CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 26-Feb-2019
Day Change Summary
Previous Current
25-Feb-2019 26-Feb-2019 Change Change % Previous Week
Open 1.0100 1.0108 0.0008 0.1% 1.0067
High 1.0121 1.0115 -0.0006 -0.1% 1.0128
Low 1.0095 1.0086 -0.0009 -0.1% 1.0053
Close 1.0103 1.0113 0.0010 0.1% 1.0106
Range 0.0026 0.0029 0.0003 11.5% 0.0075
ATR 0.0043 0.0042 -0.0001 -2.4% 0.0000
Volume 19 14 -5 -26.3% 150
Daily Pivots for day following 26-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.0192 1.0181 1.0129
R3 1.0163 1.0152 1.0121
R2 1.0134 1.0134 1.0118
R1 1.0123 1.0123 1.0116 1.0129
PP 1.0105 1.0105 1.0105 1.0107
S1 1.0094 1.0094 1.0110 1.0100
S2 1.0076 1.0076 1.0108
S3 1.0047 1.0065 1.0105
S4 1.0018 1.0036 1.0097
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 1.0082 0.0046 0.5% 0.0030 0.3% 67% False False 25
10 1.0128 1.0018 0.0110 1.1% 0.0040 0.4% 86% False False 31
20 1.0226 1.0018 0.0208 2.1% 0.0040 0.4% 46% False False 23
40 1.0442 1.0018 0.0424 4.2% 0.0049 0.5% 22% False False 12
60 1.0442 1.0018 0.0424 4.2% 0.0046 0.5% 22% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0238
2.618 1.0191
1.618 1.0162
1.000 1.0144
0.618 1.0133
HIGH 1.0115
0.618 1.0104
0.500 1.0101
0.382 1.0097
LOW 1.0086
0.618 1.0068
1.000 1.0057
1.618 1.0039
2.618 1.0010
4.250 0.9963
Fisher Pivots for day following 26-Feb-2019
Pivot 1 day 3 day
R1 1.0109 1.0109
PP 1.0105 1.0105
S1 1.0101 1.0102

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

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