CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 17-Aug-2018
Day Change Summary
Previous Current
16-Aug-2018 17-Aug-2018 Change Change % Previous Week
Open 1.0180 1.0142 -0.0038 -0.4% 1.0169
High 1.0191 1.0172 -0.0019 -0.2% 1.0209
Low 1.0133 1.0128 -0.0005 0.0% 1.0126
Close 1.0142 1.0154 0.0012 0.1% 1.0154
Range 0.0058 0.0044 -0.0014 -24.1% 0.0083
ATR 0.0049 0.0049 0.0000 -0.7% 0.0000
Volume 8 47 39 487.5% 111
Daily Pivots for day following 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0283 1.0263 1.0178
R3 1.0239 1.0219 1.0166
R2 1.0195 1.0195 1.0162
R1 1.0175 1.0175 1.0158 1.0185
PP 1.0151 1.0151 1.0151 1.0157
S1 1.0131 1.0131 1.0150 1.0141
S2 1.0107 1.0107 1.0146
S3 1.0063 1.0087 1.0142
S4 1.0019 1.0043 1.0130
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0412 1.0366 1.0200
R3 1.0329 1.0283 1.0177
R2 1.0246 1.0246 1.0169
R1 1.0200 1.0200 1.0162 1.0182
PP 1.0163 1.0163 1.0163 1.0154
S1 1.0117 1.0117 1.0146 1.0099
S2 1.0080 1.0080 1.0139
S3 0.9997 1.0034 1.0131
S4 0.9914 0.9951 1.0108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0209 1.0126 0.0083 0.8% 0.0048 0.5% 34% False False 22
10 1.0218 1.0126 0.0092 0.9% 0.0043 0.4% 30% False False 16
20 1.0254 1.0126 0.0128 1.3% 0.0041 0.4% 22% False False 11
40 1.0303 1.0069 0.0234 2.3% 0.0048 0.5% 36% False False 8
60 1.0386 1.0069 0.0317 3.1% 0.0050 0.5% 27% False False 7
Crabel Price Patterns
NR True
NR4 True
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 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0359
2.618 1.0287
1.618 1.0243
1.000 1.0216
0.618 1.0199
HIGH 1.0172
0.618 1.0155
0.500 1.0150
0.382 1.0145
LOW 1.0128
0.618 1.0101
1.000 1.0084
1.618 1.0057
2.618 1.0013
4.250 0.9941
Fisher Pivots for day following 17-Aug-2018
Pivot 1 day 3 day
R1 1.0153 1.0159
PP 1.0151 1.0157
S1 1.0150 1.0156

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.