CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 07-Sep-2018
Day Change Summary
Previous Current
06-Sep-2018 07-Sep-2018 Change Change % Previous Week
Open 1.0385 1.0450 0.0065 0.6% 1.0412
High 1.0453 1.0461 0.0008 0.1% 1.0461
Low 1.0385 1.0399 0.0014 0.1% 1.0333
Close 1.0443 1.0410 -0.0033 -0.3% 1.0410
Range 0.0068 0.0062 -0.0006 -8.8% 0.0128
ATR 0.0056 0.0056 0.0000 0.8% 0.0000
Volume 772 5,089 4,317 559.2% 10,141
Daily Pivots for day following 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.0609 1.0572 1.0444
R3 1.0547 1.0510 1.0427
R2 1.0485 1.0485 1.0421
R1 1.0448 1.0448 1.0416 1.0436
PP 1.0423 1.0423 1.0423 1.0417
S1 1.0386 1.0386 1.0404 1.0374
S2 1.0361 1.0361 1.0399
S3 1.0299 1.0324 1.0393
S4 1.0237 1.0262 1.0376
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.0785 1.0726 1.0480
R3 1.0657 1.0598 1.0445
R2 1.0529 1.0529 1.0433
R1 1.0470 1.0470 1.0422 1.0436
PP 1.0401 1.0401 1.0401 1.0384
S1 1.0342 1.0342 1.0398 1.0308
S2 1.0273 1.0273 1.0387
S3 1.0145 1.0214 1.0375
S4 1.0017 1.0086 1.0340
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0461 1.0333 0.0128 1.2% 0.0064 0.6% 60% True False 2,261
10 1.0461 1.0238 0.0223 2.1% 0.0060 0.6% 77% True False 1,222
20 1.0461 1.0126 0.0335 3.2% 0.0054 0.5% 85% True False 622
40 1.0461 1.0069 0.0392 3.8% 0.0051 0.5% 87% True False 313
60 1.0461 1.0069 0.0392 3.8% 0.0052 0.5% 87% True False 212
Crabel Price Patterns
NR True
NR4 False
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0725
2.618 1.0623
1.618 1.0561
1.000 1.0523
0.618 1.0499
HIGH 1.0461
0.618 1.0437
0.500 1.0430
0.382 1.0423
LOW 1.0399
0.618 1.0361
1.000 1.0337
1.618 1.0299
2.618 1.0237
4.250 1.0136
Fisher Pivots for day following 07-Sep-2018
Pivot 1 day 3 day
R1 1.0430 1.0408
PP 1.0423 1.0406
S1 1.0417 1.0404

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

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