CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 26-Sep-2018
Day Change Summary
Previous Current
25-Sep-2018 26-Sep-2018 Change Change % Previous Week
Open 1.0526 1.0500 -0.0026 -0.2% 1.0530
High 1.0547 1.0559 0.0012 0.1% 1.0654
Low 1.0517 1.0487 -0.0030 -0.3% 1.0492
Close 1.0539 1.0536 -0.0003 0.0% 1.0611
Range 0.0030 0.0072 0.0042 140.0% 0.0162
ATR
Volume 42 22 -20 -47.6% 82
Daily Pivots for day following 26-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.0743 1.0712 1.0576
R3 1.0671 1.0640 1.0556
R2 1.0599 1.0599 1.0549
R1 1.0568 1.0568 1.0543 1.0584
PP 1.0527 1.0527 1.0527 1.0535
S1 1.0496 1.0496 1.0529 1.0512
S2 1.0455 1.0455 1.0523
S3 1.0383 1.0424 1.0516
S4 1.0311 1.0352 1.0496
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.1072 1.1003 1.0700
R3 1.0910 1.0841 1.0656
R2 1.0748 1.0748 1.0641
R1 1.0679 1.0679 1.0626 1.0714
PP 1.0586 1.0586 1.0586 1.0603
S1 1.0517 1.0517 1.0596 1.0552
S2 1.0424 1.0424 1.0581
S3 1.0262 1.0355 1.0566
S4 1.0100 1.0193 1.0522
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0654 1.0487 0.0167 1.6% 0.0056 0.5% 29% False True 21
10 1.0654 1.0487 0.0167 1.6% 0.0052 0.5% 29% False True 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0865
2.618 1.0747
1.618 1.0675
1.000 1.0631
0.618 1.0603
HIGH 1.0559
0.618 1.0531
0.500 1.0523
0.382 1.0515
LOW 1.0487
0.618 1.0443
1.000 1.0415
1.618 1.0371
2.618 1.0299
4.250 1.0181
Fisher Pivots for day following 26-Sep-2018
Pivot 1 day 3 day
R1 1.0532 1.0540
PP 1.0527 1.0539
S1 1.0523 1.0537

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

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