CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 11-Sep-2018
Day Change Summary
Previous Current
10-Sep-2018 11-Sep-2018 Change Change % Previous Week
Open 1.0412 1.0347 -0.0065 -0.6% 1.0412
High 1.0412 1.0376 -0.0036 -0.3% 1.0461
Low 1.0340 1.0335 -0.0005 0.0% 1.0333
Close 1.0345 1.0360 0.0015 0.1% 1.0410
Range 0.0072 0.0041 -0.0031 -43.1% 0.0128
ATR 0.0057 0.0056 -0.0001 -2.0% 0.0000
Volume 6,923 15,683 8,760 126.5% 10,141
Daily Pivots for day following 11-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.0480 1.0461 1.0383
R3 1.0439 1.0420 1.0371
R2 1.0398 1.0398 1.0368
R1 1.0379 1.0379 1.0364 1.0389
PP 1.0357 1.0357 1.0357 1.0362
S1 1.0338 1.0338 1.0356 1.0348
S2 1.0316 1.0316 1.0352
S3 1.0275 1.0297 1.0349
S4 1.0234 1.0256 1.0337
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.0785 1.0726 1.0480
R3 1.0657 1.0598 1.0445
R2 1.0529 1.0529 1.0433
R1 1.0470 1.0470 1.0422 1.0436
PP 1.0401 1.0401 1.0401 1.0384
S1 1.0342 1.0342 1.0398 1.0308
S2 1.0273 1.0273 1.0387
S3 1.0145 1.0214 1.0375
S4 1.0017 1.0086 1.0340
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0461 1.0335 0.0126 1.2% 0.0058 0.6% 20% False True 6,395
10 1.0461 1.0295 0.0166 1.6% 0.0060 0.6% 39% False False 3,465
20 1.0461 1.0126 0.0335 3.2% 0.0056 0.5% 70% False False 1,750
40 1.0461 1.0091 0.0370 3.6% 0.0051 0.5% 73% False False 878
60 1.0461 1.0069 0.0392 3.8% 0.0051 0.5% 74% False False 588
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0009
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0550
2.618 1.0483
1.618 1.0442
1.000 1.0417
0.618 1.0401
HIGH 1.0376
0.618 1.0360
0.500 1.0356
0.382 1.0351
LOW 1.0335
0.618 1.0310
1.000 1.0294
1.618 1.0269
2.618 1.0228
4.250 1.0161
Fisher Pivots for day following 11-Sep-2018
Pivot 1 day 3 day
R1 1.0359 1.0398
PP 1.0357 1.0385
S1 1.0356 1.0373

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

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