CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 13-Dec-2018
Day Change Summary
Previous Current
12-Dec-2018 13-Dec-2018 Change Change % Previous Week
Open 1.0168 1.0156 -0.0012 -0.1% 1.0122
High 1.0184 1.0182 -0.0002 0.0% 1.0212
Low 1.0131 1.0139 0.0008 0.1% 1.0097
Close 1.0169 1.0159 -0.0010 -0.1% 1.0209
Range 0.0053 0.0043 -0.0010 -18.9% 0.0115
ATR 0.0056 0.0055 -0.0001 -1.6% 0.0000
Volume 44,626 38,627 -5,999 -13.4% 4,110
Daily Pivots for day following 13-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0289 1.0267 1.0183
R3 1.0246 1.0224 1.0171
R2 1.0203 1.0203 1.0167
R1 1.0181 1.0181 1.0163 1.0192
PP 1.0160 1.0160 1.0160 1.0166
S1 1.0138 1.0138 1.0155 1.0149
S2 1.0117 1.0117 1.0151
S3 1.0074 1.0095 1.0147
S4 1.0031 1.0052 1.0135
Weekly Pivots for week ending 07-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0518 1.0478 1.0272
R3 1.0403 1.0363 1.0241
R2 1.0288 1.0288 1.0230
R1 1.0248 1.0248 1.0220 1.0268
PP 1.0173 1.0173 1.0173 1.0183
S1 1.0133 1.0133 1.0198 1.0153
S2 1.0058 1.0058 1.0188
S3 0.9943 1.0018 1.0177
S4 0.9828 0.9903 1.0146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0238 1.0131 0.0107 1.1% 0.0053 0.5% 26% False False 20,931
10 1.0238 1.0097 0.0141 1.4% 0.0054 0.5% 44% False False 10,858
20 1.0238 1.0036 0.0202 2.0% 0.0055 0.5% 61% False False 5,557
40 1.0238 1.0002 0.0236 2.3% 0.0053 0.5% 67% False False 2,802
60 1.0654 1.0002 0.0652 6.4% 0.0051 0.5% 24% False False 1,874
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0365
2.618 1.0295
1.618 1.0252
1.000 1.0225
0.618 1.0209
HIGH 1.0182
0.618 1.0166
0.500 1.0161
0.382 1.0155
LOW 1.0139
0.618 1.0112
1.000 1.0096
1.618 1.0069
2.618 1.0026
4.250 0.9956
Fisher Pivots for day following 13-Dec-2018
Pivot 1 day 3 day
R1 1.0161 1.0185
PP 1.0160 1.0176
S1 1.0160 1.0168

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

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