CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 24-Oct-2018
Day Change Summary
Previous Current
23-Oct-2018 24-Oct-2018 Change Change % Previous Week
Open 1.0087 1.0096 0.0009 0.1% 1.0146
High 1.0112 1.0106 -0.0006 -0.1% 1.0212
Low 1.0079 1.0055 -0.0024 -0.2% 1.0072
Close 1.0091 1.0074 -0.0017 -0.2% 1.0079
Range 0.0033 0.0051 0.0018 54.5% 0.0140
ATR 0.0055 0.0055 0.0000 -0.5% 0.0000
Volume 23,998 29,703 5,705 23.8% 120,053
Daily Pivots for day following 24-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.0231 1.0204 1.0102
R3 1.0180 1.0153 1.0088
R2 1.0129 1.0129 1.0083
R1 1.0102 1.0102 1.0079 1.0090
PP 1.0078 1.0078 1.0078 1.0073
S1 1.0051 1.0051 1.0069 1.0039
S2 1.0027 1.0027 1.0065
S3 0.9976 1.0000 1.0060
S4 0.9925 0.9949 1.0046
Weekly Pivots for week ending 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.0541 1.0450 1.0156
R3 1.0401 1.0310 1.0118
R2 1.0261 1.0261 1.0105
R1 1.0170 1.0170 1.0092 1.0146
PP 1.0121 1.0121 1.0121 1.0109
S1 1.0030 1.0030 1.0066 1.0006
S2 0.9981 0.9981 1.0053
S3 0.9841 0.9890 1.0041
S4 0.9701 0.9750 1.0002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0131 1.0055 0.0076 0.8% 0.0042 0.4% 25% False True 24,490
10 1.0212 1.0055 0.0157 1.6% 0.0051 0.5% 12% False True 25,125
20 1.0438 1.0055 0.0383 3.8% 0.0057 0.6% 5% False True 25,607
40 1.0559 1.0055 0.0504 5.0% 0.0060 0.6% 4% False True 20,751
60 1.0559 1.0055 0.0504 5.0% 0.0055 0.5% 4% False True 13,845
80 1.0559 1.0055 0.0504 5.0% 0.0055 0.5% 4% False True 10,385
100 1.0559 1.0055 0.0504 5.0% 0.0054 0.5% 4% False True 8,310
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0323
2.618 1.0240
1.618 1.0189
1.000 1.0157
0.618 1.0138
HIGH 1.0106
0.618 1.0087
0.500 1.0081
0.382 1.0074
LOW 1.0055
0.618 1.0023
1.000 1.0004
1.618 0.9972
2.618 0.9921
4.250 0.9838
Fisher Pivots for day following 24-Oct-2018
Pivot 1 day 3 day
R1 1.0081 1.0084
PP 1.0078 1.0080
S1 1.0076 1.0077

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

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