CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 26-Dec-2018
Day Change Summary
Previous Current
24-Dec-2018 26-Dec-2018 Change Change % Previous Week
Open 1.0295 1.0319 0.0024 0.2% 1.0258
High 1.0311 1.0321 0.0010 0.1% 1.0339
Low 1.0295 1.0217 -0.0078 -0.8% 1.0224
Close 1.0295 1.0221 -0.0074 -0.7% 1.0224
Range 0.0016 0.0104 0.0088 550.0% 0.0115
ATR 0.0051 0.0054 0.0004 7.5% 0.0000
Volume 0 2 2 4
Daily Pivots for day following 26-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0565 1.0497 1.0278
R3 1.0461 1.0393 1.0250
R2 1.0357 1.0357 1.0240
R1 1.0289 1.0289 1.0231 1.0271
PP 1.0253 1.0253 1.0253 1.0244
S1 1.0185 1.0185 1.0211 1.0167
S2 1.0149 1.0149 1.0202
S3 1.0045 1.0081 1.0192
S4 0.9941 0.9977 1.0164
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 1.0217 0.0122 1.2% 0.0071 0.7% 3% False True 1
10 1.0339 1.0204 0.0135 1.3% 0.0047 0.5% 13% False False 1
20 1.0339 1.0204 0.0135 1.3% 0.0039 0.4% 13% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0763
2.618 1.0593
1.618 1.0489
1.000 1.0425
0.618 1.0385
HIGH 1.0321
0.618 1.0281
0.500 1.0269
0.382 1.0257
LOW 1.0217
0.618 1.0153
1.000 1.0113
1.618 1.0049
2.618 0.9945
4.250 0.9775
Fisher Pivots for day following 26-Dec-2018
Pivot 1 day 3 day
R1 1.0269 1.0269
PP 1.0253 1.0253
S1 1.0237 1.0237

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

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