CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 23-Nov-2018
Day Change Summary
Previous Current
21-Nov-2018 23-Nov-2018 Change Change % Previous Week
Open 1.0068 1.0078 0.0010 0.1% 1.0031
High 1.0094 1.0099 0.0005 0.0% 1.0114
Low 1.0063 1.0038 -0.0025 -0.2% 1.0017
Close 1.0078 1.0041 -0.0037 -0.4% 1.0041
Range 0.0031 0.0061 0.0030 96.8% 0.0097
ATR 0.0059 0.0059 0.0000 0.2% 0.0000
Volume 19,172 18,917 -255 -1.3% 92,034
Daily Pivots for day following 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0242 1.0203 1.0075
R3 1.0181 1.0142 1.0058
R2 1.0120 1.0120 1.0052
R1 1.0081 1.0081 1.0047 1.0070
PP 1.0059 1.0059 1.0059 1.0054
S1 1.0020 1.0020 1.0035 1.0009
S2 0.9998 0.9998 1.0030
S3 0.9937 0.9959 1.0024
S4 0.9876 0.9898 1.0007
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0348 1.0292 1.0094
R3 1.0251 1.0195 1.0068
R2 1.0154 1.0154 1.0059
R1 1.0098 1.0098 1.0050 1.0126
PP 1.0057 1.0057 1.0057 1.0072
S1 1.0001 1.0001 1.0032 1.0029
S2 0.9960 0.9960 1.0023
S3 0.9863 0.9904 1.0014
S4 0.9766 0.9807 0.9988
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 1.8% 0.0064 0.6% 59% False False 23,575
10 1.0114 0.9902 0.0212 2.1% 0.0058 0.6% 66% False False 24,132
20 1.0114 0.9902 0.0212 2.1% 0.0060 0.6% 66% False False 24,425
40 1.0341 0.9902 0.0439 4.4% 0.0057 0.6% 32% False False 24,646
60 1.0559 0.9902 0.0657 6.5% 0.0060 0.6% 21% False False 22,345
80 1.0559 0.9902 0.0657 6.5% 0.0057 0.6% 21% False False 16,772
100 1.0559 0.9902 0.0657 6.5% 0.0056 0.6% 21% False False 13,419
120 1.0559 0.9902 0.0657 6.5% 0.0055 0.6% 21% False False 11,184
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0358
2.618 1.0259
1.618 1.0198
1.000 1.0160
0.618 1.0137
HIGH 1.0099
0.618 1.0076
0.500 1.0069
0.382 1.0061
LOW 1.0038
0.618 1.0000
1.000 0.9977
1.618 0.9939
2.618 0.9878
4.250 0.9779
Fisher Pivots for day following 23-Nov-2018
Pivot 1 day 3 day
R1 1.0069 1.0076
PP 1.0059 1.0064
S1 1.0050 1.0053

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

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