CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 11-Mar-2019
Day Change Summary
Previous Current
08-Mar-2019 11-Mar-2019 Change Change % Previous Week
Open 0.9984 1.0009 0.0025 0.3% 1.0112
High 1.0023 1.0021 -0.0002 0.0% 1.0114
Low 0.9974 0.9972 -0.0002 0.0% 0.9970
Close 1.0019 0.9979 -0.0040 -0.4% 1.0019
Range 0.0049 0.0049 0.0000 0.0% 0.0144
ATR 0.0048 0.0048 0.0000 0.1% 0.0000
Volume 3,328 11,444 8,116 243.9% 9,325
Daily Pivots for day following 11-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.0138 1.0107 1.0006
R3 1.0089 1.0058 0.9992
R2 1.0040 1.0040 0.9988
R1 1.0009 1.0009 0.9983 1.0000
PP 0.9991 0.9991 0.9991 0.9986
S1 0.9960 0.9960 0.9975 0.9951
S2 0.9942 0.9942 0.9970
S3 0.9893 0.9911 0.9966
S4 0.9844 0.9862 0.9952
Weekly Pivots for week ending 08-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.0466 1.0387 1.0098
R3 1.0322 1.0243 1.0059
R2 1.0178 1.0178 1.0045
R1 1.0099 1.0099 1.0032 1.0067
PP 1.0034 1.0034 1.0034 1.0018
S1 0.9955 0.9955 1.0006 0.9923
S2 0.9890 0.9890 0.9993
S3 0.9746 0.9811 0.9979
S4 0.9602 0.9667 0.9940
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0108 0.9970 0.0138 1.4% 0.0055 0.5% 7% False False 4,019
10 1.0174 0.9970 0.0204 2.0% 0.0052 0.5% 4% False False 2,176
20 1.0174 0.9970 0.0204 2.0% 0.0047 0.5% 4% False False 1,104
40 1.0350 0.9970 0.0380 3.8% 0.0044 0.4% 2% False False 556
60 1.0442 0.9970 0.0472 4.7% 0.0050 0.5% 2% False False 371
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0229
2.618 1.0149
1.618 1.0100
1.000 1.0070
0.618 1.0051
HIGH 1.0021
0.618 1.0002
0.500 0.9997
0.382 0.9991
LOW 0.9972
0.618 0.9942
1.000 0.9923
1.618 0.9893
2.618 0.9844
4.250 0.9764
Fisher Pivots for day following 11-Mar-2019
Pivot 1 day 3 day
R1 0.9997 1.0014
PP 0.9991 1.0002
S1 0.9985 0.9991

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

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