CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 22-Feb-2019
Day Change Summary
Previous Current
21-Feb-2019 22-Feb-2019 Change Change % Previous Week
Open 1.0094 1.0098 0.0004 0.0% 1.0067
High 1.0112 1.0117 0.0005 0.0% 1.0128
Low 1.0086 1.0082 -0.0004 0.0% 1.0053
Close 1.0095 1.0106 0.0011 0.1% 1.0106
Range 0.0026 0.0035 0.0009 34.6% 0.0075
ATR 0.0045 0.0045 -0.0001 -1.6% 0.0000
Volume 28 32 4 14.3% 150
Daily Pivots for day following 22-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.0207 1.0191 1.0125
R3 1.0172 1.0156 1.0116
R2 1.0137 1.0137 1.0112
R1 1.0121 1.0121 1.0109 1.0129
PP 1.0102 1.0102 1.0102 1.0106
S1 1.0086 1.0086 1.0103 1.0094
S2 1.0067 1.0067 1.0100
S3 1.0032 1.0051 1.0096
S4 0.9997 1.0016 1.0087
Weekly Pivots for week ending 22-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.0321 1.0288 1.0147
R3 1.0246 1.0213 1.0127
R2 1.0171 1.0171 1.0120
R1 1.0138 1.0138 1.0113 1.0155
PP 1.0096 1.0096 1.0096 1.0104
S1 1.0063 1.0063 1.0099 1.0080
S2 1.0021 1.0021 1.0092
S3 0.9946 0.9988 1.0085
S4 0.9871 0.9913 1.0065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0128 1.0026 0.0102 1.0% 0.0039 0.4% 78% False False 31
10 1.0128 1.0018 0.0110 1.1% 0.0043 0.4% 80% False False 31
20 1.0229 1.0018 0.0211 2.1% 0.0041 0.4% 42% False False 22
40 1.0442 1.0018 0.0424 4.2% 0.0053 0.5% 21% False False 12
60 1.0442 1.0018 0.0424 4.2% 0.0046 0.5% 21% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0266
2.618 1.0209
1.618 1.0174
1.000 1.0152
0.618 1.0139
HIGH 1.0117
0.618 1.0104
0.500 1.0100
0.382 1.0095
LOW 1.0082
0.618 1.0060
1.000 1.0047
1.618 1.0025
2.618 0.9990
4.250 0.9933
Fisher Pivots for day following 22-Feb-2019
Pivot 1 day 3 day
R1 1.0104 1.0106
PP 1.0102 1.0105
S1 1.0100 1.0105

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

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