CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 28-Dec-2018
Day Change Summary
Previous Current
27-Dec-2018 28-Dec-2018 Change Change % Previous Week
Open 1.0265 1.0364 0.0099 1.0% 1.0295
High 1.0324 1.0373 0.0049 0.5% 1.0373
Low 1.0219 1.0288 0.0069 0.7% 1.0217
Close 1.0310 1.0309 -0.0001 0.0% 1.0309
Range 0.0105 0.0085 -0.0020 -19.0% 0.0156
ATR 0.0058 0.0060 0.0002 3.3% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 28-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0578 1.0529 1.0356
R3 1.0493 1.0444 1.0332
R2 1.0408 1.0408 1.0325
R1 1.0359 1.0359 1.0317 1.0341
PP 1.0323 1.0323 1.0323 1.0315
S1 1.0274 1.0274 1.0301 1.0256
S2 1.0238 1.0238 1.0293
S3 1.0153 1.0189 1.0286
S4 1.0068 1.0104 1.0262
Weekly Pivots for week ending 28-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0768 1.0694 1.0395
R3 1.0612 1.0538 1.0352
R2 1.0456 1.0456 1.0338
R1 1.0382 1.0382 1.0323 1.0419
PP 1.0300 1.0300 1.0300 1.0318
S1 1.0226 1.0226 1.0295 1.0263
S2 1.0144 1.0144 1.0280
S3 0.9988 1.0070 1.0266
S4 0.9832 0.9914 1.0223
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0373 1.0217 0.0156 1.5% 0.0080 0.8% 59% True False
10 1.0373 1.0204 0.0169 1.6% 0.0060 0.6% 62% True False
20 1.0373 1.0204 0.0169 1.6% 0.0045 0.4% 62% True 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 True
Stretch 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0734
2.618 1.0596
1.618 1.0511
1.000 1.0458
0.618 1.0426
HIGH 1.0373
0.618 1.0341
0.500 1.0331
0.382 1.0320
LOW 1.0288
0.618 1.0235
1.000 1.0203
1.618 1.0150
2.618 1.0065
4.250 0.9927
Fisher Pivots for day following 28-Dec-2018
Pivot 1 day 3 day
R1 1.0331 1.0304
PP 1.0323 1.0300
S1 1.0316 1.0295

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

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