CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 11-Mar-2019
Day Change Summary
Previous Current
08-Mar-2019 11-Mar-2019 Change Change % Previous Week
Open 0.9899 0.9930 0.0031 0.3% 1.0028
High 0.9938 0.9937 -0.0001 0.0% 1.0028
Low 0.9891 0.9888 -0.0003 0.0% 0.9886
Close 0.9934 0.9895 -0.0039 -0.4% 0.9934
Range 0.0047 0.0049 0.0002 4.3% 0.0142
ATR 0.0050 0.0050 0.0000 -0.2% 0.0000
Volume 27,927 27,603 -324 -1.2% 116,926
Daily Pivots for day following 11-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.0054 1.0023 0.9922
R3 1.0005 0.9974 0.9908
R2 0.9956 0.9956 0.9904
R1 0.9925 0.9925 0.9899 0.9916
PP 0.9907 0.9907 0.9907 0.9902
S1 0.9876 0.9876 0.9891 0.9867
S2 0.9858 0.9858 0.9886
S3 0.9809 0.9827 0.9882
S4 0.9760 0.9778 0.9868
Weekly Pivots for week ending 08-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.0375 1.0297 1.0012
R3 1.0233 1.0155 0.9973
R2 1.0091 1.0091 0.9960
R1 1.0013 1.0013 0.9947 0.9981
PP 0.9949 0.9949 0.9949 0.9934
S1 0.9871 0.9871 0.9921 0.9839
S2 0.9807 0.9807 0.9908
S3 0.9665 0.9729 0.9895
S4 0.9523 0.9587 0.9856
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0023 0.9886 0.0137 1.4% 0.0054 0.5% 7% False False 25,289
10 1.0089 0.9886 0.0203 2.1% 0.0052 0.5% 4% False False 24,448
20 1.0089 0.9886 0.0203 2.1% 0.0049 0.5% 4% False False 20,670
40 1.0265 0.9886 0.0379 3.8% 0.0048 0.5% 2% False False 19,266
60 1.0354 0.9886 0.0468 4.7% 0.0058 0.6% 2% False False 22,072
80 1.0354 0.9886 0.0468 4.7% 0.0058 0.6% 2% False False 16,904
100 1.0354 0.9886 0.0468 4.7% 0.0056 0.6% 2% False False 13,531
120 1.0654 0.9886 0.0768 7.8% 0.0055 0.6% 1% False False 11,280
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0145
2.618 1.0065
1.618 1.0016
1.000 0.9986
0.618 0.9967
HIGH 0.9937
0.618 0.9918
0.500 0.9913
0.382 0.9907
LOW 0.9888
0.618 0.9858
1.000 0.9839
1.618 0.9809
2.618 0.9760
4.250 0.9680
Fisher Pivots for day following 11-Mar-2019
Pivot 1 day 3 day
R1 0.9913 0.9929
PP 0.9907 0.9918
S1 0.9901 0.9906

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

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