CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 30-Aug-2018
Day Change Summary
Previous Current
29-Aug-2018 30-Aug-2018 Change Change % Previous Week
Open 1.0337 1.0400 0.0063 0.6% 1.0158
High 1.0405 1.0420 0.0015 0.1% 1.0299
Low 1.0329 1.0390 0.0061 0.6% 1.0137
Close 1.0393 1.0411 0.0018 0.2% 1.0272
Range 0.0076 0.0030 -0.0046 -60.5% 0.0162
ATR 0.0054 0.0052 -0.0002 -3.2% 0.0000
Volume 383 104 -279 -72.8% 145
Daily Pivots for day following 30-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0497 1.0484 1.0428
R3 1.0467 1.0454 1.0419
R2 1.0437 1.0437 1.0417
R1 1.0424 1.0424 1.0414 1.0431
PP 1.0407 1.0407 1.0407 1.0410
S1 1.0394 1.0394 1.0408 1.0401
S2 1.0377 1.0377 1.0406
S3 1.0347 1.0364 1.0403
S4 1.0317 1.0334 1.0395
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 1.0420 1.0238 0.0182 1.7% 0.0057 0.5% 95% True False 183
10 1.0420 1.0128 0.0292 2.8% 0.0053 0.5% 97% True False 104
20 1.0420 1.0126 0.0294 2.8% 0.0048 0.5% 97% True False 58
40 1.0420 1.0069 0.0351 3.4% 0.0050 0.5% 97% True False 31
60 1.0420 1.0069 0.0351 3.4% 0.0050 0.5% 97% True False 24
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.0548
2.618 1.0499
1.618 1.0469
1.000 1.0450
0.618 1.0439
HIGH 1.0420
0.618 1.0409
0.500 1.0405
0.382 1.0401
LOW 1.0390
0.618 1.0371
1.000 1.0360
1.618 1.0341
2.618 1.0311
4.250 1.0263
Fisher Pivots for day following 30-Aug-2018
Pivot 1 day 3 day
R1 1.0409 1.0393
PP 1.0407 1.0375
S1 1.0405 1.0358

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.