CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 17-Oct-2018
Day Change Summary
Previous Current
16-Oct-2018 17-Oct-2018 Change Change % Previous Week
Open 1.0187 1.0151 -0.0036 -0.4% 1.0142
High 1.0198 1.0155 -0.0043 -0.4% 1.0204
Low 1.0147 1.0096 -0.0051 -0.5% 1.0106
Close 1.0157 1.0104 -0.0053 -0.5% 1.0150
Range 0.0051 0.0059 0.0008 15.7% 0.0098
ATR 0.0061 0.0061 0.0000 0.0% 0.0000
Volume 24,344 22,798 -1,546 -6.4% 120,873
Daily Pivots for day following 17-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.0295 1.0259 1.0136
R3 1.0236 1.0200 1.0120
R2 1.0177 1.0177 1.0115
R1 1.0141 1.0141 1.0109 1.0130
PP 1.0118 1.0118 1.0118 1.0113
S1 1.0082 1.0082 1.0099 1.0071
S2 1.0059 1.0059 1.0093
S3 1.0000 1.0023 1.0088
S4 0.9941 0.9964 1.0072
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 1.0096 0.0116 1.1% 0.0061 0.6% 7% False True 25,761
10 1.0212 1.0096 0.0116 1.1% 0.0052 0.5% 7% False True 23,791
20 1.0559 1.0096 0.0463 4.6% 0.0064 0.6% 2% False True 26,336
40 1.0559 1.0096 0.0463 4.6% 0.0061 0.6% 2% False True 17,701
60 1.0559 1.0096 0.0463 4.6% 0.0055 0.5% 2% False True 11,805
80 1.0559 1.0069 0.0490 4.8% 0.0055 0.5% 7% False False 8,855
100 1.0559 1.0069 0.0490 4.8% 0.0055 0.5% 7% False False 7,085
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0406
2.618 1.0309
1.618 1.0250
1.000 1.0214
0.618 1.0191
HIGH 1.0155
0.618 1.0132
0.500 1.0126
0.382 1.0119
LOW 1.0096
0.618 1.0060
1.000 1.0037
1.618 1.0001
2.618 0.9942
4.250 0.9845
Fisher Pivots for day following 17-Oct-2018
Pivot 1 day 3 day
R1 1.0126 1.0154
PP 1.0118 1.0137
S1 1.0111 1.0121

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

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