CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 25-Jul-2018
Day Change Summary
Previous Current
24-Jul-2018 25-Jul-2018 Change Change % Previous Week
Open 1.0189 1.0200 0.0011 0.1% 1.0160
High 1.0204 1.0218 0.0014 0.1% 1.0211
Low 1.0175 1.0181 0.0006 0.1% 1.0091
Close 1.0189 1.0200 0.0011 0.1% 1.0206
Range 0.0029 0.0037 0.0008 27.6% 0.0120
ATR 0.0057 0.0055 -0.0001 -2.5% 0.0000
Volume
Daily Pivots for day following 25-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.0311 1.0292 1.0220
R3 1.0274 1.0255 1.0210
R2 1.0237 1.0237 1.0207
R1 1.0218 1.0218 1.0203 1.0219
PP 1.0200 1.0200 1.0200 1.0200
S1 1.0181 1.0181 1.0197 1.0182
S2 1.0163 1.0163 1.0193
S3 1.0126 1.0144 1.0190
S4 1.0089 1.0107 1.0180
Weekly Pivots for week ending 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.0529 1.0488 1.0272
R3 1.0409 1.0368 1.0239
R2 1.0289 1.0289 1.0228
R1 1.0248 1.0248 1.0217 1.0269
PP 1.0169 1.0169 1.0169 1.0180
S1 1.0128 1.0128 1.0195 1.0149
S2 1.0049 1.0049 1.0184
S3 0.9929 1.0008 1.0173
S4 0.9809 0.9888 1.0140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0227 1.0091 0.0136 1.3% 0.0054 0.5% 80% False False 1
10 1.0227 1.0069 0.0158 1.5% 0.0057 0.6% 83% False False 4
20 1.0287 1.0069 0.0218 2.1% 0.0054 0.5% 60% False False 5
40 1.0386 1.0069 0.0317 3.1% 0.0052 0.5% 41% False False 6
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0375
2.618 1.0315
1.618 1.0278
1.000 1.0255
0.618 1.0241
HIGH 1.0218
0.618 1.0204
0.500 1.0200
0.382 1.0195
LOW 1.0181
0.618 1.0158
1.000 1.0144
1.618 1.0121
2.618 1.0084
4.250 1.0024
Fisher Pivots for day following 25-Jul-2018
Pivot 1 day 3 day
R1 1.0200 1.0201
PP 1.0200 1.0201
S1 1.0200 1.0200

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

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