CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 05-Dec-2018
Day Change Summary
Previous Current
04-Dec-2018 05-Dec-2018 Change Change % Previous Week
Open 1.0127 1.0131 0.0004 0.0% 1.0146
High 1.0178 1.0133 -0.0045 -0.4% 1.0192
Low 1.0116 1.0097 -0.0019 -0.2% 1.0104
Close 1.0131 1.0126 -0.0005 0.0% 1.0110
Range 0.0062 0.0036 -0.0026 -41.9% 0.0088
ATR 0.0054 0.0053 -0.0001 -2.4% 0.0000
Volume 780 528 -252 -32.3% 1,903
Daily Pivots for day following 05-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0227 1.0212 1.0146
R3 1.0191 1.0176 1.0136
R2 1.0155 1.0155 1.0133
R1 1.0140 1.0140 1.0129 1.0130
PP 1.0119 1.0119 1.0119 1.0113
S1 1.0104 1.0104 1.0123 1.0094
S2 1.0083 1.0083 1.0119
S3 1.0047 1.0068 1.0116
S4 1.0011 1.0032 1.0106
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0399 1.0343 1.0158
R3 1.0311 1.0255 1.0134
R2 1.0223 1.0223 1.0126
R1 1.0167 1.0167 1.0118 1.0151
PP 1.0135 1.0135 1.0135 1.0128
S1 1.0079 1.0079 1.0102 1.0063
S2 1.0047 1.0047 1.0094
S3 0.9959 0.9991 1.0086
S4 0.9871 0.9903 1.0062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0192 1.0097 0.0095 0.9% 0.0048 0.5% 31% False True 496
10 1.0196 1.0097 0.0099 1.0% 0.0047 0.5% 29% False True 373
20 1.0210 1.0002 0.0208 2.1% 0.0054 0.5% 60% False False 263
40 1.0308 1.0002 0.0306 3.0% 0.0051 0.5% 41% False False 142
60 1.0654 1.0002 0.0652 6.4% 0.0049 0.5% 19% False False 105
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0286
2.618 1.0227
1.618 1.0191
1.000 1.0169
0.618 1.0155
HIGH 1.0133
0.618 1.0119
0.500 1.0115
0.382 1.0111
LOW 1.0097
0.618 1.0075
1.000 1.0061
1.618 1.0039
2.618 1.0003
4.250 0.9944
Fisher Pivots for day following 05-Dec-2018
Pivot 1 day 3 day
R1 1.0122 1.0138
PP 1.0119 1.0134
S1 1.0115 1.0130

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.