CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 10-Jan-2019
Day Change Summary
Previous Current
09-Jan-2019 10-Jan-2019 Change Change % Previous Week
Open 1.0386 1.0430 0.0044 0.4% 1.0336
High 1.0426 1.0442 0.0016 0.2% 1.0368
Low 1.0343 1.0311 -0.0032 -0.3% 1.0248
Close 1.0412 1.0314 -0.0098 -0.9% 1.0297
Range 0.0083 0.0131 0.0048 57.8% 0.0120
ATR 0.0063 0.0068 0.0005 7.7% 0.0000
Volume 3 3 0 0.0% 4
Daily Pivots for day following 10-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0749 1.0662 1.0386
R3 1.0618 1.0531 1.0350
R2 1.0487 1.0487 1.0338
R1 1.0400 1.0400 1.0326 1.0378
PP 1.0356 1.0356 1.0356 1.0345
S1 1.0269 1.0269 1.0302 1.0247
S2 1.0225 1.0225 1.0290
S3 1.0094 1.0138 1.0278
S4 0.9963 1.0007 1.0242
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 1.0442 1.0257 0.0185 1.8% 0.0076 0.7% 31% True False 1
10 1.0442 1.0219 0.0223 2.2% 0.0079 0.8% 43% True False 1
20 1.0442 1.0204 0.0238 2.3% 0.0063 0.6% 46% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 1.0999
2.618 1.0785
1.618 1.0654
1.000 1.0573
0.618 1.0523
HIGH 1.0442
0.618 1.0392
0.500 1.0377
0.382 1.0361
LOW 1.0311
0.618 1.0230
1.000 1.0180
1.618 1.0099
2.618 0.9968
4.250 0.9754
Fisher Pivots for day following 10-Jan-2019
Pivot 1 day 3 day
R1 1.0377 1.0377
PP 1.0356 1.0356
S1 1.0335 1.0335

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

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