CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 05-Dec-2018
Day Change Summary
Previous Current
04-Dec-2018 05-Dec-2018 Change Change % Previous Week
Open 1.0223 1.0220 -0.0003 0.0% 1.0217
High 1.0259 1.0222 -0.0037 -0.4% 1.0275
Low 1.0223 1.0207 -0.0016 -0.2% 1.0204
Close 1.0223 1.0218 -0.0005 0.0% 1.0204
Range 0.0036 0.0015 -0.0021 -58.3% 0.0071
ATR
Volume 0 5 5 0
Daily Pivots for day following 05-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0261 1.0254 1.0226
R3 1.0246 1.0239 1.0222
R2 1.0231 1.0231 1.0221
R1 1.0224 1.0224 1.0219 1.0220
PP 1.0216 1.0216 1.0216 1.0214
S1 1.0209 1.0209 1.0217 1.0205
S2 1.0201 1.0201 1.0215
S3 1.0186 1.0194 1.0214
S4 1.0171 1.0179 1.0210
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.0441 1.0393 1.0243
R3 1.0370 1.0322 1.0224
R2 1.0299 1.0299 1.0217
R1 1.0251 1.0251 1.0211 1.0240
PP 1.0228 1.0228 1.0228 1.0222
S1 1.0180 1.0180 1.0197 1.0169
S2 1.0157 1.0157 1.0191
S3 1.0086 1.0109 1.0184
S4 1.0015 1.0038 1.0165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0259 1.0204 0.0055 0.5% 0.0021 0.2% 25% False False 1
10 1.0284 1.0204 0.0080 0.8% 0.0026 0.3% 18% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0286
2.618 1.0261
1.618 1.0246
1.000 1.0237
0.618 1.0231
HIGH 1.0222
0.618 1.0216
0.500 1.0215
0.382 1.0213
LOW 1.0207
0.618 1.0198
1.000 1.0192
1.618 1.0183
2.618 1.0168
4.250 1.0143
Fisher Pivots for day following 05-Dec-2018
Pivot 1 day 3 day
R1 1.0217 1.0233
PP 1.0216 1.0228
S1 1.0215 1.0223

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

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