CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 07-Mar-2019
Day Change Summary
Previous Current
06-Mar-2019 07-Mar-2019 Change Change % Previous Week
Open 1.0051 1.0052 0.0001 0.0% 1.0100
High 1.0063 1.0057 -0.0006 -0.1% 1.0174
Low 1.0041 0.9970 -0.0071 -0.7% 1.0086
Close 1.0046 0.9972 -0.0074 -0.7% 1.0104
Range 0.0022 0.0087 0.0065 295.5% 0.0088
ATR 0.0045 0.0048 0.0003 6.7% 0.0000
Volume 1,540 3,548 2,008 130.4% 1,017
Daily Pivots for day following 07-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.0261 1.0203 1.0020
R3 1.0174 1.0116 0.9996
R2 1.0087 1.0087 0.9988
R1 1.0029 1.0029 0.9980 1.0015
PP 1.0000 1.0000 1.0000 0.9992
S1 0.9942 0.9942 0.9964 0.9928
S2 0.9913 0.9913 0.9956
S3 0.9826 0.9855 0.9948
S4 0.9739 0.9768 0.9924
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 1.0135 0.9970 0.0165 1.7% 0.0051 0.5% 1% False True 1,258
10 1.0174 0.9970 0.0204 2.0% 0.0048 0.5% 1% False True 704
20 1.0174 0.9970 0.0204 2.0% 0.0045 0.5% 1% False True 367
40 1.0442 0.9970 0.0472 4.7% 0.0047 0.5% 0% False True 187
60 1.0442 0.9970 0.0472 4.7% 0.0050 0.5% 0% False True 125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 1.0427
2.618 1.0285
1.618 1.0198
1.000 1.0144
0.618 1.0111
HIGH 1.0057
0.618 1.0024
0.500 1.0014
0.382 1.0003
LOW 0.9970
0.618 0.9916
1.000 0.9883
1.618 0.9829
2.618 0.9742
4.250 0.9600
Fisher Pivots for day following 07-Mar-2019
Pivot 1 day 3 day
R1 1.0014 1.0039
PP 1.0000 1.0017
S1 0.9986 0.9994

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

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