CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 05-Mar-2019
Day Change Summary
Previous Current
04-Mar-2019 05-Mar-2019 Change Change % Previous Week
Open 1.0112 1.0103 -0.0009 -0.1% 1.0100
High 1.0114 1.0108 -0.0006 -0.1% 1.0174
Low 1.0079 1.0041 -0.0038 -0.4% 1.0086
Close 1.0102 1.0052 -0.0050 -0.5% 1.0104
Range 0.0035 0.0067 0.0032 91.4% 0.0088
ATR 0.0045 0.0047 0.0002 3.5% 0.0000
Volume 673 236 -437 -64.9% 1,017
Daily Pivots for day following 05-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.0268 1.0227 1.0089
R3 1.0201 1.0160 1.0070
R2 1.0134 1.0134 1.0064
R1 1.0093 1.0093 1.0058 1.0080
PP 1.0067 1.0067 1.0067 1.0061
S1 1.0026 1.0026 1.0046 1.0013
S2 1.0000 1.0000 1.0040
S3 0.9933 0.9959 1.0034
S4 0.9866 0.9892 1.0015
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 1.0041 0.0133 1.3% 0.0056 0.6% 8% False True 378
10 1.0174 1.0041 0.0133 1.3% 0.0043 0.4% 8% False True 202
20 1.0174 1.0018 0.0156 1.6% 0.0044 0.4% 22% False False 115
40 1.0442 1.0018 0.0424 4.2% 0.0047 0.5% 8% False False 60
60 1.0442 1.0018 0.0424 4.2% 0.0049 0.5% 8% False False 40
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0393
2.618 1.0283
1.618 1.0216
1.000 1.0175
0.618 1.0149
HIGH 1.0108
0.618 1.0082
0.500 1.0075
0.382 1.0067
LOW 1.0041
0.618 1.0000
1.000 0.9974
1.618 0.9933
2.618 0.9866
4.250 0.9756
Fisher Pivots for day following 05-Mar-2019
Pivot 1 day 3 day
R1 1.0075 1.0088
PP 1.0067 1.0076
S1 1.0060 1.0064

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

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