CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 15-Mar-2019
Day Change Summary
Previous Current
14-Mar-2019 15-Mar-2019 Change Change % Previous Week
Open 1.0051 1.0047 -0.0004 0.0% 1.0009
High 1.0056 1.0075 0.0019 0.2% 1.0075
Low 1.0036 1.0034 -0.0002 0.0% 0.9972
Close 1.0045 1.0062 0.0017 0.2% 1.0062
Range 0.0020 0.0041 0.0021 105.0% 0.0103
ATR 0.0047 0.0046 0.0000 -0.9% 0.0000
Volume 41,169 24,527 -16,642 -40.4% 124,216
Daily Pivots for day following 15-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.0180 1.0162 1.0085
R3 1.0139 1.0121 1.0073
R2 1.0098 1.0098 1.0070
R1 1.0080 1.0080 1.0066 1.0089
PP 1.0057 1.0057 1.0057 1.0062
S1 1.0039 1.0039 1.0058 1.0048
S2 1.0016 1.0016 1.0054
S3 0.9975 0.9998 1.0051
S4 0.9934 0.9957 1.0039
Weekly Pivots for week ending 15-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.0345 1.0307 1.0119
R3 1.0242 1.0204 1.0090
R2 1.0139 1.0139 1.0081
R1 1.0101 1.0101 1.0071 1.0120
PP 1.0036 1.0036 1.0036 1.0046
S1 0.9998 0.9998 1.0053 1.0017
S2 0.9933 0.9933 1.0043
S3 0.9830 0.9895 1.0034
S4 0.9727 0.9792 1.0005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0075 0.9972 0.0103 1.0% 0.0043 0.4% 87% True False 24,843
10 1.0114 0.9970 0.0144 1.4% 0.0048 0.5% 64% False False 13,354
20 1.0174 0.9970 0.0204 2.0% 0.0045 0.4% 45% False False 6,735
40 1.0248 0.9970 0.0278 2.8% 0.0043 0.4% 33% False False 3,375
60 1.0442 0.9970 0.0472 4.7% 0.0052 0.5% 19% False False 2,250
80 1.0442 0.9970 0.0472 4.7% 0.0045 0.5% 19% False False 1,689
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0249
2.618 1.0182
1.618 1.0141
1.000 1.0116
0.618 1.0100
HIGH 1.0075
0.618 1.0059
0.500 1.0055
0.382 1.0050
LOW 1.0034
0.618 1.0009
1.000 0.9993
1.618 0.9968
2.618 0.9927
4.250 0.9860
Fisher Pivots for day following 15-Mar-2019
Pivot 1 day 3 day
R1 1.0060 1.0055
PP 1.0057 1.0047
S1 1.0055 1.0040

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

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