CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 20-Dec-2018
Day Change Summary
Previous Current
19-Dec-2018 20-Dec-2018 Change Change % Previous Week
Open 1.0240 1.0286 0.0046 0.4% 1.0290
High 1.0271 1.0339 0.0068 0.7% 1.0317
Low 1.0237 1.0229 -0.0008 -0.1% 1.0204
Close 1.0240 1.0312 0.0072 0.7% 1.0205
Range 0.0034 0.0110 0.0076 223.5% 0.0113
ATR 0.0039 0.0044 0.0005 12.8% 0.0000
Volume 0 4 4 17
Daily Pivots for day following 20-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0623 1.0578 1.0373
R3 1.0513 1.0468 1.0342
R2 1.0403 1.0403 1.0332
R1 1.0358 1.0358 1.0322 1.0381
PP 1.0293 1.0293 1.0293 1.0305
S1 1.0248 1.0248 1.0302 1.0271
S2 1.0183 1.0183 1.0292
S3 1.0073 1.0138 1.0282
S4 0.9963 1.0028 1.0252
Weekly Pivots for week ending 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0581 1.0506 1.0267
R3 1.0468 1.0393 1.0236
R2 1.0355 1.0355 1.0226
R1 1.0280 1.0280 1.0215 1.0261
PP 1.0242 1.0242 1.0242 1.0233
S1 1.0167 1.0167 1.0195 1.0148
S2 1.0129 1.0129 1.0184
S3 1.0016 1.0054 1.0174
S4 0.9903 0.9941 1.0143
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0339 1.0204 0.0135 1.3% 0.0039 0.4% 80% True False 1
10 1.0339 1.0204 0.0135 1.3% 0.0038 0.4% 80% True False 2
20 1.0339 1.0204 0.0135 1.3% 0.0032 0.3% 80% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.0807
2.618 1.0627
1.618 1.0517
1.000 1.0449
0.618 1.0407
HIGH 1.0339
0.618 1.0297
0.500 1.0284
0.382 1.0271
LOW 1.0229
0.618 1.0161
1.000 1.0119
1.618 1.0051
2.618 0.9941
4.250 0.9762
Fisher Pivots for day following 20-Dec-2018
Pivot 1 day 3 day
R1 1.0303 1.0303
PP 1.0293 1.0293
S1 1.0284 1.0284

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

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