CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 13-Aug-2018
Day Change Summary
Previous Current
10-Aug-2018 13-Aug-2018 Change Change % Previous Week
Open 1.0140 1.0169 0.0029 0.3% 1.0139
High 1.0182 1.0189 0.0007 0.1% 1.0218
Low 1.0137 1.0158 0.0021 0.2% 1.0134
Close 1.0163 1.0176 0.0013 0.1% 1.0163
Range 0.0045 0.0031 -0.0014 -31.1% 0.0084
ATR 0.0049 0.0048 -0.0001 -2.6% 0.0000
Volume 29 15 -14 -48.3% 54
Daily Pivots for day following 13-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0267 1.0253 1.0193
R3 1.0236 1.0222 1.0185
R2 1.0205 1.0205 1.0182
R1 1.0191 1.0191 1.0179 1.0198
PP 1.0174 1.0174 1.0174 1.0178
S1 1.0160 1.0160 1.0173 1.0167
S2 1.0143 1.0143 1.0170
S3 1.0112 1.0129 1.0167
S4 1.0081 1.0098 1.0159
Weekly Pivots for week ending 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0424 1.0377 1.0209
R3 1.0340 1.0293 1.0186
R2 1.0256 1.0256 1.0178
R1 1.0209 1.0209 1.0171 1.0233
PP 1.0172 1.0172 1.0172 1.0183
S1 1.0125 1.0125 1.0155 1.0149
S2 1.0088 1.0088 1.0148
S3 1.0004 1.0041 1.0140
S4 0.9920 0.9957 1.0117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0218 1.0137 0.0081 0.8% 0.0041 0.4% 48% False False 13
10 1.0254 1.0134 0.0120 1.2% 0.0035 0.3% 35% False False 10
20 1.0254 1.0091 0.0163 1.6% 0.0045 0.4% 52% False False 6
40 1.0303 1.0069 0.0234 2.3% 0.0048 0.5% 46% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0321
2.618 1.0270
1.618 1.0239
1.000 1.0220
0.618 1.0208
HIGH 1.0189
0.618 1.0177
0.500 1.0174
0.382 1.0170
LOW 1.0158
0.618 1.0139
1.000 1.0127
1.618 1.0108
2.618 1.0077
4.250 1.0026
Fisher Pivots for day following 13-Aug-2018
Pivot 1 day 3 day
R1 1.0175 1.0178
PP 1.0174 1.0177
S1 1.0174 1.0177

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

View Archives - Comment on this page... - Back to Index of Symbols