CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 16-Oct-2018
Day Change Summary
Previous Current
15-Oct-2018 16-Oct-2018 Change Change % Previous Week
Open 1.0146 1.0187 0.0041 0.4% 1.0142
High 1.0212 1.0198 -0.0014 -0.1% 1.0204
Low 1.0136 1.0147 0.0011 0.1% 1.0106
Close 1.0184 1.0157 -0.0027 -0.3% 1.0150
Range 0.0076 0.0051 -0.0025 -32.9% 0.0098
ATR 0.0061 0.0061 -0.0001 -1.2% 0.0000
Volume 22,328 24,344 2,016 9.0% 120,873
Daily Pivots for day following 16-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.0320 1.0290 1.0185
R3 1.0269 1.0239 1.0171
R2 1.0218 1.0218 1.0166
R1 1.0188 1.0188 1.0162 1.0178
PP 1.0167 1.0167 1.0167 1.0162
S1 1.0137 1.0137 1.0152 1.0127
S2 1.0116 1.0116 1.0148
S3 1.0065 1.0086 1.0143
S4 1.0014 1.0035 1.0129
Weekly Pivots for week ending 12-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.0447 1.0397 1.0204
R3 1.0349 1.0299 1.0177
R2 1.0251 1.0251 1.0168
R1 1.0201 1.0201 1.0159 1.0226
PP 1.0153 1.0153 1.0153 1.0166
S1 1.0103 1.0103 1.0141 1.0128
S2 1.0055 1.0055 1.0132
S3 0.9957 1.0005 1.0123
S4 0.9859 0.9907 1.0096
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0212 1.0125 0.0087 0.9% 0.0057 0.6% 37% False False 25,790
10 1.0237 1.0106 0.0131 1.3% 0.0055 0.5% 39% False False 23,977
20 1.0559 1.0106 0.0453 4.5% 0.0065 0.6% 11% False False 26,419
40 1.0559 1.0106 0.0453 4.5% 0.0061 0.6% 11% False False 17,132
60 1.0559 1.0106 0.0453 4.5% 0.0055 0.5% 11% False False 11,425
80 1.0559 1.0069 0.0490 4.8% 0.0055 0.5% 18% False False 8,570
100 1.0559 1.0069 0.0490 4.8% 0.0055 0.5% 18% False False 6,857
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0415
2.618 1.0332
1.618 1.0281
1.000 1.0249
0.618 1.0230
HIGH 1.0198
0.618 1.0179
0.500 1.0173
0.382 1.0166
LOW 1.0147
0.618 1.0115
1.000 1.0096
1.618 1.0064
2.618 1.0013
4.250 0.9930
Fisher Pivots for day following 16-Oct-2018
Pivot 1 day 3 day
R1 1.0173 1.0169
PP 1.0167 1.0165
S1 1.0162 1.0161

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

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