CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 28-Jan-2019
Day Change Summary
Previous Current
25-Jan-2019 28-Jan-2019 Change Change % Previous Week
Open 1.0079 1.0115 0.0036 0.4% 1.0101
High 1.0126 1.0142 0.0016 0.2% 1.0126
Low 1.0073 1.0114 0.0041 0.4% 1.0061
Close 1.0118 1.0131 0.0013 0.1% 1.0118
Range 0.0053 0.0028 -0.0025 -47.2% 0.0065
ATR 0.0064 0.0061 -0.0003 -4.0% 0.0000
Volume 19,805 12,935 -6,870 -34.7% 81,718
Daily Pivots for day following 28-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0213 1.0200 1.0146
R3 1.0185 1.0172 1.0139
R2 1.0157 1.0157 1.0136
R1 1.0144 1.0144 1.0134 1.0151
PP 1.0129 1.0129 1.0129 1.0132
S1 1.0116 1.0116 1.0128 1.0123
S2 1.0101 1.0101 1.0126
S3 1.0073 1.0088 1.0123
S4 1.0045 1.0060 1.0116
Weekly Pivots for week ending 25-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0297 1.0272 1.0154
R3 1.0232 1.0207 1.0136
R2 1.0167 1.0167 1.0130
R1 1.0142 1.0142 1.0124 1.0155
PP 1.0102 1.0102 1.0102 1.0108
S1 1.0077 1.0077 1.0112 1.0090
S2 1.0037 1.0037 1.0106
S3 0.9972 1.0012 1.0100
S4 0.9907 0.9947 1.0082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0142 1.0061 0.0081 0.8% 0.0043 0.4% 86% True False 18,930
10 1.0265 1.0061 0.0204 2.0% 0.0049 0.5% 34% False False 18,110
20 1.0354 1.0061 0.0293 2.9% 0.0065 0.6% 24% False False 23,092
40 1.0354 1.0061 0.0293 2.9% 0.0066 0.7% 24% False False 19,689
60 1.0354 1.0002 0.0352 3.5% 0.0063 0.6% 37% False False 13,175
80 1.0354 1.0002 0.0352 3.5% 0.0059 0.6% 37% False False 9,885
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 0.0007
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 1.0261
2.618 1.0215
1.618 1.0187
1.000 1.0170
0.618 1.0159
HIGH 1.0142
0.618 1.0131
0.500 1.0128
0.382 1.0125
LOW 1.0114
0.618 1.0097
1.000 1.0086
1.618 1.0069
2.618 1.0041
4.250 0.9995
Fisher Pivots for day following 28-Jan-2019
Pivot 1 day 3 day
R1 1.0130 1.0123
PP 1.0129 1.0114
S1 1.0128 1.0106

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

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