CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 06-Mar-2019
Day Change Summary
Previous Current
05-Mar-2019 06-Mar-2019 Change Change % Previous Week
Open 1.0103 1.0051 -0.0052 -0.5% 1.0100
High 1.0108 1.0063 -0.0045 -0.4% 1.0174
Low 1.0041 1.0041 0.0000 0.0% 1.0086
Close 1.0052 1.0046 -0.0006 -0.1% 1.0104
Range 0.0067 0.0022 -0.0045 -67.2% 0.0088
ATR 0.0047 0.0045 -0.0002 -3.8% 0.0000
Volume 236 1,540 1,304 552.5% 1,017
Daily Pivots for day following 06-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.0116 1.0103 1.0058
R3 1.0094 1.0081 1.0052
R2 1.0072 1.0072 1.0050
R1 1.0059 1.0059 1.0048 1.0055
PP 1.0050 1.0050 1.0050 1.0048
S1 1.0037 1.0037 1.0044 1.0033
S2 1.0028 1.0028 1.0042
S3 1.0006 1.0015 1.0040
S4 0.9984 0.9993 1.0034
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% 0.0050 0.5% 4% False True 672
10 1.0174 1.0041 0.0133 1.3% 0.0042 0.4% 4% False True 352
20 1.0174 1.0018 0.0156 1.6% 0.0043 0.4% 18% False False 191
40 1.0442 1.0018 0.0424 4.2% 0.0046 0.5% 7% False False 98
60 1.0442 1.0018 0.0424 4.2% 0.0049 0.5% 7% False False 66
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.0157
2.618 1.0121
1.618 1.0099
1.000 1.0085
0.618 1.0077
HIGH 1.0063
0.618 1.0055
0.500 1.0052
0.382 1.0049
LOW 1.0041
0.618 1.0027
1.000 1.0019
1.618 1.0005
2.618 0.9983
4.250 0.9948
Fisher Pivots for day following 06-Mar-2019
Pivot 1 day 3 day
R1 1.0052 1.0078
PP 1.0050 1.0067
S1 1.0048 1.0057

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

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