CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 09-Jan-2019
Day Change Summary
Previous Current
08-Jan-2019 09-Jan-2019 Change Change % Previous Week
Open 1.0351 1.0386 0.0035 0.3% 1.0336
High 1.0371 1.0426 0.0055 0.5% 1.0368
Low 1.0330 1.0343 0.0013 0.1% 1.0248
Close 1.0349 1.0412 0.0063 0.6% 1.0297
Range 0.0041 0.0083 0.0042 102.4% 0.0120
ATR 0.0062 0.0063 0.0002 2.5% 0.0000
Volume 1 3 2 200.0% 4
Daily Pivots for day following 09-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0643 1.0610 1.0458
R3 1.0560 1.0527 1.0435
R2 1.0477 1.0477 1.0427
R1 1.0444 1.0444 1.0420 1.0461
PP 1.0394 1.0394 1.0394 1.0402
S1 1.0361 1.0361 1.0404 1.0378
S2 1.0311 1.0311 1.0397
S3 1.0228 1.0278 1.0389
S4 1.0145 1.0195 1.0366
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 1.0426 1.0257 0.0169 1.6% 0.0059 0.6% 92% True False 1
10 1.0426 1.0217 0.0209 2.0% 0.0077 0.7% 93% True False 1
20 1.0426 1.0204 0.0222 2.1% 0.0059 0.6% 94% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0779
2.618 1.0643
1.618 1.0560
1.000 1.0509
0.618 1.0477
HIGH 1.0426
0.618 1.0394
0.500 1.0385
0.382 1.0375
LOW 1.0343
0.618 1.0292
1.000 1.0260
1.618 1.0209
2.618 1.0126
4.250 0.9990
Fisher Pivots for day following 09-Jan-2019
Pivot 1 day 3 day
R1 1.0403 1.0394
PP 1.0394 1.0377
S1 1.0385 1.0359

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

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