CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 21-Dec-2018
Day Change Summary
Previous Current
20-Dec-2018 21-Dec-2018 Change Change % Previous Week
Open 1.0147 1.0215 0.0068 0.7% 1.0116
High 1.0252 1.0226 -0.0026 -0.3% 1.0252
Low 1.0137 1.0125 -0.0012 -0.1% 1.0109
Close 1.0220 1.0133 -0.0087 -0.9% 1.0133
Range 0.0115 0.0101 -0.0014 -12.2% 0.0143
ATR 0.0059 0.0062 0.0003 5.2% 0.0000
Volume 33,689 25,806 -7,883 -23.4% 125,991
Daily Pivots for day following 21-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0464 1.0400 1.0189
R3 1.0363 1.0299 1.0161
R2 1.0262 1.0262 1.0152
R1 1.0198 1.0198 1.0142 1.0180
PP 1.0161 1.0161 1.0161 1.0152
S1 1.0097 1.0097 1.0124 1.0079
S2 1.0060 1.0060 1.0114
S3 0.9959 0.9996 1.0105
S4 0.9858 0.9895 1.0077
Weekly Pivots for week ending 21-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0594 1.0506 1.0212
R3 1.0451 1.0363 1.0172
R2 1.0308 1.0308 1.0159
R1 1.0220 1.0220 1.0146 1.0264
PP 1.0165 1.0165 1.0165 1.0187
S1 1.0077 1.0077 1.0120 1.0121
S2 1.0022 1.0022 1.0107
S3 0.9879 0.9934 1.0094
S4 0.9736 0.9791 1.0054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0252 1.0109 0.0143 1.4% 0.0074 0.7% 17% False False 25,198
10 1.0252 1.0101 0.0151 1.5% 0.0064 0.6% 21% False False 25,863
20 1.0252 1.0097 0.0155 1.5% 0.0059 0.6% 23% False False 13,232
40 1.0252 1.0002 0.0250 2.5% 0.0058 0.6% 52% False False 6,668
60 1.0438 1.0002 0.0436 4.3% 0.0053 0.5% 30% False False 4,451
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0655
2.618 1.0490
1.618 1.0389
1.000 1.0327
0.618 1.0288
HIGH 1.0226
0.618 1.0187
0.500 1.0176
0.382 1.0164
LOW 1.0125
0.618 1.0063
1.000 1.0024
1.618 0.9962
2.618 0.9861
4.250 0.9696
Fisher Pivots for day following 21-Dec-2018
Pivot 1 day 3 day
R1 1.0176 1.0189
PP 1.0161 1.0170
S1 1.0147 1.0152

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

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