CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 29-Jun-2018
Day Change Summary
Previous Current
28-Jun-2018 29-Jun-2018 Change Change % Previous Week
Open 1.0190 1.0215 0.0025 0.2% 1.0303
High 1.0190 1.0253 0.0063 0.6% 1.0303
Low 1.0161 1.0211 0.0050 0.5% 1.0161
Close 1.0167 1.0241 0.0074 0.7% 1.0241
Range 0.0029 0.0042 0.0013 44.8% 0.0142
ATR 0.0055 0.0057 0.0002 4.0% 0.0000
Volume 1 6 5 500.0% 31
Daily Pivots for day following 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0361 1.0343 1.0264
R3 1.0319 1.0301 1.0253
R2 1.0277 1.0277 1.0249
R1 1.0259 1.0259 1.0245 1.0268
PP 1.0235 1.0235 1.0235 1.0240
S1 1.0217 1.0217 1.0237 1.0226
S2 1.0193 1.0193 1.0233
S3 1.0151 1.0175 1.0229
S4 1.0109 1.0133 1.0218
Weekly Pivots for week ending 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0661 1.0593 1.0319
R3 1.0519 1.0451 1.0280
R2 1.0377 1.0377 1.0267
R1 1.0309 1.0309 1.0254 1.0272
PP 1.0235 1.0235 1.0235 1.0217
S1 1.0167 1.0167 1.0228 1.0130
S2 1.0093 1.0093 1.0215
S3 0.9951 1.0025 1.0202
S4 0.9809 0.9883 1.0163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0303 1.0161 0.0142 1.4% 0.0044 0.4% 56% False False 6
10 1.0303 1.0161 0.0142 1.4% 0.0049 0.5% 56% False False 6
20 1.0386 1.0161 0.0225 2.2% 0.0052 0.5% 36% False False 7
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0432
2.618 1.0363
1.618 1.0321
1.000 1.0295
0.618 1.0279
HIGH 1.0253
0.618 1.0237
0.500 1.0232
0.382 1.0227
LOW 1.0211
0.618 1.0185
1.000 1.0169
1.618 1.0143
2.618 1.0101
4.250 1.0033
Fisher Pivots for day following 29-Jun-2018
Pivot 1 day 3 day
R1 1.0238 1.0232
PP 1.0235 1.0222
S1 1.0232 1.0213

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

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