CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 24-Dec-2018
Day Change Summary
Previous Current
21-Dec-2018 24-Dec-2018 Change Change % Previous Week
Open 1.0224 1.0295 0.0071 0.7% 1.0258
High 1.0316 1.0311 -0.0005 0.0% 1.0339
Low 1.0224 1.0295 0.0071 0.7% 1.0224
Close 1.0224 1.0295 0.0071 0.7% 1.0224
Range 0.0092 0.0016 -0.0076 -82.6% 0.0115
ATR 0.0048 0.0051 0.0003 5.8% 0.0000
Volume
Daily Pivots for day following 24-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0348 1.0338 1.0304
R3 1.0332 1.0322 1.0299
R2 1.0316 1.0316 1.0298
R1 1.0306 1.0306 1.0296 1.0303
PP 1.0300 1.0300 1.0300 1.0299
S1 1.0290 1.0290 1.0294 1.0287
S2 1.0284 1.0284 1.0292
S3 1.0268 1.0274 1.0291
S4 1.0252 1.0258 1.0286
Weekly Pivots for week ending 21-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0607 1.0531 1.0287
R3 1.0492 1.0416 1.0256
R2 1.0377 1.0377 1.0245
R1 1.0301 1.0301 1.0235 1.0282
PP 1.0262 1.0262 1.0262 1.0253
S1 1.0186 1.0186 1.0213 1.0167
S2 1.0147 1.0147 1.0203
S3 1.0032 1.0071 1.0192
S4 0.9917 0.9956 1.0161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0339 1.0224 0.0115 1.1% 0.0057 0.5% 62% False False
10 1.0339 1.0204 0.0135 1.3% 0.0042 0.4% 67% False False 1
20 1.0339 1.0204 0.0135 1.3% 0.0034 0.3% 67% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0379
2.618 1.0353
1.618 1.0337
1.000 1.0327
0.618 1.0321
HIGH 1.0311
0.618 1.0305
0.500 1.0303
0.382 1.0301
LOW 1.0295
0.618 1.0285
1.000 1.0279
1.618 1.0269
2.618 1.0253
4.250 1.0227
Fisher Pivots for day following 24-Dec-2018
Pivot 1 day 3 day
R1 1.0303 1.0291
PP 1.0300 1.0286
S1 1.0298 1.0282

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.