CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 25-Feb-2019
Day Change Summary
Previous Current
22-Feb-2019 25-Feb-2019 Change Change % Previous Week
Open 1.0098 1.0100 0.0002 0.0% 1.0067
High 1.0117 1.0121 0.0004 0.0% 1.0128
Low 1.0082 1.0095 0.0013 0.1% 1.0053
Close 1.0106 1.0103 -0.0003 0.0% 1.0106
Range 0.0035 0.0026 -0.0009 -25.7% 0.0075
ATR 0.0045 0.0043 -0.0001 -3.0% 0.0000
Volume 32 19 -13 -40.6% 150
Daily Pivots for day following 25-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.0184 1.0170 1.0117
R3 1.0158 1.0144 1.0110
R2 1.0132 1.0132 1.0108
R1 1.0118 1.0118 1.0105 1.0125
PP 1.0106 1.0106 1.0106 1.0110
S1 1.0092 1.0092 1.0101 1.0099
S2 1.0080 1.0080 1.0098
S3 1.0054 1.0066 1.0096
S4 1.0028 1.0040 1.0089
Weekly Pivots for week ending 22-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.0321 1.0288 1.0147
R3 1.0246 1.0213 1.0127
R2 1.0171 1.0171 1.0120
R1 1.0138 1.0138 1.0113 1.0155
PP 1.0096 1.0096 1.0096 1.0104
S1 1.0063 1.0063 1.0099 1.0080
S2 1.0021 1.0021 1.0092
S3 0.9946 0.9988 1.0085
S4 0.9871 0.9913 1.0065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0128 1.0053 0.0075 0.7% 0.0036 0.4% 67% False False 33
10 1.0128 1.0018 0.0110 1.1% 0.0043 0.4% 77% False False 32
20 1.0229 1.0018 0.0211 2.1% 0.0040 0.4% 40% False False 22
40 1.0442 1.0018 0.0424 4.2% 0.0051 0.5% 20% False False 12
60 1.0442 1.0018 0.0424 4.2% 0.0047 0.5% 20% False False 8
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0232
2.618 1.0189
1.618 1.0163
1.000 1.0147
0.618 1.0137
HIGH 1.0121
0.618 1.0111
0.500 1.0108
0.382 1.0105
LOW 1.0095
0.618 1.0079
1.000 1.0069
1.618 1.0053
2.618 1.0027
4.250 0.9985
Fisher Pivots for day following 25-Feb-2019
Pivot 1 day 3 day
R1 1.0108 1.0103
PP 1.0106 1.0102
S1 1.0105 1.0102

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

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