CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 26-Oct-2018
Day Change Summary
Previous Current
25-Oct-2018 26-Oct-2018 Change Change % Previous Week
Open 1.0070 1.0048 -0.0022 -0.2% 1.0088
High 1.0090 1.0080 -0.0010 -0.1% 1.0112
Low 1.0027 1.0017 -0.0010 -0.1% 1.0017
Close 1.0043 1.0074 0.0031 0.3% 1.0074
Range 0.0063 0.0063 0.0000 0.0% 0.0095
ATR 0.0056 0.0056 0.0001 1.0% 0.0000
Volume 22,549 30,024 7,475 33.2% 124,440
Daily Pivots for day following 26-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.0246 1.0223 1.0109
R3 1.0183 1.0160 1.0091
R2 1.0120 1.0120 1.0086
R1 1.0097 1.0097 1.0080 1.0109
PP 1.0057 1.0057 1.0057 1.0063
S1 1.0034 1.0034 1.0068 1.0046
S2 0.9994 0.9994 1.0062
S3 0.9931 0.9971 1.0057
S4 0.9868 0.9908 1.0039
Weekly Pivots for week ending 26-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.0353 1.0308 1.0126
R3 1.0258 1.0213 1.0100
R2 1.0163 1.0163 1.0091
R1 1.0118 1.0118 1.0083 1.0093
PP 1.0068 1.0068 1.0068 1.0055
S1 1.0023 1.0023 1.0065 0.9998
S2 0.9973 0.9973 1.0057
S3 0.9878 0.9928 1.0048
S4 0.9783 0.9833 1.0022
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0112 1.0017 0.0095 0.9% 0.0050 0.5% 60% False True 24,888
10 1.0212 1.0017 0.0195 1.9% 0.0052 0.5% 29% False True 24,449
20 1.0267 1.0017 0.0250 2.5% 0.0052 0.5% 23% False True 24,286
40 1.0559 1.0017 0.0542 5.4% 0.0060 0.6% 11% False True 22,053
60 1.0559 1.0017 0.0542 5.4% 0.0056 0.6% 11% False True 14,721
80 1.0559 1.0017 0.0542 5.4% 0.0055 0.5% 11% False True 11,042
100 1.0559 1.0017 0.0542 5.4% 0.0054 0.5% 11% False True 8,835
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.0015
Fibonacci Retracements and Extensions
4.250 1.0348
2.618 1.0245
1.618 1.0182
1.000 1.0143
0.618 1.0119
HIGH 1.0080
0.618 1.0056
0.500 1.0049
0.382 1.0041
LOW 1.0017
0.618 0.9978
1.000 0.9954
1.618 0.9915
2.618 0.9852
4.250 0.9749
Fisher Pivots for day following 26-Oct-2018
Pivot 1 day 3 day
R1 1.0066 1.0070
PP 1.0057 1.0066
S1 1.0049 1.0062

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

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