CME Swiss Franc Future June 2019

Trading Metrics calculated at close of trading on 08-Jan-2019

Day Change Summary
	Previous	Current
	07-Jan-2019	08-Jan-2019	Change	Change %	Previous Week
Open	1.0330	1.0351	0.0021	0.2%	1.0336
High	1.0369	1.0371	0.0002	0.0%	1.0368
Low	1.0292	1.0330	0.0038	0.4%	1.0248
Close	1.0368	1.0349	-0.0019	-0.2%	1.0297
Range	0.0077	0.0041	-0.0036	-46.8%	0.0120
ATR	0.0063	0.0062	-0.0002	-2.5%	0.0000
Volume	1	1	0	0.0%	4

Daily Pivots for day following 08-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.0473	1.0452	1.0372
R3	1.0432	1.0411	1.0360
R2	1.0391	1.0391	1.0357
R1	1.0370	1.0370	1.0353	1.0360
PP	1.0350	1.0350	1.0350	1.0345
S1	1.0329	1.0329	1.0345	1.0319
S2	1.0309	1.0309	1.0341
S3	1.0268	1.0288	1.0338
S4	1.0227	1.0247	1.0326

Weekly Pivots for week ending 04-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.0664	1.0601	1.0363
R3	1.0544	1.0481	1.0330
R2	1.0424	1.0424	1.0319
R1	1.0361	1.0361	1.0308	1.0333
PP	1.0304	1.0304	1.0304	1.0290
S1	1.0241	1.0241	1.0286	1.0213
S2	1.0184	1.0184	1.0275
S3	1.0064	1.0121	1.0264
S4	0.9944	1.0001	1.0231

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0371	1.0248	0.0123	1.2%	0.0067	0.6%	82%	True	False	1
10	1.0373	1.0217	0.0156	1.5%	0.0070	0.7%	85%	False	False	1
20	1.0373	1.0204	0.0169	1.6%	0.0056	0.5%	86%	False	False	1

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0019
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.0545
2.618	1.0478
1.618	1.0437
1.000	1.0412
0.618	1.0396
HIGH	1.0371
0.618	1.0355
0.500	1.0351
0.382	1.0346
LOW	1.0330
0.618	1.0305
1.000	1.0289
1.618	1.0264
2.618	1.0223
4.250	1.0156

Fisher Pivots for day following 08-Jan-2019
Pivot	1 day	3 day
R1	1.0351	1.0337
PP	1.0350	1.0326
S1	1.0350	1.0314

Download as Excel Spreadsheet

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

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