CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 21-Dec-2018
Day Change Summary
Previous Current
20-Dec-2018 21-Dec-2018 Change Change % Previous Week
Open 1.0286 1.0224 -0.0062 -0.6% 1.0258
High 1.0339 1.0316 -0.0023 -0.2% 1.0339
Low 1.0229 1.0224 -0.0005 0.0% 1.0224
Close 1.0312 1.0224 -0.0088 -0.9% 1.0224
Range 0.0110 0.0092 -0.0018 -16.4% 0.0115
ATR 0.0044 0.0048 0.0003 7.6% 0.0000
Volume 4 0 -4 -100.0% 4
Daily Pivots for day following 21-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0531 1.0469 1.0275
R3 1.0439 1.0377 1.0249
R2 1.0347 1.0347 1.0241
R1 1.0285 1.0285 1.0232 1.0270
PP 1.0255 1.0255 1.0255 1.0247
S1 1.0193 1.0193 1.0216 1.0178
S2 1.0163 1.0163 1.0207
S3 1.0071 1.0101 1.0199
S4 0.9979 1.0009 1.0173
Weekly Pivots for week ending 21-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0607 1.0531 1.0287
R3 1.0492 1.0416 1.0256
R2 1.0377 1.0377 1.0245
R1 1.0301 1.0301 1.0235 1.0282
PP 1.0262 1.0262 1.0262 1.0253
S1 1.0186 1.0186 1.0213 1.0167
S2 1.0147 1.0147 1.0203
S3 1.0032 1.0071 1.0192
S4 0.9917 0.9956 1.0161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0339 1.0224 0.0115 1.1% 0.0054 0.5% 0% False True
10 1.0339 1.0204 0.0135 1.3% 0.0043 0.4% 15% False False 2
20 1.0339 1.0204 0.0135 1.3% 0.0035 0.3% 15% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0707
2.618 1.0557
1.618 1.0465
1.000 1.0408
0.618 1.0373
HIGH 1.0316
0.618 1.0281
0.500 1.0270
0.382 1.0259
LOW 1.0224
0.618 1.0167
1.000 1.0132
1.618 1.0075
2.618 0.9983
4.250 0.9833
Fisher Pivots for day following 21-Dec-2018
Pivot 1 day 3 day
R1 1.0270 1.0282
PP 1.0255 1.0262
S1 1.0239 1.0243

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

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