CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 17-Dec-2018
Day Change Summary
Previous Current
14-Dec-2018 17-Dec-2018 Change Change % Previous Week
Open 1.0220 1.0258 0.0038 0.4% 1.0290
High 1.0220 1.0262 0.0042 0.4% 1.0317
Low 1.0204 1.0258 0.0054 0.5% 1.0204
Close 1.0205 1.0258 0.0053 0.5% 1.0205
Range 0.0016 0.0004 -0.0012 -75.0% 0.0113
ATR 0.0039 0.0041 0.0001 3.2% 0.0000
Volume 1 0 -1 -100.0% 17
Daily Pivots for day following 17-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0271 1.0269 1.0260
R3 1.0267 1.0265 1.0259
R2 1.0263 1.0263 1.0259
R1 1.0261 1.0261 1.0258 1.0260
PP 1.0259 1.0259 1.0259 1.0259
S1 1.0257 1.0257 1.0258 1.0256
S2 1.0255 1.0255 1.0257
S3 1.0251 1.0253 1.0257
S4 1.0247 1.0249 1.0256
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 1.0317 1.0204 0.0113 1.1% 0.0027 0.3% 48% False False 2
10 1.0317 1.0204 0.0113 1.1% 0.0027 0.3% 48% False False 2
20 1.0317 1.0204 0.0113 1.1% 0.0027 0.3% 48% False False 5
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 0.0001
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0279
2.618 1.0272
1.618 1.0268
1.000 1.0266
0.618 1.0264
HIGH 1.0262
0.618 1.0260
0.500 1.0260
0.382 1.0260
LOW 1.0258
0.618 1.0256
1.000 1.0254
1.618 1.0252
2.618 1.0248
4.250 1.0241
Fisher Pivots for day following 17-Dec-2018
Pivot 1 day 3 day
R1 1.0260 1.0251
PP 1.0259 1.0244
S1 1.0259 1.0237

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

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