CME Swiss Franc Future March 2019


Trading Metrics calculated at close of trading on 04-Feb-2019
Day Change Summary
Previous Current
01-Feb-2019 04-Feb-2019 Change Change % Previous Week
Open 1.0099 1.0082 -0.0017 -0.2% 1.0115
High 1.0119 1.0088 -0.0031 -0.3% 1.0142
Low 1.0077 1.0044 -0.0033 -0.3% 1.0048
Close 1.0088 1.0056 -0.0032 -0.3% 1.0088
Range 0.0042 0.0044 0.0002 4.8% 0.0094
ATR 0.0058 0.0057 -0.0001 -1.7% 0.0000
Volume 15,863 12,074 -3,789 -23.9% 88,048
Daily Pivots for day following 04-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.0195 1.0169 1.0080
R3 1.0151 1.0125 1.0068
R2 1.0107 1.0107 1.0064
R1 1.0081 1.0081 1.0060 1.0072
PP 1.0063 1.0063 1.0063 1.0058
S1 1.0037 1.0037 1.0052 1.0028
S2 1.0019 1.0019 1.0048
S3 0.9975 0.9993 1.0044
S4 0.9931 0.9949 1.0032
Weekly Pivots for week ending 01-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.0375 1.0325 1.0140
R3 1.0281 1.0231 1.0114
R2 1.0187 1.0187 1.0105
R1 1.0137 1.0137 1.0097 1.0115
PP 1.0093 1.0093 1.0093 1.0082
S1 1.0043 1.0043 1.0079 1.0021
S2 0.9999 0.9999 1.0071
S3 0.9905 0.9949 1.0062
S4 0.9811 0.9855 1.0036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0138 1.0044 0.0094 0.9% 0.0049 0.5% 13% False True 17,437
10 1.0142 1.0044 0.0098 1.0% 0.0046 0.5% 12% False True 18,184
20 1.0354 1.0044 0.0310 3.1% 0.0057 0.6% 4% False True 20,609
40 1.0354 1.0044 0.0310 3.1% 0.0066 0.7% 4% False True 21,807
60 1.0354 1.0002 0.0352 3.5% 0.0062 0.6% 15% False False 14,625
80 1.0354 1.0002 0.0352 3.5% 0.0059 0.6% 15% False False 10,974
100 1.0654 1.0002 0.0652 6.5% 0.0056 0.6% 8% False False 8,785
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0275
2.618 1.0203
1.618 1.0159
1.000 1.0132
0.618 1.0115
HIGH 1.0088
0.618 1.0071
0.500 1.0066
0.382 1.0061
LOW 1.0044
0.618 1.0017
1.000 1.0000
1.618 0.9973
2.618 0.9929
4.250 0.9857
Fisher Pivots for day following 04-Feb-2019
Pivot 1 day 3 day
R1 1.0066 1.0090
PP 1.0063 1.0078
S1 1.0059 1.0067

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

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