CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 17-Dec-2018
Day Change Summary
Previous Current
14-Dec-2018 17-Dec-2018 Change Change % Previous Week
Open 1.0063 1.0020 -0.0043 -0.4% 1.0098
High 1.0068 1.0082 0.0014 0.1% 1.0144
Low 1.0011 1.0019 0.0008 0.1% 1.0011
Close 1.0022 1.0076 0.0054 0.5% 1.0022
Range 0.0057 0.0063 0.0006 10.5% 0.0133
ATR 0.0061 0.0061 0.0000 0.2% 0.0000
Volume 11,801 736 -11,065 -93.8% 178,381
Daily Pivots for day following 17-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0248 1.0225 1.0111
R3 1.0185 1.0162 1.0093
R2 1.0122 1.0122 1.0088
R1 1.0099 1.0099 1.0082 1.0111
PP 1.0059 1.0059 1.0059 1.0065
S1 1.0036 1.0036 1.0070 1.0048
S2 0.9996 0.9996 1.0064
S3 0.9933 0.9973 1.0059
S4 0.9870 0.9910 1.0041
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% 0.0059 0.6% 49% False False 29,319
10 1.0144 0.9980 0.0164 1.6% 0.0068 0.7% 59% False False 26,182
20 1.0144 0.9980 0.0164 1.6% 0.0060 0.6% 59% False False 23,474
40 1.0144 0.9902 0.0242 2.4% 0.0059 0.6% 72% False False 24,009
60 1.0518 0.9902 0.0616 6.1% 0.0060 0.6% 28% False False 24,605
80 1.0559 0.9902 0.0657 6.5% 0.0060 0.6% 26% False False 21,487
100 1.0559 0.9902 0.0657 6.5% 0.0057 0.6% 26% False False 17,192
120 1.0559 0.9902 0.0657 6.5% 0.0056 0.6% 26% False False 14,328
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0350
2.618 1.0247
1.618 1.0184
1.000 1.0145
0.618 1.0121
HIGH 1.0082
0.618 1.0058
0.500 1.0051
0.382 1.0043
LOW 1.0019
0.618 0.9980
1.000 0.9956
1.618 0.9917
2.618 0.9854
4.250 0.9751
Fisher Pivots for day following 17-Dec-2018
Pivot 1 day 3 day
R1 1.0068 1.0068
PP 1.0059 1.0059
S1 1.0051 1.0051

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

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