CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 08-Nov-2018
Day Change Summary
Previous Current
07-Nov-2018 08-Nov-2018 Change Change % Previous Week
Open 1.0003 1.0009 0.0006 0.1% 1.0068
High 1.0082 1.0024 -0.0058 -0.6% 1.0072
Low 0.9984 0.9959 -0.0025 -0.3% 0.9946
Close 1.0030 0.9962 -0.0068 -0.7% 0.9988
Range 0.0098 0.0065 -0.0033 -33.7% 0.0126
ATR 0.0060 0.0060 0.0001 1.4% 0.0000
Volume 27,278 18,223 -9,055 -33.2% 137,759
Daily Pivots for day following 08-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0177 1.0134 0.9998
R3 1.0112 1.0069 0.9980
R2 1.0047 1.0047 0.9974
R1 1.0004 1.0004 0.9968 0.9993
PP 0.9982 0.9982 0.9982 0.9976
S1 0.9939 0.9939 0.9956 0.9928
S2 0.9917 0.9917 0.9950
S3 0.9852 0.9874 0.9944
S4 0.9787 0.9809 0.9926
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 0.9959 0.0123 1.2% 0.0065 0.6% 2% False True 21,544
10 1.0082 0.9946 0.0136 1.4% 0.0063 0.6% 12% False False 24,719
20 1.0212 0.9946 0.0266 2.7% 0.0057 0.6% 6% False False 24,184
40 1.0559 0.9946 0.0613 6.2% 0.0061 0.6% 3% False False 25,352
60 1.0559 0.9946 0.0613 6.2% 0.0059 0.6% 3% False False 18,339
80 1.0559 0.9946 0.0613 6.2% 0.0056 0.6% 3% False False 13,756
100 1.0559 0.9946 0.0613 6.2% 0.0055 0.6% 3% False False 11,006
120 1.0559 0.9946 0.0613 6.2% 0.0055 0.5% 3% False False 9,173
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0300
2.618 1.0194
1.618 1.0129
1.000 1.0089
0.618 1.0064
HIGH 1.0024
0.618 0.9999
0.500 0.9992
0.382 0.9984
LOW 0.9959
0.618 0.9919
1.000 0.9894
1.618 0.9854
2.618 0.9789
4.250 0.9683
Fisher Pivots for day following 08-Nov-2018
Pivot 1 day 3 day
R1 0.9992 1.0021
PP 0.9982 1.0001
S1 0.9972 0.9982

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

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