CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 13-Mar-2019
Day Change Summary
Previous Current
12-Mar-2019 13-Mar-2019 Change Change % Previous Week
Open 0.9989 1.0012 0.0023 0.2% 1.0112
High 1.0027 1.0062 0.0035 0.3% 1.0114
Low 0.9979 1.0004 0.0025 0.3% 0.9970
Close 1.0020 1.0056 0.0036 0.4% 1.0019
Range 0.0048 0.0058 0.0010 20.8% 0.0144
ATR 0.0048 0.0049 0.0001 1.5% 0.0000
Volume 14,209 32,867 18,658 131.3% 9,325
Daily Pivots for day following 13-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.0215 1.0193 1.0088
R3 1.0157 1.0135 1.0072
R2 1.0099 1.0099 1.0067
R1 1.0077 1.0077 1.0061 1.0088
PP 1.0041 1.0041 1.0041 1.0046
S1 1.0019 1.0019 1.0051 1.0030
S2 0.9983 0.9983 1.0045
S3 0.9925 0.9961 1.0040
S4 0.9867 0.9903 1.0024
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 1.0062 0.9970 0.0092 0.9% 0.0058 0.6% 93% True False 13,079
10 1.0174 0.9970 0.0204 2.0% 0.0054 0.5% 42% False False 6,875
20 1.0174 0.9970 0.0204 2.0% 0.0047 0.5% 42% False False 3,456
40 1.0350 0.9970 0.0380 3.8% 0.0044 0.4% 23% False False 1,733
60 1.0442 0.9970 0.0472 4.7% 0.0051 0.5% 18% False False 1,155
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0309
2.618 1.0214
1.618 1.0156
1.000 1.0120
0.618 1.0098
HIGH 1.0062
0.618 1.0040
0.500 1.0033
0.382 1.0026
LOW 1.0004
0.618 0.9968
1.000 0.9946
1.618 0.9910
2.618 0.9852
4.250 0.9758
Fisher Pivots for day following 13-Mar-2019
Pivot 1 day 3 day
R1 1.0048 1.0043
PP 1.0041 1.0030
S1 1.0033 1.0017

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

View Archives - Comment on this page... - Back to Index of Symbols