CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 22-Mar-2019
Day Change Summary
Previous Current
21-Mar-2019 22-Mar-2019 Change Change % Previous Week
Open 1.0170 1.0165 -0.0005 0.0% 1.0064
High 1.0179 1.0167 -0.0012 -0.1% 1.0191
Low 1.0136 1.0111 -0.0025 -0.2% 1.0060
Close 1.0145 1.0137 -0.0008 -0.1% 1.0137
Range 0.0043 0.0056 0.0013 30.2% 0.0131
ATR 0.0050 0.0050 0.0000 0.9% 0.0000
Volume 32,192 29,862 -2,330 -7.2% 124,913
Daily Pivots for day following 22-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.0306 1.0278 1.0168
R3 1.0250 1.0222 1.0152
R2 1.0194 1.0194 1.0147
R1 1.0166 1.0166 1.0142 1.0152
PP 1.0138 1.0138 1.0138 1.0132
S1 1.0110 1.0110 1.0132 1.0096
S2 1.0082 1.0082 1.0127
S3 1.0026 1.0054 1.0122
S4 0.9970 0.9998 1.0106
Weekly Pivots for week ending 22-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.0522 1.0461 1.0209
R3 1.0391 1.0330 1.0173
R2 1.0260 1.0260 1.0161
R1 1.0199 1.0199 1.0149 1.0230
PP 1.0129 1.0129 1.0129 1.0145
S1 1.0068 1.0068 1.0125 1.0099
S2 0.9998 0.9998 1.0113
S3 0.9867 0.9937 1.0101
S4 0.9736 0.9806 1.0065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0191 1.0060 0.0131 1.3% 0.0055 0.5% 59% False False 24,982
10 1.0191 0.9972 0.0219 2.2% 0.0049 0.5% 75% False False 24,912
20 1.0191 0.9970 0.0221 2.2% 0.0049 0.5% 76% False False 12,973
40 1.0229 0.9970 0.0259 2.6% 0.0045 0.4% 64% False False 6,497
60 1.0442 0.9970 0.0472 4.7% 0.0052 0.5% 35% False False 4,332
80 1.0442 0.9970 0.0472 4.7% 0.0047 0.5% 35% False False 3,249
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 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 1.0405
2.618 1.0314
1.618 1.0258
1.000 1.0223
0.618 1.0202
HIGH 1.0167
0.618 1.0146
0.500 1.0139
0.382 1.0132
LOW 1.0111
0.618 1.0076
1.000 1.0055
1.618 1.0020
2.618 0.9964
4.250 0.9873
Fisher Pivots for day following 22-Mar-2019
Pivot 1 day 3 day
R1 1.0139 1.0135
PP 1.0138 1.0134
S1 1.0138 1.0132

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

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