CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 04-Mar-2019
Day Change Summary
Previous Current
01-Mar-2019 04-Mar-2019 Change Change % Previous Week
Open 1.0122 1.0112 -0.0010 -0.1% 1.0100
High 1.0135 1.0114 -0.0021 -0.2% 1.0174
Low 1.0091 1.0079 -0.0012 -0.1% 1.0086
Close 1.0104 1.0102 -0.0002 0.0% 1.0104
Range 0.0044 0.0035 -0.0009 -20.5% 0.0088
ATR 0.0046 0.0045 -0.0001 -1.7% 0.0000
Volume 297 673 376 126.6% 1,017
Daily Pivots for day following 04-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.0203 1.0188 1.0121
R3 1.0168 1.0153 1.0112
R2 1.0133 1.0133 1.0108
R1 1.0118 1.0118 1.0105 1.0108
PP 1.0098 1.0098 1.0098 1.0094
S1 1.0083 1.0083 1.0099 1.0073
S2 1.0063 1.0063 1.0096
S3 1.0028 1.0048 1.0092
S4 0.9993 1.0013 1.0083
Weekly Pivots for week ending 01-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.0385 1.0333 1.0152
R3 1.0297 1.0245 1.0128
R2 1.0209 1.0209 1.0120
R1 1.0157 1.0157 1.0112 1.0183
PP 1.0121 1.0121 1.0121 1.0135
S1 1.0069 1.0069 1.0096 1.0095
S2 1.0033 1.0033 1.0088
S3 0.9945 0.9981 1.0080
S4 0.9857 0.9893 1.0056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0174 1.0079 0.0095 0.9% 0.0049 0.5% 24% False True 334
10 1.0174 1.0053 0.0121 1.2% 0.0042 0.4% 40% False False 184
20 1.0174 1.0018 0.0156 1.5% 0.0041 0.4% 54% False False 103
40 1.0442 1.0018 0.0424 4.2% 0.0046 0.5% 20% False False 54
60 1.0442 1.0018 0.0424 4.2% 0.0048 0.5% 20% False False 36
Crabel Price Patterns
NR True
NR4 True
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 0.0010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0263
2.618 1.0206
1.618 1.0171
1.000 1.0149
0.618 1.0136
HIGH 1.0114
0.618 1.0101
0.500 1.0097
0.382 1.0092
LOW 1.0079
0.618 1.0057
1.000 1.0044
1.618 1.0022
2.618 0.9987
4.250 0.9930
Fisher Pivots for day following 04-Mar-2019
Pivot 1 day 3 day
R1 1.0100 1.0127
PP 1.0098 1.0118
S1 1.0097 1.0110

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.