CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 05-Oct-2018
Day Change Summary
Previous Current
04-Oct-2018 05-Oct-2018 Change Change % Previous Week
Open 1.0243 1.0230 -0.0013 -0.1% 1.0329
High 1.0267 1.0246 -0.0021 -0.2% 1.0339
Low 1.0228 1.0211 -0.0017 -0.2% 1.0211
Close 1.0245 1.0245 0.0000 0.0% 1.0245
Range 0.0039 0.0035 -0.0004 -10.3% 0.0128
ATR 0.0059 0.0058 -0.0002 -2.9% 0.0000
Volume 8 3 -5 -62.5% 18
Daily Pivots for day following 05-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.0339 1.0327 1.0264
R3 1.0304 1.0292 1.0255
R2 1.0269 1.0269 1.0251
R1 1.0257 1.0257 1.0248 1.0263
PP 1.0234 1.0234 1.0234 1.0237
S1 1.0222 1.0222 1.0242 1.0228
S2 1.0199 1.0199 1.0239
S3 1.0164 1.0187 1.0235
S4 1.0129 1.0152 1.0226
Weekly Pivots for week ending 05-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.0649 1.0575 1.0315
R3 1.0521 1.0447 1.0280
R2 1.0393 1.0393 1.0268
R1 1.0319 1.0319 1.0257 1.0292
PP 1.0265 1.0265 1.0265 1.0252
S1 1.0191 1.0191 1.0233 1.0164
S2 1.0137 1.0137 1.0222
S3 1.0009 1.0063 1.0210
S4 0.9881 0.9935 1.0175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0339 1.0211 0.0128 1.2% 0.0041 0.4% 27% False True 3
10 1.0593 1.0211 0.0382 3.7% 0.0042 0.4% 9% False True 35
Crabel Price Patterns
NR True
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0395
2.618 1.0338
1.618 1.0303
1.000 1.0281
0.618 1.0268
HIGH 1.0246
0.618 1.0233
0.500 1.0229
0.382 1.0224
LOW 1.0211
0.618 1.0189
1.000 1.0176
1.618 1.0154
2.618 1.0119
4.250 1.0062
Fisher Pivots for day following 05-Oct-2018
Pivot 1 day 3 day
R1 1.0240 1.0272
PP 1.0234 1.0263
S1 1.0229 1.0254

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

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