CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 27-Mar-2019
Day Change Summary
Previous Current
26-Mar-2019 27-Mar-2019 Change Change % Previous Week
Open 1.0160 1.0136 -0.0024 -0.2% 1.0064
High 1.0162 1.0175 0.0013 0.1% 1.0191
Low 1.0127 1.0113 -0.0014 -0.1% 1.0060
Close 1.0144 1.0129 -0.0015 -0.1% 1.0137
Range 0.0035 0.0062 0.0027 77.1% 0.0131
ATR 0.0048 0.0049 0.0001 2.0% 0.0000
Volume 25,105 32,949 7,844 31.2% 124,913
Daily Pivots for day following 27-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.0325 1.0289 1.0163
R3 1.0263 1.0227 1.0146
R2 1.0201 1.0201 1.0140
R1 1.0165 1.0165 1.0135 1.0152
PP 1.0139 1.0139 1.0139 1.0133
S1 1.0103 1.0103 1.0123 1.0090
S2 1.0077 1.0077 1.0118
S3 1.0015 1.0041 1.0112
S4 0.9953 0.9979 1.0095
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 1.0179 1.0111 0.0068 0.7% 0.0047 0.5% 26% False False 28,224
10 1.0191 1.0034 0.0157 1.6% 0.0047 0.5% 61% False False 26,967
20 1.0191 0.9970 0.0221 2.2% 0.0051 0.5% 72% False False 16,921
40 1.0222 0.9970 0.0252 2.5% 0.0045 0.4% 63% False False 8,474
60 1.0442 0.9970 0.0472 4.7% 0.0049 0.5% 34% False False 5,650
80 1.0442 0.9970 0.0472 4.7% 0.0048 0.5% 34% False False 4,238
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0439
2.618 1.0337
1.618 1.0275
1.000 1.0237
0.618 1.0213
HIGH 1.0175
0.618 1.0151
0.500 1.0144
0.382 1.0137
LOW 1.0113
0.618 1.0075
1.000 1.0051
1.618 1.0013
2.618 0.9951
4.250 0.9850
Fisher Pivots for day following 27-Mar-2019
Pivot 1 day 3 day
R1 1.0144 1.0144
PP 1.0139 1.0139
S1 1.0134 1.0134

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

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