CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 22-Oct-2018
Day Change Summary
Previous Current
19-Oct-2018 22-Oct-2018 Change Change % Previous Week
Open 1.0180 1.0170 -0.0010 -0.1% 1.0246
High 1.0200 1.0208 0.0008 0.1% 1.0308
Low 1.0170 1.0170 0.0000 0.0% 1.0170
Close 1.0179 1.0187 0.0008 0.1% 1.0179
Range 0.0030 0.0038 0.0008 26.7% 0.0138
ATR 0.0052 0.0051 -0.0001 -2.0% 0.0000
Volume 9 5 -4 -44.4% 23
Daily Pivots for day following 22-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.0302 1.0283 1.0208
R3 1.0264 1.0245 1.0197
R2 1.0226 1.0226 1.0194
R1 1.0207 1.0207 1.0190 1.0217
PP 1.0188 1.0188 1.0188 1.0193
S1 1.0169 1.0169 1.0184 1.0179
S2 1.0150 1.0150 1.0180
S3 1.0112 1.0131 1.0177
S4 1.0074 1.0093 1.0166
Weekly Pivots for week ending 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.0633 1.0544 1.0255
R3 1.0495 1.0406 1.0217
R2 1.0357 1.0357 1.0204
R1 1.0268 1.0268 1.0192 1.0244
PP 1.0219 1.0219 1.0219 1.0207
S1 1.0130 1.0130 1.0166 1.0106
S2 1.0081 1.0081 1.0154
S3 0.9943 0.9992 1.0141
S4 0.9805 0.9854 1.0103
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0295 1.0170 0.0125 1.2% 0.0037 0.4% 14% False True 5
10 1.0308 1.0170 0.0138 1.4% 0.0044 0.4% 12% False True 3
20 1.0559 1.0170 0.0389 3.8% 0.0043 0.4% 4% False True 18
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0370
2.618 1.0307
1.618 1.0269
1.000 1.0246
0.618 1.0231
HIGH 1.0208
0.618 1.0193
0.500 1.0189
0.382 1.0185
LOW 1.0170
0.618 1.0147
1.000 1.0132
1.618 1.0109
2.618 1.0071
4.250 1.0009
Fisher Pivots for day following 22-Oct-2018
Pivot 1 day 3 day
R1 1.0189 1.0200
PP 1.0188 1.0195
S1 1.0188 1.0191

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

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