CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 29-Nov-2018
Day Change Summary
Previous Current
28-Nov-2018 29-Nov-2018 Change Change % Previous Week
Open 1.0029 1.0080 0.0051 0.5% 1.0031
High 1.0091 1.0097 0.0006 0.1% 1.0114
Low 1.0009 1.0036 0.0027 0.3% 1.0017
Close 1.0086 1.0050 -0.0036 -0.4% 1.0041
Range 0.0082 0.0061 -0.0021 -25.6% 0.0097
ATR 0.0058 0.0058 0.0000 0.4% 0.0000
Volume 23,611 22,227 -1,384 -5.9% 92,034
Daily Pivots for day following 29-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0244 1.0208 1.0084
R3 1.0183 1.0147 1.0067
R2 1.0122 1.0122 1.0061
R1 1.0086 1.0086 1.0056 1.0074
PP 1.0061 1.0061 1.0061 1.0055
S1 1.0025 1.0025 1.0044 1.0013
S2 1.0000 1.0000 1.0039
S3 0.9939 0.9964 1.0033
S4 0.9878 0.9903 1.0016
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 1.0099 1.0009 0.0090 0.9% 0.0055 0.5% 46% False False 19,542
10 1.0114 0.9938 0.0176 1.8% 0.0058 0.6% 64% False False 22,406
20 1.0114 0.9902 0.0212 2.1% 0.0060 0.6% 70% False False 22,950
40 1.0212 0.9902 0.0310 3.1% 0.0055 0.5% 48% False False 23,755
60 1.0559 0.9902 0.0657 6.5% 0.0060 0.6% 23% False False 23,566
80 1.0559 0.9902 0.0657 6.5% 0.0058 0.6% 23% False False 17,757
100 1.0559 0.9902 0.0657 6.5% 0.0056 0.6% 23% False False 14,206
120 1.0559 0.9902 0.0657 6.5% 0.0056 0.6% 23% False False 11,840
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 True
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0356
2.618 1.0257
1.618 1.0196
1.000 1.0158
0.618 1.0135
HIGH 1.0097
0.618 1.0074
0.500 1.0067
0.382 1.0059
LOW 1.0036
0.618 0.9998
1.000 0.9975
1.618 0.9937
2.618 0.9876
4.250 0.9777
Fisher Pivots for day following 29-Nov-2018
Pivot 1 day 3 day
R1 1.0067 1.0053
PP 1.0061 1.0052
S1 1.0056 1.0051

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

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