CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 12-Dec-2018
Day Change Summary
Previous Current
11-Dec-2018 12-Dec-2018 Change Change % Previous Week
Open 1.0104 1.0073 -0.0031 -0.3% 1.0021
High 1.0144 1.0092 -0.0052 -0.5% 1.0118
Low 1.0067 1.0039 -0.0028 -0.3% 0.9980
Close 1.0077 1.0076 -0.0001 0.0% 1.0115
Range 0.0077 0.0053 -0.0024 -31.2% 0.0138
ATR 0.0064 0.0063 -0.0001 -1.2% 0.0000
Volume 29,669 57,872 28,203 95.1% 98,723
Daily Pivots for day following 12-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0228 1.0205 1.0105
R3 1.0175 1.0152 1.0091
R2 1.0122 1.0122 1.0086
R1 1.0099 1.0099 1.0081 1.0111
PP 1.0069 1.0069 1.0069 1.0075
S1 1.0046 1.0046 1.0071 1.0058
S2 1.0016 1.0016 1.0066
S3 0.9963 0.9993 1.0061
S4 0.9910 0.9940 1.0047
Weekly Pivots for week ending 07-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0485 1.0438 1.0191
R3 1.0347 1.0300 1.0153
R2 1.0209 1.0209 1.0140
R1 1.0162 1.0162 1.0128 1.0186
PP 1.0071 1.0071 1.0071 1.0083
S1 1.0024 1.0024 1.0102 1.0048
S2 0.9933 0.9933 1.0090
S3 0.9795 0.9886 1.0077
S4 0.9657 0.9748 1.0039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0144 0.9980 0.0164 1.6% 0.0082 0.8% 59% False False 34,133
10 1.0144 0.9980 0.0164 1.6% 0.0066 0.7% 59% False False 26,183
20 1.0144 0.9924 0.0220 2.2% 0.0062 0.6% 69% False False 24,568
40 1.0155 0.9902 0.0253 2.5% 0.0059 0.6% 69% False False 24,367
60 1.0559 0.9902 0.0657 6.5% 0.0061 0.6% 26% False False 25,051
80 1.0559 0.9902 0.0657 6.5% 0.0060 0.6% 26% False False 20,750
100 1.0559 0.9902 0.0657 6.5% 0.0056 0.6% 26% False False 16,602
120 1.0559 0.9902 0.0657 6.5% 0.0056 0.6% 26% False False 13,836
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 False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0317
2.618 1.0231
1.618 1.0178
1.000 1.0145
0.618 1.0125
HIGH 1.0092
0.618 1.0072
0.500 1.0066
0.382 1.0059
LOW 1.0039
0.618 1.0006
1.000 0.9986
1.618 0.9953
2.618 0.9900
4.250 0.9814
Fisher Pivots for day following 12-Dec-2018
Pivot 1 day 3 day
R1 1.0073 1.0092
PP 1.0069 1.0086
S1 1.0066 1.0081

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

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