CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 25-Mar-2019
Day Change Summary
Previous Current
22-Mar-2019 25-Mar-2019 Change Change % Previous Week
Open 1.0165 1.0147 -0.0018 -0.2% 1.0064
High 1.0167 1.0171 0.0004 0.0% 1.0191
Low 1.0111 1.0131 0.0020 0.2% 1.0060
Close 1.0137 1.0154 0.0017 0.2% 1.0137
Range 0.0056 0.0040 -0.0016 -28.6% 0.0131
ATR 0.0050 0.0049 -0.0001 -1.4% 0.0000
Volume 29,862 21,015 -8,847 -29.6% 124,913
Daily Pivots for day following 25-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.0272 1.0253 1.0176
R3 1.0232 1.0213 1.0165
R2 1.0192 1.0192 1.0161
R1 1.0173 1.0173 1.0158 1.0183
PP 1.0152 1.0152 1.0152 1.0157
S1 1.0133 1.0133 1.0150 1.0143
S2 1.0112 1.0112 1.0147
S3 1.0072 1.0093 1.0143
S4 1.0032 1.0053 1.0132
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 1.0069 0.0122 1.2% 0.0058 0.6% 70% False False 25,951
10 1.0191 0.9979 0.0212 2.1% 0.0048 0.5% 83% False False 25,870
20 1.0191 0.9970 0.0221 2.2% 0.0050 0.5% 83% False False 14,023
40 1.0229 0.9970 0.0259 2.6% 0.0045 0.4% 71% False False 7,023
60 1.0442 0.9970 0.0472 4.6% 0.0050 0.5% 39% False False 4,682
80 1.0442 0.9970 0.0472 4.6% 0.0048 0.5% 39% False False 3,512
Crabel Price Patterns
NR True
NR4 True
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 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0341
2.618 1.0276
1.618 1.0236
1.000 1.0211
0.618 1.0196
HIGH 1.0171
0.618 1.0156
0.500 1.0151
0.382 1.0146
LOW 1.0131
0.618 1.0106
1.000 1.0091
1.618 1.0066
2.618 1.0026
4.250 0.9961
Fisher Pivots for day following 25-Mar-2019
Pivot 1 day 3 day
R1 1.0153 1.0151
PP 1.0152 1.0148
S1 1.0151 1.0145

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

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