CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 11-Jan-2019
Day Change Summary
Previous Current
10-Jan-2019 11-Jan-2019 Change Change % Previous Week
Open 1.0331 1.0224 -0.0107 -1.0% 1.0206
High 1.0354 1.0251 -0.0103 -1.0% 1.0354
Low 1.0215 1.0207 -0.0008 -0.1% 1.0200
Close 1.0223 1.0219 -0.0004 0.0% 1.0219
Range 0.0139 0.0044 -0.0095 -68.3% 0.0154
ATR 0.0078 0.0076 -0.0002 -3.1% 0.0000
Volume 32,397 27,156 -5,241 -16.2% 143,892
Daily Pivots for day following 11-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0358 1.0332 1.0243
R3 1.0314 1.0288 1.0231
R2 1.0270 1.0270 1.0227
R1 1.0244 1.0244 1.0223 1.0235
PP 1.0226 1.0226 1.0226 1.0221
S1 1.0200 1.0200 1.0215 1.0191
S2 1.0182 1.0182 1.0211
S3 1.0138 1.0156 1.0207
S4 1.0094 1.0112 1.0195
Weekly Pivots for week ending 11-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0720 1.0623 1.0304
R3 1.0566 1.0469 1.0261
R2 1.0412 1.0412 1.0247
R1 1.0315 1.0315 1.0233 1.0364
PP 1.0258 1.0258 1.0258 1.0282
S1 1.0161 1.0161 1.0205 1.0210
S2 1.0104 1.0104 1.0191
S3 0.9950 1.0007 1.0177
S4 0.9796 0.9853 1.0134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0354 1.0200 0.0154 1.5% 0.0081 0.8% 12% False False 28,778
10 1.0354 1.0151 0.0203 2.0% 0.0081 0.8% 33% False False 28,074
20 1.0354 1.0101 0.0253 2.5% 0.0080 0.8% 47% False False 26,810
40 1.0354 1.0025 0.0329 3.2% 0.0068 0.7% 59% False False 15,219
60 1.0354 1.0002 0.0352 3.4% 0.0062 0.6% 62% False False 10,161
80 1.0654 1.0002 0.0652 6.4% 0.0058 0.6% 33% False False 7,625
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 16 trading days
Fibonacci Retracements and Extensions
4.250 1.0438
2.618 1.0366
1.618 1.0322
1.000 1.0295
0.618 1.0278
HIGH 1.0251
0.618 1.0234
0.500 1.0229
0.382 1.0224
LOW 1.0207
0.618 1.0180
1.000 1.0163
1.618 1.0136
2.618 1.0092
4.250 1.0020
Fisher Pivots for day following 11-Jan-2019
Pivot 1 day 3 day
R1 1.0229 1.0281
PP 1.0226 1.0260
S1 1.0222 1.0240

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

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