CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 13-Sep-2018
Day Change Summary
Previous Current
12-Sep-2018 13-Sep-2018 Change Change % Previous Week
Open 1.0368 1.0389 0.0021 0.2% 1.0412
High 1.0400 1.0445 0.0045 0.4% 1.0461
Low 1.0343 1.0388 0.0045 0.4% 1.0333
Close 1.0395 1.0439 0.0044 0.4% 1.0410
Range 0.0057 0.0057 0.0000 0.0% 0.0128
ATR 0.0056 0.0056 0.0000 0.1% 0.0000
Volume 23,833 27,452 3,619 15.2% 10,141
Daily Pivots for day following 13-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.0595 1.0574 1.0470
R3 1.0538 1.0517 1.0455
R2 1.0481 1.0481 1.0449
R1 1.0460 1.0460 1.0444 1.0471
PP 1.0424 1.0424 1.0424 1.0429
S1 1.0403 1.0403 1.0434 1.0414
S2 1.0367 1.0367 1.0429
S3 1.0310 1.0346 1.0423
S4 1.0253 1.0289 1.0408
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 1.0335 0.0126 1.2% 0.0058 0.6% 83% False False 15,796
10 1.0461 1.0333 0.0128 1.2% 0.0058 0.6% 83% False False 8,530
20 1.0461 1.0128 0.0333 3.2% 0.0057 0.5% 93% False False 4,312
40 1.0461 1.0091 0.0370 3.5% 0.0051 0.5% 94% False False 2,160
60 1.0461 1.0069 0.0392 3.8% 0.0051 0.5% 94% False False 1,442
80 1.0461 1.0069 0.0392 3.8% 0.0052 0.5% 94% False False 1,083
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.0687
2.618 1.0594
1.618 1.0537
1.000 1.0502
0.618 1.0480
HIGH 1.0445
0.618 1.0423
0.500 1.0417
0.382 1.0410
LOW 1.0388
0.618 1.0353
1.000 1.0331
1.618 1.0296
2.618 1.0239
4.250 1.0146
Fisher Pivots for day following 13-Sep-2018
Pivot 1 day 3 day
R1 1.0432 1.0423
PP 1.0424 1.0406
S1 1.0417 1.0390

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

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