CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 03-Oct-2018
Day Change Summary
Previous Current
02-Oct-2018 03-Oct-2018 Change Change % Previous Week
Open 1.0326 1.0305 -0.0021 -0.2% 1.0593
High 1.0339 1.0333 -0.0006 -0.1% 1.0593
Low 1.0308 1.0245 -0.0063 -0.6% 1.0359
Close 1.0320 1.0267 -0.0053 -0.5% 1.0383
Range 0.0031 0.0088 0.0057 183.9% 0.0234
ATR 0.0059 0.0061 0.0002 3.5% 0.0000
Volume 1 1 0 0.0% 333
Daily Pivots for day following 03-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.0546 1.0494 1.0315
R3 1.0458 1.0406 1.0291
R2 1.0370 1.0370 1.0283
R1 1.0318 1.0318 1.0275 1.0300
PP 1.0282 1.0282 1.0282 1.0273
S1 1.0230 1.0230 1.0259 1.0212
S2 1.0194 1.0194 1.0251
S3 1.0106 1.0142 1.0243
S4 1.0018 1.0054 1.0219
Weekly Pivots for week ending 28-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.1147 1.0999 1.0512
R3 1.0913 1.0765 1.0447
R2 1.0679 1.0679 1.0426
R1 1.0531 1.0531 1.0404 1.0488
PP 1.0445 1.0445 1.0445 1.0424
S1 1.0297 1.0297 1.0362 1.0254
S2 1.0211 1.0211 1.0340
S3 0.9977 1.0063 1.0319
S4 0.9743 0.9829 1.0254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0438 1.0245 0.0193 1.9% 0.0042 0.4% 11% False True 50
10 1.0654 1.0245 0.0409 4.0% 0.0049 0.5% 5% False True 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0707
2.618 1.0563
1.618 1.0475
1.000 1.0421
0.618 1.0387
HIGH 1.0333
0.618 1.0299
0.500 1.0289
0.382 1.0279
LOW 1.0245
0.618 1.0191
1.000 1.0157
1.618 1.0103
2.618 1.0015
4.250 0.9871
Fisher Pivots for day following 03-Oct-2018
Pivot 1 day 3 day
R1 1.0289 1.0292
PP 1.0282 1.0284
S1 1.0274 1.0275

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

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