CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 04-Dec-2018
Day Change Summary
Previous Current
03-Dec-2018 04-Dec-2018 Change Change % Previous Week
Open 1.0021 1.0031 0.0010 0.1% 1.0042
High 1.0047 1.0081 0.0034 0.3% 1.0097
Low 1.0016 1.0019 0.0003 0.0% 1.0007
Close 1.0023 1.0036 0.0013 0.1% 1.0015
Range 0.0031 0.0062 0.0031 100.0% 0.0090
ATR 0.0056 0.0056 0.0000 0.8% 0.0000
Volume 16,018 19,388 3,370 21.0% 99,616
Daily Pivots for day following 04-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0231 1.0196 1.0070
R3 1.0169 1.0134 1.0053
R2 1.0107 1.0107 1.0047
R1 1.0072 1.0072 1.0042 1.0090
PP 1.0045 1.0045 1.0045 1.0054
S1 1.0010 1.0010 1.0030 1.0028
S2 0.9983 0.9983 1.0025
S3 0.9921 0.9948 1.0019
S4 0.9859 0.9886 1.0002
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0310 1.0252 1.0065
R3 1.0220 1.0162 1.0040
R2 1.0130 1.0130 1.0032
R1 1.0072 1.0072 1.0023 1.0056
PP 1.0040 1.0040 1.0040 1.0032
S1 0.9982 0.9982 1.0007 0.9966
S2 0.9950 0.9950 0.9999
S3 0.9860 0.9892 0.9990
S4 0.9770 0.9802 0.9966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0097 1.0007 0.0090 0.9% 0.0058 0.6% 32% False False 20,412
10 1.0114 1.0007 0.0107 1.1% 0.0050 0.5% 27% False False 20,060
20 1.0114 0.9902 0.0212 2.1% 0.0057 0.6% 63% False False 21,889
40 1.0212 0.9902 0.0310 3.1% 0.0056 0.6% 43% False False 23,561
60 1.0559 0.9902 0.0657 6.5% 0.0059 0.6% 20% False False 24,290
80 1.0559 0.9902 0.0657 6.5% 0.0058 0.6% 20% False False 18,459
100 1.0559 0.9902 0.0657 6.5% 0.0056 0.6% 20% False False 14,768
120 1.0559 0.9902 0.0657 6.5% 0.0055 0.5% 20% False False 12,308
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0345
2.618 1.0243
1.618 1.0181
1.000 1.0143
0.618 1.0119
HIGH 1.0081
0.618 1.0057
0.500 1.0050
0.382 1.0043
LOW 1.0019
0.618 0.9981
1.000 0.9957
1.618 0.9919
2.618 0.9857
4.250 0.9756
Fisher Pivots for day following 04-Dec-2018
Pivot 1 day 3 day
R1 1.0050 1.0044
PP 1.0045 1.0041
S1 1.0041 1.0039

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

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