CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 08-Mar-2019
Day Change Summary
Previous Current
07-Mar-2019 08-Mar-2019 Change Change % Previous Week
Open 1.0052 0.9984 -0.0068 -0.7% 1.0112
High 1.0057 1.0023 -0.0034 -0.3% 1.0114
Low 0.9970 0.9974 0.0004 0.0% 0.9970
Close 0.9972 1.0019 0.0047 0.5% 1.0019
Range 0.0087 0.0049 -0.0038 -43.7% 0.0144
ATR 0.0048 0.0048 0.0000 0.5% 0.0000
Volume 3,548 3,328 -220 -6.2% 9,325
Daily Pivots for day following 08-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.0152 1.0135 1.0046
R3 1.0103 1.0086 1.0032
R2 1.0054 1.0054 1.0028
R1 1.0037 1.0037 1.0023 1.0046
PP 1.0005 1.0005 1.0005 1.0010
S1 0.9988 0.9988 1.0015 0.9997
S2 0.9956 0.9956 1.0010
S3 0.9907 0.9939 1.0006
S4 0.9858 0.9890 0.9992
Weekly Pivots for week ending 08-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.0466 1.0387 1.0098
R3 1.0322 1.0243 1.0059
R2 1.0178 1.0178 1.0045
R1 1.0099 1.0099 1.0032 1.0067
PP 1.0034 1.0034 1.0034 1.0018
S1 0.9955 0.9955 1.0006 0.9923
S2 0.9890 0.9890 0.9993
S3 0.9746 0.9811 0.9979
S4 0.9602 0.9667 0.9940
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0114 0.9970 0.0144 1.4% 0.0052 0.5% 34% False False 1,865
10 1.0174 0.9970 0.0204 2.0% 0.0050 0.5% 24% False False 1,034
20 1.0174 0.9970 0.0204 2.0% 0.0046 0.5% 24% False False 533
40 1.0442 0.9970 0.0472 4.7% 0.0046 0.5% 10% False False 270
60 1.0442 0.9970 0.0472 4.7% 0.0050 0.5% 10% False False 180
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0231
2.618 1.0151
1.618 1.0102
1.000 1.0072
0.618 1.0053
HIGH 1.0023
0.618 1.0004
0.500 0.9999
0.382 0.9993
LOW 0.9974
0.618 0.9944
1.000 0.9925
1.618 0.9895
2.618 0.9846
4.250 0.9766
Fisher Pivots for day following 08-Mar-2019
Pivot 1 day 3 day
R1 1.0012 1.0018
PP 1.0005 1.0017
S1 0.9999 1.0017

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.