CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 14-Dec-2018
Day Change Summary
Previous Current
13-Dec-2018 14-Dec-2018 Change Change % Previous Week
Open 1.0073 1.0063 -0.0010 -0.1% 1.0098
High 1.0091 1.0068 -0.0023 -0.2% 1.0144
Low 1.0048 1.0011 -0.0037 -0.4% 1.0011
Close 1.0068 1.0022 -0.0046 -0.5% 1.0022
Range 0.0043 0.0057 0.0014 32.6% 0.0133
ATR 0.0061 0.0061 0.0000 -0.5% 0.0000
Volume 46,517 11,801 -34,716 -74.6% 178,381
Daily Pivots for day following 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0205 1.0170 1.0053
R3 1.0148 1.0113 1.0038
R2 1.0091 1.0091 1.0032
R1 1.0056 1.0056 1.0027 1.0045
PP 1.0034 1.0034 1.0034 1.0028
S1 0.9999 0.9999 1.0017 0.9988
S2 0.9977 0.9977 1.0012
S3 0.9920 0.9942 1.0006
S4 0.9863 0.9885 0.9991
Weekly Pivots for week ending 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0458 1.0373 1.0095
R3 1.0325 1.0240 1.0059
R2 1.0192 1.0192 1.0046
R1 1.0107 1.0107 1.0034 1.0083
PP 1.0059 1.0059 1.0059 1.0047
S1 0.9974 0.9974 1.0010 0.9950
S2 0.9926 0.9926 0.9998
S3 0.9793 0.9841 0.9985
S4 0.9660 0.9708 0.9949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0144 1.0011 0.0133 1.3% 0.0055 0.5% 8% False True 35,676
10 1.0144 0.9980 0.0164 1.6% 0.0064 0.6% 26% False False 27,710
20 1.0144 0.9938 0.0206 2.1% 0.0061 0.6% 41% False False 24,729
40 1.0144 0.9902 0.0242 2.4% 0.0058 0.6% 50% False False 24,516
60 1.0559 0.9902 0.0657 6.6% 0.0060 0.6% 18% False False 25,122
80 1.0559 0.9902 0.0657 6.6% 0.0060 0.6% 18% False False 21,478
100 1.0559 0.9902 0.0657 6.6% 0.0057 0.6% 18% False False 17,185
120 1.0559 0.9902 0.0657 6.6% 0.0056 0.6% 18% False False 14,322
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0310
2.618 1.0217
1.618 1.0160
1.000 1.0125
0.618 1.0103
HIGH 1.0068
0.618 1.0046
0.500 1.0040
0.382 1.0033
LOW 1.0011
0.618 0.9976
1.000 0.9954
1.618 0.9919
2.618 0.9862
4.250 0.9769
Fisher Pivots for day following 14-Dec-2018
Pivot 1 day 3 day
R1 1.0040 1.0052
PP 1.0034 1.0042
S1 1.0028 1.0032

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

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