CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 24-Aug-2018
Day Change Summary
Previous Current
23-Aug-2018 24-Aug-2018 Change Change % Previous Week
Open 1.0277 1.0238 -0.0039 -0.4% 1.0158
High 1.0281 1.0291 0.0010 0.1% 1.0299
Low 1.0238 1.0238 0.0000 0.0% 1.0137
Close 1.0240 1.0272 0.0032 0.3% 1.0272
Range 0.0043 0.0053 0.0010 23.3% 0.0162
ATR 0.0050 0.0050 0.0000 0.4% 0.0000
Volume 15 64 49 326.7% 145
Daily Pivots for day following 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0426 1.0402 1.0301
R3 1.0373 1.0349 1.0287
R2 1.0320 1.0320 1.0282
R1 1.0296 1.0296 1.0277 1.0308
PP 1.0267 1.0267 1.0267 1.0273
S1 1.0243 1.0243 1.0267 1.0255
S2 1.0214 1.0214 1.0262
S3 1.0161 1.0190 1.0257
S4 1.0108 1.0137 1.0243
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0722 1.0659 1.0361
R3 1.0560 1.0497 1.0317
R2 1.0398 1.0398 1.0302
R1 1.0335 1.0335 1.0287 1.0367
PP 1.0236 1.0236 1.0236 1.0252
S1 1.0173 1.0173 1.0257 1.0205
S2 1.0074 1.0074 1.0242
S3 0.9912 1.0011 1.0227
S4 0.9750 0.9849 1.0183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0299 1.0137 0.0162 1.6% 0.0051 0.5% 83% False False 29
10 1.0299 1.0126 0.0173 1.7% 0.0049 0.5% 84% False False 25
20 1.0299 1.0126 0.0173 1.7% 0.0045 0.4% 84% False False 17
40 1.0299 1.0069 0.0230 2.2% 0.0049 0.5% 88% False False 11
60 1.0386 1.0069 0.0317 3.1% 0.0049 0.5% 64% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0516
2.618 1.0430
1.618 1.0377
1.000 1.0344
0.618 1.0324
HIGH 1.0291
0.618 1.0271
0.500 1.0265
0.382 1.0258
LOW 1.0238
0.618 1.0205
1.000 1.0185
1.618 1.0152
2.618 1.0099
4.250 1.0013
Fisher Pivots for day following 24-Aug-2018
Pivot 1 day 3 day
R1 1.0270 1.0271
PP 1.0267 1.0270
S1 1.0265 1.0269

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

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