CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 16-Nov-2018
Day Change Summary
Previous Current
15-Nov-2018 16-Nov-2018 Change Change % Previous Week
Open 0.9966 0.9961 -0.0005 -0.1% 0.9971
High 0.9990 1.0033 0.0043 0.4% 1.0033
Low 0.9946 0.9938 -0.0008 -0.1% 0.9902
Close 0.9969 1.0026 0.0057 0.6% 1.0026
Range 0.0044 0.0095 0.0051 115.9% 0.0131
ATR 0.0058 0.0061 0.0003 4.6% 0.0000
Volume 27,393 25,843 -1,550 -5.7% 128,649
Daily Pivots for day following 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0284 1.0250 1.0078
R3 1.0189 1.0155 1.0052
R2 1.0094 1.0094 1.0043
R1 1.0060 1.0060 1.0035 1.0077
PP 0.9999 0.9999 0.9999 1.0008
S1 0.9965 0.9965 1.0017 0.9982
S2 0.9904 0.9904 1.0009
S3 0.9809 0.9870 1.0000
S4 0.9714 0.9775 0.9974
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0380 1.0334 1.0098
R3 1.0249 1.0203 1.0062
R2 1.0118 1.0118 1.0050
R1 1.0072 1.0072 1.0038 1.0095
PP 0.9987 0.9987 0.9987 0.9999
S1 0.9941 0.9941 1.0014 0.9964
S2 0.9856 0.9856 1.0002
S3 0.9725 0.9810 0.9990
S4 0.9594 0.9679 0.9954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0033 0.9902 0.0131 1.3% 0.0063 0.6% 95% True False 25,729
10 1.0082 0.9902 0.0180 1.8% 0.0060 0.6% 69% False False 22,870
20 1.0112 0.9902 0.0210 2.1% 0.0059 0.6% 59% False False 24,545
40 1.0518 0.9902 0.0616 6.1% 0.0060 0.6% 20% False False 25,170
60 1.0559 0.9902 0.0657 6.6% 0.0060 0.6% 19% False False 20,825
80 1.0559 0.9902 0.0657 6.6% 0.0056 0.6% 19% False False 15,622
100 1.0559 0.9902 0.0657 6.6% 0.0056 0.6% 19% False False 12,499
120 1.0559 0.9902 0.0657 6.6% 0.0055 0.5% 19% False False 10,417
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0437
2.618 1.0282
1.618 1.0187
1.000 1.0128
0.618 1.0092
HIGH 1.0033
0.618 0.9997
0.500 0.9986
0.382 0.9974
LOW 0.9938
0.618 0.9879
1.000 0.9843
1.618 0.9784
2.618 0.9689
4.250 0.9534
Fisher Pivots for day following 16-Nov-2018
Pivot 1 day 3 day
R1 1.0013 1.0010
PP 0.9999 0.9994
S1 0.9986 0.9979

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

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