CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 14-Feb-2019
Day Change Summary
Previous Current
13-Feb-2019 14-Feb-2019 Change Change % Previous Week
Open 0.9969 0.9935 -0.0034 -0.3% 1.0082
High 0.9987 0.9982 -0.0005 -0.1% 1.0088
Low 0.9938 0.9930 -0.0008 -0.1% 1.0005
Close 0.9942 0.9979 0.0037 0.4% 1.0034
Range 0.0049 0.0052 0.0003 6.1% 0.0083
ATR 0.0052 0.0052 0.0000 0.0% 0.0000
Volume 14,940 17,889 2,949 19.7% 73,886
Daily Pivots for day following 14-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.0120 1.0101 1.0008
R3 1.0068 1.0049 0.9993
R2 1.0016 1.0016 0.9989
R1 0.9997 0.9997 0.9984 1.0007
PP 0.9964 0.9964 0.9964 0.9968
S1 0.9945 0.9945 0.9974 0.9955
S2 0.9912 0.9912 0.9969
S3 0.9860 0.9893 0.9965
S4 0.9808 0.9841 0.9950
Weekly Pivots for week ending 08-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.0291 1.0246 1.0080
R3 1.0208 1.0163 1.0057
R2 1.0125 1.0125 1.0049
R1 1.0080 1.0080 1.0042 1.0061
PP 1.0042 1.0042 1.0042 1.0033
S1 0.9997 0.9997 1.0026 0.9978
S2 0.9959 0.9959 1.0019
S3 0.9876 0.9914 1.0011
S4 0.9793 0.9831 0.9988
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0041 0.9930 0.0111 1.1% 0.0050 0.5% 44% False True 16,574
10 1.0119 0.9930 0.0189 1.9% 0.0045 0.4% 26% False True 15,841
20 1.0161 0.9930 0.0231 2.3% 0.0046 0.5% 21% False True 17,076
40 1.0354 0.9930 0.0424 4.2% 0.0063 0.6% 12% False True 21,143
60 1.0354 0.9930 0.0424 4.2% 0.0060 0.6% 12% False True 16,782
80 1.0354 0.9930 0.0424 4.2% 0.0059 0.6% 12% False True 12,605
100 1.0593 0.9930 0.0663 6.6% 0.0056 0.6% 7% False True 10,088
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0203
2.618 1.0118
1.618 1.0066
1.000 1.0034
0.618 1.0014
HIGH 0.9982
0.618 0.9962
0.500 0.9956
0.382 0.9950
LOW 0.9930
0.618 0.9898
1.000 0.9878
1.618 0.9846
2.618 0.9794
4.250 0.9709
Fisher Pivots for day following 14-Feb-2019
Pivot 1 day 3 day
R1 0.9971 0.9973
PP 0.9964 0.9967
S1 0.9956 0.9962

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

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