CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 07-Nov-2018
Day Change Summary
Previous Current
06-Nov-2018 07-Nov-2018 Change Change % Previous Week
Open 0.9989 1.0003 0.0014 0.1% 1.0068
High 1.0013 1.0082 0.0069 0.7% 1.0072
Low 0.9980 0.9984 0.0004 0.0% 0.9946
Close 1.0003 1.0030 0.0027 0.3% 0.9988
Range 0.0033 0.0098 0.0065 197.0% 0.0126
ATR 0.0057 0.0060 0.0003 5.2% 0.0000
Volume 15,939 27,278 11,339 71.1% 137,759
Daily Pivots for day following 07-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0326 1.0276 1.0084
R3 1.0228 1.0178 1.0057
R2 1.0130 1.0130 1.0048
R1 1.0080 1.0080 1.0039 1.0105
PP 1.0032 1.0032 1.0032 1.0045
S1 0.9982 0.9982 1.0021 1.0007
S2 0.9934 0.9934 1.0012
S3 0.9836 0.9884 1.0003
S4 0.9738 0.9786 0.9976
Weekly Pivots for week ending 02-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0380 1.0310 1.0057
R3 1.0254 1.0184 1.0023
R2 1.0128 1.0128 1.0011
R1 1.0058 1.0058 1.0000 1.0030
PP 1.0002 1.0002 1.0002 0.9988
S1 0.9932 0.9932 0.9976 0.9904
S2 0.9876 0.9876 0.9965
S3 0.9750 0.9806 0.9953
S4 0.9624 0.9680 0.9919
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0082 0.9953 0.0129 1.3% 0.0068 0.7% 60% True False 24,130
10 1.0090 0.9946 0.0144 1.4% 0.0063 0.6% 58% False False 25,151
20 1.0212 0.9946 0.0266 2.7% 0.0057 0.6% 32% False False 25,138
40 1.0559 0.9946 0.0613 6.1% 0.0061 0.6% 14% False False 25,583
60 1.0559 0.9946 0.0613 6.1% 0.0059 0.6% 14% False False 18,035
80 1.0559 0.9946 0.0613 6.1% 0.0055 0.6% 14% False False 13,528
100 1.0559 0.9946 0.0613 6.1% 0.0055 0.5% 14% False False 10,824
120 1.0559 0.9946 0.0613 6.1% 0.0054 0.5% 14% False False 9,021
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 0.0014
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1.0498
2.618 1.0339
1.618 1.0241
1.000 1.0180
0.618 1.0143
HIGH 1.0082
0.618 1.0045
0.500 1.0033
0.382 1.0021
LOW 0.9984
0.618 0.9923
1.000 0.9886
1.618 0.9825
2.618 0.9727
4.250 0.9568
Fisher Pivots for day following 07-Nov-2018
Pivot 1 day 3 day
R1 1.0033 1.0028
PP 1.0032 1.0026
S1 1.0031 1.0025

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

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