CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 09-Aug-2018
Day Change Summary
Previous Current
08-Aug-2018 09-Aug-2018 Change Change % Previous Week
Open 1.0164 1.0182 0.0018 0.2% 1.0221
High 1.0187 1.0218 0.0031 0.3% 1.0254
Low 1.0145 1.0164 0.0019 0.2% 1.0154
Close 1.0187 1.0182 -0.0005 0.0% 1.0177
Range 0.0042 0.0054 0.0012 28.6% 0.0100
ATR 0.0049 0.0049 0.0000 0.8% 0.0000
Volume 5 18 13 260.0% 48
Daily Pivots for day following 09-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0350 1.0320 1.0212
R3 1.0296 1.0266 1.0197
R2 1.0242 1.0242 1.0192
R1 1.0212 1.0212 1.0187 1.0209
PP 1.0188 1.0188 1.0188 1.0187
S1 1.0158 1.0158 1.0177 1.0155
S2 1.0134 1.0134 1.0172
S3 1.0080 1.0104 1.0167
S4 1.0026 1.0050 1.0152
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0495 1.0436 1.0232
R3 1.0395 1.0336 1.0205
R2 1.0295 1.0295 1.0195
R1 1.0236 1.0236 1.0186 1.0216
PP 1.0195 1.0195 1.0195 1.0185
S1 1.0136 1.0136 1.0168 1.0116
S2 1.0095 1.0095 1.0159
S3 0.9995 1.0036 1.0150
S4 0.9895 0.9936 1.0122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0218 1.0134 0.0084 0.8% 0.0038 0.4% 57% True False 5
10 1.0254 1.0134 0.0120 1.2% 0.0040 0.4% 40% False False 7
20 1.0254 1.0069 0.0185 1.8% 0.0047 0.5% 61% False False 5
40 1.0335 1.0069 0.0266 2.6% 0.0051 0.5% 42% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0448
2.618 1.0359
1.618 1.0305
1.000 1.0272
0.618 1.0251
HIGH 1.0218
0.618 1.0197
0.500 1.0191
0.382 1.0185
LOW 1.0164
0.618 1.0131
1.000 1.0110
1.618 1.0077
2.618 1.0023
4.250 0.9935
Fisher Pivots for day following 09-Aug-2018
Pivot 1 day 3 day
R1 1.0191 1.0182
PP 1.0188 1.0182
S1 1.0185 1.0182

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

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