CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 13-Dec-2018
Day Change Summary
Previous Current
12-Dec-2018 13-Dec-2018 Change Change % Previous Week
Open 1.0234 1.0248 0.0014 0.1% 1.0211
High 1.0266 1.0269 0.0003 0.0% 1.0301
Low 1.0229 1.0245 0.0016 0.2% 1.0207
Close 1.0260 1.0248 -0.0012 -0.1% 1.0301
Range 0.0037 0.0024 -0.0013 -35.1% 0.0094
ATR 0.0040 0.0039 -0.0001 -2.9% 0.0000
Volume 3 0 -3 -100.0% 11
Daily Pivots for day following 13-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0326 1.0311 1.0261
R3 1.0302 1.0287 1.0255
R2 1.0278 1.0278 1.0252
R1 1.0263 1.0263 1.0250 1.0260
PP 1.0254 1.0254 1.0254 1.0253
S1 1.0239 1.0239 1.0246 1.0236
S2 1.0230 1.0230 1.0244
S3 1.0206 1.0215 1.0241
S4 1.0182 1.0191 1.0235
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 0.4% 22% False False 3
10 1.0317 1.0204 0.0113 1.1% 0.0031 0.3% 39% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0371
2.618 1.0332
1.618 1.0308
1.000 1.0293
0.618 1.0284
HIGH 1.0269
0.618 1.0260
0.500 1.0257
0.382 1.0254
LOW 1.0245
0.618 1.0230
1.000 1.0221
1.618 1.0206
2.618 1.0182
4.250 1.0143
Fisher Pivots for day following 13-Dec-2018
Pivot 1 day 3 day
R1 1.0257 1.0273
PP 1.0254 1.0265
S1 1.0251 1.0256

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

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