CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 01-Apr-2019
Day Change Summary
Previous Current
29-Mar-2019 01-Apr-2019 Change Change % Previous Week
Open 1.0127 1.0127 0.0000 0.0% 1.0147
High 1.0130 1.0143 0.0013 0.1% 1.0175
Low 1.0098 1.0077 -0.0021 -0.2% 1.0098
Close 1.0114 1.0083 -0.0031 -0.3% 1.0114
Range 0.0032 0.0066 0.0034 106.3% 0.0077
ATR 0.0047 0.0048 0.0001 2.9% 0.0000
Volume 25,660 30,829 5,169 20.1% 129,948
Daily Pivots for day following 01-Apr-2019
Classic Woodie Camarilla DeMark
R4 1.0299 1.0257 1.0119
R3 1.0233 1.0191 1.0101
R2 1.0167 1.0167 1.0095
R1 1.0125 1.0125 1.0089 1.0113
PP 1.0101 1.0101 1.0101 1.0095
S1 1.0059 1.0059 1.0077 1.0047
S2 1.0035 1.0035 1.0071
S3 0.9969 0.9993 1.0065
S4 0.9903 0.9927 1.0047
Weekly Pivots for week ending 29-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.0360 1.0314 1.0156
R3 1.0283 1.0237 1.0135
R2 1.0206 1.0206 1.0128
R1 1.0160 1.0160 1.0121 1.0145
PP 1.0129 1.0129 1.0129 1.0121
S1 1.0083 1.0083 1.0107 1.0068
S2 1.0052 1.0052 1.0100
S3 0.9975 1.0006 1.0093
S4 0.9898 0.9929 1.0072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0175 1.0077 0.0098 1.0% 0.0045 0.4% 6% False True 27,952
10 1.0191 1.0069 0.0122 1.2% 0.0051 0.5% 11% False False 26,951
20 1.0191 0.9970 0.0221 2.2% 0.0049 0.5% 51% False False 20,927
40 1.0191 0.9970 0.0221 2.2% 0.0045 0.4% 51% False False 10,515
60 1.0442 0.9970 0.0472 4.7% 0.0047 0.5% 24% False False 7,012
80 1.0442 0.9970 0.0472 4.7% 0.0048 0.5% 24% False False 5,259
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0424
2.618 1.0316
1.618 1.0250
1.000 1.0209
0.618 1.0184
HIGH 1.0143
0.618 1.0118
0.500 1.0110
0.382 1.0102
LOW 1.0077
0.618 1.0036
1.000 1.0011
1.618 0.9970
2.618 0.9904
4.250 0.9797
Fisher Pivots for day following 01-Apr-2019
Pivot 1 day 3 day
R1 1.0110 1.0110
PP 1.0101 1.0101
S1 1.0092 1.0092

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

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