CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 14-Nov-2018
Day Change Summary
Previous Current
13-Nov-2018 14-Nov-2018 Change Change % Previous Week
Open 0.9923 0.9958 0.0035 0.4% 1.0006
High 0.9960 0.9987 0.0027 0.3% 1.0082
Low 0.9902 0.9924 0.0022 0.2% 0.9945
Close 0.9945 0.9981 0.0036 0.4% 0.9976
Range 0.0058 0.0063 0.0005 8.6% 0.0137
ATR 0.0059 0.0059 0.0000 0.5% 0.0000
Volume 26,339 27,691 1,352 5.1% 100,052
Daily Pivots for day following 14-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0153 1.0130 1.0016
R3 1.0090 1.0067 0.9998
R2 1.0027 1.0027 0.9993
R1 1.0004 1.0004 0.9987 1.0016
PP 0.9964 0.9964 0.9964 0.9970
S1 0.9941 0.9941 0.9975 0.9953
S2 0.9901 0.9901 0.9969
S3 0.9838 0.9878 0.9964
S4 0.9775 0.9815 0.9946
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 1.0024 0.9902 0.0122 1.2% 0.0056 0.6% 65% False False 22,856
10 1.0082 0.9902 0.0180 1.8% 0.0062 0.6% 44% False False 23,493
20 1.0131 0.9902 0.0229 2.3% 0.0056 0.6% 34% False False 24,412
40 1.0559 0.9902 0.0657 6.6% 0.0060 0.6% 12% False False 25,374
60 1.0559 0.9902 0.0657 6.6% 0.0059 0.6% 12% False False 19,938
80 1.0559 0.9902 0.0657 6.6% 0.0056 0.6% 12% False False 14,957
100 1.0559 0.9902 0.0657 6.6% 0.0055 0.6% 12% False False 11,966
120 1.0559 0.9902 0.0657 6.6% 0.0055 0.6% 12% False False 9,973
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0255
2.618 1.0152
1.618 1.0089
1.000 1.0050
0.618 1.0026
HIGH 0.9987
0.618 0.9963
0.500 0.9956
0.382 0.9948
LOW 0.9924
0.618 0.9885
1.000 0.9861
1.618 0.9822
2.618 0.9759
4.250 0.9656
Fisher Pivots for day following 14-Nov-2018
Pivot 1 day 3 day
R1 0.9973 0.9969
PP 0.9964 0.9957
S1 0.9956 0.9945

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

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