CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 24-Jan-2019
Day Change Summary
Previous Current
23-Jan-2019 24-Jan-2019 Change Change % Previous Week
Open 1.0076 1.0101 0.0025 0.2% 1.0224
High 1.0112 1.0113 0.0001 0.0% 1.0265
Low 1.0061 1.0070 0.0009 0.1% 1.0094
Close 1.0104 1.0079 -0.0025 -0.2% 1.0102
Range 0.0051 0.0043 -0.0008 -15.7% 0.0171
ATR 0.0066 0.0064 -0.0002 -2.5% 0.0000
Volume 15,691 21,203 5,512 35.1% 86,453
Daily Pivots for day following 24-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0216 1.0191 1.0103
R3 1.0173 1.0148 1.0091
R2 1.0130 1.0130 1.0087
R1 1.0105 1.0105 1.0083 1.0096
PP 1.0087 1.0087 1.0087 1.0083
S1 1.0062 1.0062 1.0075 1.0053
S2 1.0044 1.0044 1.0071
S3 1.0001 1.0019 1.0067
S4 0.9958 0.9976 1.0055
Weekly Pivots for week ending 18-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0667 1.0555 1.0196
R3 1.0496 1.0384 1.0149
R2 1.0325 1.0325 1.0133
R1 1.0213 1.0213 1.0118 1.0184
PP 1.0154 1.0154 1.0154 1.0139
S1 1.0042 1.0042 1.0086 1.0013
S2 0.9983 0.9983 1.0071
S3 0.9812 0.9871 1.0055
S4 0.9641 0.9700 1.0008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0161 1.0061 0.0100 1.0% 0.0045 0.5% 18% False False 18,222
10 1.0354 1.0061 0.0293 2.9% 0.0059 0.6% 6% False False 20,791
20 1.0354 1.0061 0.0293 2.9% 0.0072 0.7% 6% False False 23,700
40 1.0354 1.0061 0.0293 2.9% 0.0067 0.7% 6% False False 18,894
60 1.0354 1.0002 0.0352 3.5% 0.0063 0.6% 22% False False 12,631
80 1.0354 1.0002 0.0352 3.5% 0.0058 0.6% 22% False False 9,475
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0296
2.618 1.0226
1.618 1.0183
1.000 1.0156
0.618 1.0140
HIGH 1.0113
0.618 1.0097
0.500 1.0092
0.382 1.0086
LOW 1.0070
0.618 1.0043
1.000 1.0027
1.618 1.0000
2.618 0.9957
4.250 0.9887
Fisher Pivots for day following 24-Jan-2019
Pivot 1 day 3 day
R1 1.0092 1.0087
PP 1.0087 1.0084
S1 1.0083 1.0082

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

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