CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 19-Jul-2018
Day Change Summary
Previous Current
18-Jul-2018 19-Jul-2018 Change Change % Previous Week
Open 1.0125 1.0112 -0.0013 -0.1% 1.0226
High 1.0147 1.0166 0.0019 0.2% 1.0287
Low 1.0101 1.0091 -0.0010 -0.1% 1.0069
Close 1.0143 1.0145 0.0002 0.0% 1.0114
Range 0.0046 0.0075 0.0029 63.0% 0.0218
ATR 0.0057 0.0058 0.0001 2.3% 0.0000
Volume 3 5 2 66.7% 30
Daily Pivots for day following 19-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.0359 1.0327 1.0186
R3 1.0284 1.0252 1.0166
R2 1.0209 1.0209 1.0159
R1 1.0177 1.0177 1.0152 1.0193
PP 1.0134 1.0134 1.0134 1.0142
S1 1.0102 1.0102 1.0138 1.0118
S2 1.0059 1.0059 1.0131
S3 0.9984 1.0027 1.0124
S4 0.9909 0.9952 1.0104
Weekly Pivots for week ending 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.0811 1.0680 1.0234
R3 1.0593 1.0462 1.0174
R2 1.0375 1.0375 1.0154
R1 1.0244 1.0244 1.0134 1.0201
PP 1.0157 1.0157 1.0157 1.0135
S1 1.0026 1.0026 1.0094 0.9983
S2 0.9939 0.9939 1.0074
S3 0.9721 0.9808 1.0054
S4 0.9503 0.9590 0.9994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0207 1.0069 0.0138 1.4% 0.0060 0.6% 55% False False 4
10 1.0287 1.0069 0.0218 2.1% 0.0061 0.6% 35% False False 4
20 1.0303 1.0069 0.0234 2.3% 0.0054 0.5% 32% False False 6
40 1.0386 1.0069 0.0317 3.1% 0.0053 0.5% 24% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0485
2.618 1.0362
1.618 1.0287
1.000 1.0241
0.618 1.0212
HIGH 1.0166
0.618 1.0137
0.500 1.0129
0.382 1.0120
LOW 1.0091
0.618 1.0045
1.000 1.0016
1.618 0.9970
2.618 0.9895
4.250 0.9772
Fisher Pivots for day following 19-Jul-2018
Pivot 1 day 3 day
R1 1.0140 1.0149
PP 1.0134 1.0148
S1 1.0129 1.0146

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

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