CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 23-Oct-2018
Day Change Summary
Previous Current
22-Oct-2018 23-Oct-2018 Change Change % Previous Week
Open 1.0088 1.0087 -0.0001 0.0% 1.0146
High 1.0110 1.0112 0.0002 0.0% 1.0212
Low 1.0069 1.0079 0.0010 0.1% 1.0072
Close 1.0089 1.0091 0.0002 0.0% 1.0079
Range 0.0041 0.0033 -0.0008 -19.5% 0.0140
ATR 0.0057 0.0055 -0.0002 -3.0% 0.0000
Volume 18,166 23,998 5,832 32.1% 120,053
Daily Pivots for day following 23-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.0193 1.0175 1.0109
R3 1.0160 1.0142 1.0100
R2 1.0127 1.0127 1.0097
R1 1.0109 1.0109 1.0094 1.0118
PP 1.0094 1.0094 1.0094 1.0099
S1 1.0076 1.0076 1.0088 1.0085
S2 1.0061 1.0061 1.0085
S3 1.0028 1.0043 1.0082
S4 0.9995 1.0010 1.0073
Weekly Pivots for week ending 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.0541 1.0450 1.0156
R3 1.0401 1.0310 1.0118
R2 1.0261 1.0261 1.0105
R1 1.0170 1.0170 1.0092 1.0146
PP 1.0121 1.0121 1.0121 1.0109
S1 1.0030 1.0030 1.0066 1.0006
S2 0.9981 0.9981 1.0053
S3 0.9841 0.9890 1.0041
S4 0.9701 0.9750 1.0002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0155 1.0069 0.0086 0.9% 0.0044 0.4% 26% False False 23,109
10 1.0212 1.0069 0.0143 1.4% 0.0050 0.5% 15% False False 24,449
20 1.0467 1.0069 0.0398 3.9% 0.0059 0.6% 6% False False 25,674
40 1.0559 1.0069 0.0490 4.9% 0.0060 0.6% 4% False False 20,014
60 1.0559 1.0069 0.0490 4.9% 0.0055 0.5% 4% False False 13,350
80 1.0559 1.0069 0.0490 4.9% 0.0055 0.5% 4% False False 10,014
100 1.0559 1.0069 0.0490 4.9% 0.0054 0.5% 4% False False 8,013
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0252
2.618 1.0198
1.618 1.0165
1.000 1.0145
0.618 1.0132
HIGH 1.0112
0.618 1.0099
0.500 1.0096
0.382 1.0092
LOW 1.0079
0.618 1.0059
1.000 1.0046
1.618 1.0026
2.618 0.9993
4.250 0.9939
Fisher Pivots for day following 23-Oct-2018
Pivot 1 day 3 day
R1 1.0096 1.0091
PP 1.0094 1.0091
S1 1.0093 1.0091

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

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