CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 09-Nov-2018
Day Change Summary
Previous Current
08-Nov-2018 09-Nov-2018 Change Change % Previous Week
Open 1.0009 0.9975 -0.0034 -0.3% 1.0006
High 1.0024 0.9986 -0.0038 -0.4% 1.0082
Low 0.9959 0.9945 -0.0014 -0.1% 0.9945
Close 0.9962 0.9976 0.0014 0.1% 0.9976
Range 0.0065 0.0041 -0.0024 -36.9% 0.0137
ATR 0.0060 0.0059 -0.0001 -2.3% 0.0000
Volume 18,223 20,644 2,421 13.3% 100,052
Daily Pivots for day following 09-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0092 1.0075 0.9999
R3 1.0051 1.0034 0.9987
R2 1.0010 1.0010 0.9984
R1 0.9993 0.9993 0.9980 1.0002
PP 0.9969 0.9969 0.9969 0.9973
S1 0.9952 0.9952 0.9972 0.9961
S2 0.9928 0.9928 0.9968
S3 0.9887 0.9911 0.9965
S4 0.9846 0.9870 0.9953
Weekly Pivots for week ending 09-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0412 1.0331 1.0051
R3 1.0275 1.0194 1.0014
R2 1.0138 1.0138 1.0001
R1 1.0057 1.0057 0.9989 1.0029
PP 1.0001 1.0001 1.0001 0.9987
S1 0.9920 0.9920 0.9963 0.9892
S2 0.9864 0.9864 0.9951
S3 0.9727 0.9783 0.9938
S4 0.9590 0.9646 0.9901
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0082 0.9945 0.0137 1.4% 0.0056 0.6% 23% False True 20,010
10 1.0082 0.9945 0.0137 1.4% 0.0061 0.6% 23% False True 23,781
20 1.0212 0.9945 0.0267 2.7% 0.0056 0.6% 12% False True 24,115
40 1.0559 0.9945 0.0614 6.2% 0.0061 0.6% 5% False True 25,173
60 1.0559 0.9945 0.0614 6.2% 0.0059 0.6% 5% False True 18,683
80 1.0559 0.9945 0.0614 6.2% 0.0055 0.6% 5% False True 14,014
100 1.0559 0.9945 0.0614 6.2% 0.0055 0.6% 5% False True 11,212
120 1.0559 0.9945 0.0614 6.2% 0.0055 0.5% 5% False True 9,345
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0160
2.618 1.0093
1.618 1.0052
1.000 1.0027
0.618 1.0011
HIGH 0.9986
0.618 0.9970
0.500 0.9966
0.382 0.9961
LOW 0.9945
0.618 0.9920
1.000 0.9904
1.618 0.9879
2.618 0.9838
4.250 0.9771
Fisher Pivots for day following 09-Nov-2018
Pivot 1 day 3 day
R1 0.9973 1.0014
PP 0.9969 1.0001
S1 0.9966 0.9989

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

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