
PP 1.0211 1.0224
S1 1.0199 1.0205

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

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