CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 18-Mar-2019
Day Change Summary
Previous Current
15-Mar-2019 18-Mar-2019 Change Change % Previous Week
Open 0.9964 0.9979 0.0015 0.2% 0.9930
High 0.9990 1.0002 0.0012 0.1% 0.9990
Low 0.9949 0.9976 0.0027 0.3% 0.9888
Close 0.9977 0.9984 0.0007 0.1% 0.9977
Range 0.0041 0.0026 -0.0015 -36.6% 0.0102
ATR 0.0048 0.0046 -0.0002 -3.3% 0.0000
Volume 5,774 278 -5,496 -95.2% 163,067
Daily Pivots for day following 18-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.0065 1.0051 0.9998
R3 1.0039 1.0025 0.9991
R2 1.0013 1.0013 0.9989
R1 0.9999 0.9999 0.9986 1.0006
PP 0.9987 0.9987 0.9987 0.9991
S1 0.9973 0.9973 0.9982 0.9980
S2 0.9961 0.9961 0.9979
S3 0.9935 0.9947 0.9977
S4 0.9909 0.9921 0.9970
Weekly Pivots for week ending 15-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.0258 1.0219 1.0033
R3 1.0156 1.0117 1.0005
R2 1.0054 1.0054 0.9996
R1 1.0015 1.0015 0.9986 1.0035
PP 0.9952 0.9952 0.9952 0.9961
S1 0.9913 0.9913 0.9968 0.9933
S2 0.9850 0.9850 0.9958
S3 0.9748 0.9811 0.9949
S4 0.9646 0.9709 0.9921
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0002 0.9894 0.0108 1.1% 0.0039 0.4% 83% True False 27,148
10 1.0023 0.9886 0.0137 1.4% 0.0047 0.5% 72% False False 26,218
20 1.0089 0.9886 0.0203 2.0% 0.0045 0.5% 48% False False 23,329
40 1.0142 0.9886 0.0256 2.6% 0.0045 0.5% 38% False False 20,104
60 1.0354 0.9886 0.0468 4.7% 0.0057 0.6% 21% False False 21,777
80 1.0354 0.9886 0.0468 4.7% 0.0056 0.6% 21% False False 18,589
100 1.0354 0.9886 0.0468 4.7% 0.0056 0.6% 21% False False 14,889
120 1.0559 0.9886 0.0673 6.7% 0.0054 0.5% 15% False False 12,410
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0113
2.618 1.0070
1.618 1.0044
1.000 1.0028
0.618 1.0018
HIGH 1.0002
0.618 0.9992
0.500 0.9989
0.382 0.9986
LOW 0.9976
0.618 0.9960
1.000 0.9950
1.618 0.9934
2.618 0.9908
4.250 0.9866
Fisher Pivots for day following 18-Mar-2019
Pivot 1 day 3 day
R1 0.9989 0.9981
PP 0.9987 0.9978
S1 0.9986 0.9976

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

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