CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 12-Dec-2018
Day Change Summary
Previous Current
11-Dec-2018 12-Dec-2018 Change Change % Previous Week
Open 1.0261 1.0234 -0.0027 -0.3% 1.0211
High 1.0317 1.0266 -0.0051 -0.5% 1.0301
Low 1.0261 1.0229 -0.0032 -0.3% 1.0207
Close 1.0261 1.0260 -0.0001 0.0% 1.0301
Range 0.0056 0.0037 -0.0019 -33.9% 0.0094
ATR 0.0040 0.0040 0.0000 -0.6% 0.0000
Volume 8 3 -5 -62.5% 11
Daily Pivots for day following 12-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0363 1.0348 1.0280
R3 1.0326 1.0311 1.0270
R2 1.0289 1.0289 1.0267
R1 1.0274 1.0274 1.0263 1.0282
PP 1.0252 1.0252 1.0252 1.0255
S1 1.0237 1.0237 1.0257 1.0245
S2 1.0215 1.0215 1.0253
S3 1.0178 1.0200 1.0250
S4 1.0141 1.0163 1.0240
Weekly Pivots for week ending 07-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0552 1.0520 1.0353
R3 1.0458 1.0426 1.0327
R2 1.0364 1.0364 1.0318
R1 1.0332 1.0332 1.0310 1.0348
PP 1.0270 1.0270 1.0270 1.0278
S1 1.0238 1.0238 1.0292 1.0254
S2 1.0176 1.0176 1.0284
S3 1.0082 1.0144 1.0275
S4 0.9988 1.0050 1.0249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0317 1.0229 0.0088 0.9% 0.0036 0.3% 35% False True 4
10 1.0317 1.0204 0.0113 1.1% 0.0028 0.3% 50% False False 2
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0423
2.618 1.0363
1.618 1.0326
1.000 1.0303
0.618 1.0289
HIGH 1.0266
0.618 1.0252
0.500 1.0248
0.382 1.0243
LOW 1.0229
0.618 1.0206
1.000 1.0192
1.618 1.0169
2.618 1.0132
4.250 1.0072
Fisher Pivots for day following 12-Dec-2018
Pivot 1 day 3 day
R1 1.0256 1.0273
PP 1.0252 1.0269
S1 1.0248 1.0264

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

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