CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 31-Dec-2018
Day Change Summary
Previous Current
28-Dec-2018 31-Dec-2018 Change Change % Previous Week
Open 1.0364 1.0336 -0.0028 -0.3% 1.0295
High 1.0373 1.0352 -0.0021 -0.2% 1.0373
Low 1.0288 1.0296 0.0008 0.1% 1.0217
Close 1.0309 1.0336 0.0027 0.3% 1.0309
Range 0.0085 0.0056 -0.0029 -34.1% 0.0156
ATR 0.0060 0.0060 0.0000 -0.5% 0.0000
Volume 1 0 -1 -100.0% 4
Daily Pivots for day following 31-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0496 1.0472 1.0367
R3 1.0440 1.0416 1.0351
R2 1.0384 1.0384 1.0346
R1 1.0360 1.0360 1.0341 1.0364
PP 1.0328 1.0328 1.0328 1.0330
S1 1.0304 1.0304 1.0331 1.0308
S2 1.0272 1.0272 1.0326
S3 1.0216 1.0248 1.0321
S4 1.0160 1.0192 1.0305
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% 0.0073 0.7% 76% False False
10 1.0373 1.0217 0.0156 1.5% 0.0064 0.6% 76% False False
20 1.0373 1.0204 0.0169 1.6% 0.0046 0.4% 78% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0590
2.618 1.0499
1.618 1.0443
1.000 1.0408
0.618 1.0387
HIGH 1.0352
0.618 1.0331
0.500 1.0324
0.382 1.0317
LOW 1.0296
0.618 1.0261
1.000 1.0240
1.618 1.0205
2.618 1.0149
4.250 1.0058
Fisher Pivots for day following 31-Dec-2018
Pivot 1 day 3 day
R1 1.0332 1.0323
PP 1.0328 1.0309
S1 1.0324 1.0296

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

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