CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 10-Dec-2018
Day Change Summary
Previous Current
07-Dec-2018 10-Dec-2018 Change Change % Previous Week
Open 1.0300 1.0290 -0.0010 -0.1% 1.0211
High 1.0301 1.0314 0.0013 0.1% 1.0301
Low 1.0262 1.0290 0.0028 0.3% 1.0207
Close 1.0301 1.0295 -0.0006 -0.1% 1.0301
Range 0.0039 0.0024 -0.0015 -38.5% 0.0094
ATR 0.0040 0.0039 -0.0001 -2.9% 0.0000
Volume 3 5 2 66.7% 11
Daily Pivots for day following 10-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0372 1.0357 1.0308
R3 1.0348 1.0333 1.0302
R2 1.0324 1.0324 1.0299
R1 1.0309 1.0309 1.0297 1.0317
PP 1.0300 1.0300 1.0300 1.0303
S1 1.0285 1.0285 1.0293 1.0293
S2 1.0276 1.0276 1.0291
S3 1.0252 1.0261 1.0288
S4 1.0228 1.0237 1.0282
Weekly Pivots for week ending 07-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0552 1.0520 1.0353
R3 1.0458 1.0426 1.0327
R2 1.0364 1.0364 1.0318
R1 1.0332 1.0332 1.0310 1.0348
PP 1.0270 1.0270 1.0270 1.0278
S1 1.0238 1.0238 1.0292 1.0254
S2 1.0176 1.0176 1.0284
S3 1.0082 1.0144 1.0275
S4 0.9988 1.0050 1.0249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0314 1.0207 0.0107 1.0% 0.0027 0.3% 82% True False 3
10 1.0314 1.0204 0.0110 1.1% 0.0026 0.2% 83% True False 1
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0416
2.618 1.0377
1.618 1.0353
1.000 1.0338
0.618 1.0329
HIGH 1.0314
0.618 1.0305
0.500 1.0302
0.382 1.0299
LOW 1.0290
0.618 1.0275
1.000 1.0266
1.618 1.0251
2.618 1.0227
4.250 1.0188
Fisher Pivots for day following 10-Dec-2018
Pivot 1 day 3 day
R1 1.0302 1.0292
PP 1.0300 1.0290
S1 1.0297 1.0287

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

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