CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 25-Oct-2018
Day Change Summary
Previous Current
24-Oct-2018 25-Oct-2018 Change Change % Previous Week
Open 1.0096 1.0070 -0.0026 -0.3% 1.0146
High 1.0106 1.0090 -0.0016 -0.2% 1.0212
Low 1.0055 1.0027 -0.0028 -0.3% 1.0072
Close 1.0074 1.0043 -0.0031 -0.3% 1.0079
Range 0.0051 0.0063 0.0012 23.5% 0.0140
ATR 0.0055 0.0056 0.0001 1.0% 0.0000
Volume 29,703 22,549 -7,154 -24.1% 120,053
Daily Pivots for day following 25-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.0242 1.0206 1.0078
R3 1.0179 1.0143 1.0060
R2 1.0116 1.0116 1.0055
R1 1.0080 1.0080 1.0049 1.0067
PP 1.0053 1.0053 1.0053 1.0047
S1 1.0017 1.0017 1.0037 1.0004
S2 0.9990 0.9990 1.0031
S3 0.9927 0.9954 1.0026
S4 0.9864 0.9891 1.0008
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 1.0112 1.0027 0.0085 0.8% 0.0044 0.4% 19% False True 23,085
10 1.0212 1.0027 0.0185 1.8% 0.0051 0.5% 9% False True 23,648
20 1.0341 1.0027 0.0314 3.1% 0.0053 0.5% 5% False True 24,866
40 1.0559 1.0027 0.0532 5.3% 0.0060 0.6% 3% False True 21,305
60 1.0559 1.0027 0.0532 5.3% 0.0056 0.6% 3% False True 14,221
80 1.0559 1.0027 0.0532 5.3% 0.0055 0.5% 3% False True 10,667
100 1.0559 1.0027 0.0532 5.3% 0.0054 0.5% 3% False True 8,535
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0358
2.618 1.0255
1.618 1.0192
1.000 1.0153
0.618 1.0129
HIGH 1.0090
0.618 1.0066
0.500 1.0059
0.382 1.0051
LOW 1.0027
0.618 0.9988
1.000 0.9964
1.618 0.9925
2.618 0.9862
4.250 0.9759
Fisher Pivots for day following 25-Oct-2018
Pivot 1 day 3 day
R1 1.0059 1.0070
PP 1.0053 1.0061
S1 1.0048 1.0052

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

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