CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 16-Jan-2019
Day Change Summary
Previous Current
15-Jan-2019 16-Jan-2019 Change Change % Previous Week
Open 1.0304 1.0257 -0.0047 -0.5% 1.0330
High 1.0350 1.0275 -0.0075 -0.7% 1.0442
Low 1.0262 1.0244 -0.0018 -0.2% 1.0292
Close 1.0270 1.0244 -0.0026 -0.3% 1.0310
Range 0.0088 0.0031 -0.0057 -64.8% 0.0150
ATR 0.0066 0.0063 -0.0002 -3.8% 0.0000
Volume 3 3 0 0.0% 9
Daily Pivots for day following 16-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0347 1.0327 1.0261
R3 1.0316 1.0296 1.0253
R2 1.0285 1.0285 1.0250
R1 1.0265 1.0265 1.0247 1.0260
PP 1.0254 1.0254 1.0254 1.0252
S1 1.0234 1.0234 1.0241 1.0229
S2 1.0223 1.0223 1.0238
S3 1.0192 1.0203 1.0235
S4 1.0161 1.0172 1.0227
Weekly Pivots for week ending 11-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0798 1.0704 1.0393
R3 1.0648 1.0554 1.0351
R2 1.0498 1.0498 1.0338
R1 1.0404 1.0404 1.0324 1.0376
PP 1.0348 1.0348 1.0348 1.0334
S1 1.0254 1.0254 1.0296 1.0226
S2 1.0198 1.0198 1.0283
S3 1.0048 1.0104 1.0269
S4 0.9898 0.9954 1.0228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0442 1.0244 0.0198 1.9% 0.0066 0.6% 0% False True 2
10 1.0442 1.0244 0.0198 1.9% 0.0063 0.6% 0% False True 1
20 1.0442 1.0217 0.0225 2.2% 0.0069 0.7% 12% False False 1
40 1.0442 1.0204 0.0238 2.3% 0.0048 0.5% 17% False False 3
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 15 trading days
Fibonacci Retracements and Extensions
4.250 1.0407
2.618 1.0356
1.618 1.0325
1.000 1.0306
0.618 1.0294
HIGH 1.0275
0.618 1.0263
0.500 1.0260
0.382 1.0256
LOW 1.0244
0.618 1.0225
1.000 1.0213
1.618 1.0194
2.618 1.0163
4.250 1.0112
Fisher Pivots for day following 16-Jan-2019
Pivot 1 day 3 day
R1 1.0260 1.0297
PP 1.0254 1.0279
S1 1.0249 1.0262

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

View Archives - Comment on this page... - Back to Index of Symbols