CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 14-Dec-2018
Day Change Summary
Previous Current
13-Dec-2018 14-Dec-2018 Change Change % Previous Week
Open 1.0156 1.0151 -0.0005 0.0% 1.0197
High 1.0182 1.0158 -0.0024 -0.2% 1.0238
Low 1.0139 1.0101 -0.0038 -0.4% 1.0101
Close 1.0159 1.0114 -0.0045 -0.4% 1.0114
Range 0.0043 0.0057 0.0014 32.6% 0.0137
ATR 0.0055 0.0055 0.0000 0.4% 0.0000
Volume 38,627 28,734 -9,893 -25.6% 132,644
Daily Pivots for day following 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0295 1.0262 1.0145
R3 1.0238 1.0205 1.0130
R2 1.0181 1.0181 1.0124
R1 1.0148 1.0148 1.0119 1.0136
PP 1.0124 1.0124 1.0124 1.0119
S1 1.0091 1.0091 1.0109 1.0079
S2 1.0067 1.0067 1.0104
S3 1.0010 1.0034 1.0098
S4 0.9953 0.9977 1.0083
Weekly Pivots for week ending 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0562 1.0475 1.0189
R3 1.0425 1.0338 1.0152
R2 1.0288 1.0288 1.0139
R1 1.0201 1.0201 1.0127 1.0176
PP 1.0151 1.0151 1.0151 1.0139
S1 1.0064 1.0064 1.0101 1.0039
S2 1.0014 1.0014 1.0089
S3 0.9877 0.9927 1.0076
S4 0.9740 0.9790 1.0039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0238 1.0101 0.0137 1.4% 0.0054 0.5% 9% False True 26,528
10 1.0238 1.0097 0.0141 1.4% 0.0055 0.5% 12% False False 13,675
20 1.0238 1.0036 0.0202 2.0% 0.0056 0.5% 39% False False 6,990
40 1.0238 1.0002 0.0236 2.3% 0.0053 0.5% 47% False False 3,520
60 1.0654 1.0002 0.0652 6.4% 0.0050 0.5% 17% False False 2,353
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0400
2.618 1.0307
1.618 1.0250
1.000 1.0215
0.618 1.0193
HIGH 1.0158
0.618 1.0136
0.500 1.0130
0.382 1.0123
LOW 1.0101
0.618 1.0066
1.000 1.0044
1.618 1.0009
2.618 0.9952
4.250 0.9859
Fisher Pivots for day following 14-Dec-2018
Pivot 1 day 3 day
R1 1.0130 1.0143
PP 1.0124 1.0133
S1 1.0119 1.0124

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

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