CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 10-Jan-2019
Day Change Summary
Previous Current
09-Jan-2019 10-Jan-2019 Change Change % Previous Week
Open 1.0254 1.0331 0.0077 0.8% 1.0231
High 1.0341 1.0354 0.0013 0.1% 1.0279
Low 1.0251 1.0215 -0.0036 -0.4% 1.0151
Close 1.0321 1.0223 -0.0098 -0.9% 1.0206
Range 0.0090 0.0139 0.0049 54.4% 0.0128
ATR 0.0074 0.0078 0.0005 6.3% 0.0000
Volume 30,478 32,397 1,919 6.3% 107,084
Daily Pivots for day following 10-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0681 1.0591 1.0299
R3 1.0542 1.0452 1.0261
R2 1.0403 1.0403 1.0248
R1 1.0313 1.0313 1.0236 1.0289
PP 1.0264 1.0264 1.0264 1.0252
S1 1.0174 1.0174 1.0210 1.0150
S2 1.0125 1.0125 1.0198
S3 0.9986 1.0035 1.0185
S4 0.9847 0.9896 1.0147
Weekly Pivots for week ending 04-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0596 1.0529 1.0276
R3 1.0468 1.0401 1.0241
R2 1.0340 1.0340 1.0229
R1 1.0273 1.0273 1.0218 1.0243
PP 1.0212 1.0212 1.0212 1.0197
S1 1.0145 1.0145 1.0194 1.0115
S2 1.0084 1.0084 1.0183
S3 0.9956 1.0017 1.0171
S4 0.9828 0.9889 1.0136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0354 1.0161 0.0193 1.9% 0.0084 0.8% 32% True False 29,268
10 1.0354 1.0124 0.0230 2.2% 0.0088 0.9% 43% True False 28,619
20 1.0354 1.0101 0.0253 2.5% 0.0080 0.8% 48% True False 27,683
40 1.0354 1.0002 0.0352 3.4% 0.0068 0.7% 63% True False 14,542
60 1.0354 1.0002 0.0352 3.4% 0.0062 0.6% 63% True False 9,708
80 1.0654 1.0002 0.0652 6.4% 0.0059 0.6% 34% False False 7,286
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 85 trading days
Fibonacci Retracements and Extensions
4.250 1.0945
2.618 1.0718
1.618 1.0579
1.000 1.0493
0.618 1.0440
HIGH 1.0354
0.618 1.0301
0.500 1.0285
0.382 1.0268
LOW 1.0215
0.618 1.0129
1.000 1.0076
1.618 0.9990
2.618 0.9851
4.250 0.9624
Fisher Pivots for day following 10-Jan-2019
Pivot 1 day 3 day
R1 1.0285 1.0285
PP 1.0264 1.0264
S1 1.0244 1.0244

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

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