CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 21-Nov-2018
Day Change Summary
Previous Current
20-Nov-2018 21-Nov-2018 Change Change % Previous Week
Open 1.0091 1.0068 -0.0023 -0.2% 0.9971
High 1.0114 1.0094 -0.0020 -0.2% 1.0033
Low 1.0065 1.0063 -0.0002 0.0% 0.9902
Close 1.0073 1.0078 0.0005 0.0% 1.0026
Range 0.0049 0.0031 -0.0018 -36.7% 0.0131
ATR 0.0061 0.0059 -0.0002 -3.5% 0.0000
Volume 27,496 19,172 -8,324 -30.3% 128,649
Daily Pivots for day following 21-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0171 1.0156 1.0095
R3 1.0140 1.0125 1.0087
R2 1.0109 1.0109 1.0084
R1 1.0094 1.0094 1.0081 1.0102
PP 1.0078 1.0078 1.0078 1.0082
S1 1.0063 1.0063 1.0075 1.0071
S2 1.0047 1.0047 1.0072
S3 1.0016 1.0032 1.0069
S4 0.9985 1.0001 1.0061
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0380 1.0334 1.0098
R3 1.0249 1.0203 1.0062
R2 1.0118 1.0118 1.0050
R1 1.0072 1.0072 1.0038 1.0095
PP 0.9987 0.9987 0.9987 0.9999
S1 0.9941 0.9941 1.0014 0.9964
S2 0.9856 0.9856 1.0002
S3 0.9725 0.9810 0.9990
S4 0.9594 0.9679 0.9954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0114 0.9938 0.0176 1.7% 0.0060 0.6% 80% False False 25,270
10 1.0114 0.9902 0.0212 2.1% 0.0058 0.6% 83% False False 24,063
20 1.0114 0.9902 0.0212 2.1% 0.0061 0.6% 83% False False 24,607
40 1.0438 0.9902 0.0536 5.3% 0.0059 0.6% 33% False False 25,107
60 1.0559 0.9902 0.0657 6.5% 0.0060 0.6% 27% False False 22,036
80 1.0559 0.9902 0.0657 6.5% 0.0056 0.6% 27% False False 16,536
100 1.0559 0.9902 0.0657 6.5% 0.0056 0.6% 27% False False 13,230
120 1.0559 0.9902 0.0657 6.5% 0.0055 0.5% 27% False False 11,026
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.0226
2.618 1.0175
1.618 1.0144
1.000 1.0125
0.618 1.0113
HIGH 1.0094
0.618 1.0082
0.500 1.0079
0.382 1.0075
LOW 1.0063
0.618 1.0044
1.000 1.0032
1.618 1.0013
2.618 0.9982
4.250 0.9931
Fisher Pivots for day following 21-Nov-2018
Pivot 1 day 3 day
R1 1.0079 1.0074
PP 1.0078 1.0070
S1 1.0078 1.0066

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

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