CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 18-Dec-2018
Day Change Summary
Previous Current
17-Dec-2018 18-Dec-2018 Change Change % Previous Week
Open 1.0258 1.0254 -0.0004 0.0% 1.0290
High 1.0262 1.0280 0.0018 0.2% 1.0317
Low 1.0258 1.0249 -0.0009 -0.1% 1.0204
Close 1.0258 1.0254 -0.0004 0.0% 1.0205
Range 0.0004 0.0031 0.0027 675.0% 0.0113
ATR 0.0041 0.0040 -0.0001 -1.7% 0.0000
Volume
Daily Pivots for day following 18-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0354 1.0335 1.0271
R3 1.0323 1.0304 1.0263
R2 1.0292 1.0292 1.0260
R1 1.0273 1.0273 1.0257 1.0270
PP 1.0261 1.0261 1.0261 1.0259
S1 1.0242 1.0242 1.0251 1.0239
S2 1.0230 1.0230 1.0248
S3 1.0199 1.0211 1.0245
S4 1.0168 1.0180 1.0237
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 1.0280 1.0204 0.0076 0.7% 0.0022 0.2% 66% True False
10 1.0317 1.0204 0.0113 1.1% 0.0027 0.3% 44% False False 2
20 1.0317 1.0204 0.0113 1.1% 0.0027 0.3% 44% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0412
2.618 1.0361
1.618 1.0330
1.000 1.0311
0.618 1.0299
HIGH 1.0280
0.618 1.0268
0.500 1.0265
0.382 1.0261
LOW 1.0249
0.618 1.0230
1.000 1.0218
1.618 1.0199
2.618 1.0168
4.250 1.0117
Fisher Pivots for day following 18-Dec-2018
Pivot 1 day 3 day
R1 1.0265 1.0250
PP 1.0261 1.0246
S1 1.0258 1.0242

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

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