CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 03-Jan-2019
Day Change Summary
Previous Current
02-Jan-2019 03-Jan-2019 Change Change % Previous Week
Open 1.0285 1.0300 0.0015 0.1% 1.0295
High 1.0368 1.0312 -0.0056 -0.5% 1.0373
Low 1.0248 1.0265 0.0017 0.2% 1.0217
Close 1.0258 1.0277 0.0019 0.2% 1.0309
Range 0.0120 0.0047 -0.0073 -60.8% 0.0156
ATR 0.0064 0.0063 -0.0001 -1.1% 0.0000
Volume 1 2 1 100.0% 4
Daily Pivots for day following 03-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0426 1.0398 1.0303
R3 1.0379 1.0351 1.0290
R2 1.0332 1.0332 1.0286
R1 1.0304 1.0304 1.0281 1.0295
PP 1.0285 1.0285 1.0285 1.0280
S1 1.0257 1.0257 1.0273 1.0248
S2 1.0238 1.0238 1.0268
S3 1.0191 1.0210 1.0264
S4 1.0144 1.0163 1.0251
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 1.0219 0.0154 1.5% 0.0083 0.8% 38% False False 1
10 1.0373 1.0217 0.0156 1.5% 0.0077 0.7% 38% False False 1
20 1.0373 1.0204 0.0169 1.6% 0.0052 0.5% 43% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0512
2.618 1.0435
1.618 1.0388
1.000 1.0359
0.618 1.0341
HIGH 1.0312
0.618 1.0294
0.500 1.0289
0.382 1.0283
LOW 1.0265
0.618 1.0236
1.000 1.0218
1.618 1.0189
2.618 1.0142
4.250 1.0065
Fisher Pivots for day following 03-Jan-2019
Pivot 1 day 3 day
R1 1.0289 1.0308
PP 1.0285 1.0298
S1 1.0281 1.0287

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

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