CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 14-Dec-2018
Day Change Summary
Previous Current
13-Dec-2018 14-Dec-2018 Change Change % Previous Week
Open 1.0248 1.0220 -0.0028 -0.3% 1.0290
High 1.0269 1.0220 -0.0049 -0.5% 1.0317
Low 1.0245 1.0204 -0.0041 -0.4% 1.0204
Close 1.0248 1.0205 -0.0043 -0.4% 1.0205
Range 0.0024 0.0016 -0.0008 -33.3% 0.0113
ATR 0.0039 0.0039 0.0000 0.9% 0.0000
Volume 0 1 1 17
Daily Pivots for day following 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0258 1.0247 1.0214
R3 1.0242 1.0231 1.0209
R2 1.0226 1.0226 1.0208
R1 1.0215 1.0215 1.0206 1.0213
PP 1.0210 1.0210 1.0210 1.0208
S1 1.0199 1.0199 1.0204 1.0197
S2 1.0194 1.0194 1.0202
S3 1.0178 1.0183 1.0201
S4 1.0162 1.0167 1.0196
Weekly Pivots for week ending 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0581 1.0506 1.0267
R3 1.0468 1.0393 1.0236
R2 1.0355 1.0355 1.0226
R1 1.0280 1.0280 1.0215 1.0261
PP 1.0242 1.0242 1.0242 1.0233
S1 1.0167 1.0167 1.0195 1.0148
S2 1.0129 1.0129 1.0184
S3 1.0016 1.0054 1.0174
S4 0.9903 0.9941 1.0143
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0317 1.0204 0.0113 1.1% 0.0031 0.3% 1% False True 3
10 1.0317 1.0204 0.0113 1.1% 0.0029 0.3% 1% False True 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0288
2.618 1.0262
1.618 1.0246
1.000 1.0236
0.618 1.0230
HIGH 1.0220
0.618 1.0214
0.500 1.0212
0.382 1.0210
LOW 1.0204
0.618 1.0194
1.000 1.0188
1.618 1.0178
2.618 1.0162
4.250 1.0136
Fisher Pivots for day following 14-Dec-2018
Pivot 1 day 3 day
R1 1.0212 1.0237
PP 1.0210 1.0226
S1 1.0207 1.0216

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

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