CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 08-Oct-2018
Day Change Summary
Previous Current
05-Oct-2018 08-Oct-2018 Change Change % Previous Week
Open 1.0145 1.0142 -0.0003 0.0% 1.0267
High 1.0154 1.0156 0.0002 0.0% 1.0267
Low 1.0108 1.0118 0.0010 0.1% 1.0108
Close 1.0149 1.0135 -0.0014 -0.1% 1.0149
Range 0.0046 0.0038 -0.0008 -17.4% 0.0159
ATR 0.0065 0.0063 -0.0002 -3.0% 0.0000
Volume 24,131 16,431 -7,700 -31.9% 120,361
Daily Pivots for day following 08-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.0250 1.0231 1.0156
R3 1.0212 1.0193 1.0145
R2 1.0174 1.0174 1.0142
R1 1.0155 1.0155 1.0138 1.0146
PP 1.0136 1.0136 1.0136 1.0132
S1 1.0117 1.0117 1.0132 1.0108
S2 1.0098 1.0098 1.0128
S3 1.0060 1.0079 1.0125
S4 1.0022 1.0041 1.0114
Weekly Pivots for week ending 05-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.0652 1.0559 1.0236
R3 1.0493 1.0400 1.0193
R2 1.0334 1.0334 1.0178
R1 1.0241 1.0241 1.0164 1.0208
PP 1.0175 1.0175 1.0175 1.0158
S1 1.0082 1.0082 1.0134 1.0049
S2 1.0016 1.0016 1.0120
S3 0.9857 0.9923 1.0105
S4 0.9698 0.9764 1.0062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0242 1.0108 0.0134 1.3% 0.0051 0.5% 20% False False 22,151
10 1.0467 1.0108 0.0359 3.5% 0.0066 0.7% 8% False False 26,942
20 1.0559 1.0108 0.0451 4.4% 0.0065 0.6% 6% False False 25,748
40 1.0559 1.0108 0.0451 4.4% 0.0060 0.6% 6% False False 13,357
60 1.0559 1.0091 0.0468 4.6% 0.0056 0.5% 9% False False 8,907
80 1.0559 1.0069 0.0490 4.8% 0.0054 0.5% 13% False False 6,682
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0318
2.618 1.0255
1.618 1.0217
1.000 1.0194
0.618 1.0179
HIGH 1.0156
0.618 1.0141
0.500 1.0137
0.382 1.0133
LOW 1.0118
0.618 1.0095
1.000 1.0080
1.618 1.0057
2.618 1.0019
4.250 0.9957
Fisher Pivots for day following 08-Oct-2018
Pivot 1 day 3 day
R1 1.0137 1.0140
PP 1.0136 1.0138
S1 1.0136 1.0137

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

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