CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 17-Jan-2019
Day Change Summary
Previous Current
16-Jan-2019 17-Jan-2019 Change Change % Previous Week
Open 1.0257 1.0207 -0.0050 -0.5% 1.0330
High 1.0275 1.0248 -0.0027 -0.3% 1.0442
Low 1.0244 1.0194 -0.0050 -0.5% 1.0292
Close 1.0244 1.0206 -0.0038 -0.4% 1.0310
Range 0.0031 0.0054 0.0023 74.2% 0.0150
ATR 0.0063 0.0063 -0.0001 -1.1% 0.0000
Volume 3 1 -2 -66.7% 9
Daily Pivots for day following 17-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0378 1.0346 1.0236
R3 1.0324 1.0292 1.0221
R2 1.0270 1.0270 1.0216
R1 1.0238 1.0238 1.0211 1.0227
PP 1.0216 1.0216 1.0216 1.0211
S1 1.0184 1.0184 1.0201 1.0173
S2 1.0162 1.0162 1.0196
S3 1.0108 1.0130 1.0191
S4 1.0054 1.0076 1.0176
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 1.0350 1.0194 0.0156 1.5% 0.0051 0.5% 8% False True 1
10 1.0442 1.0194 0.0248 2.4% 0.0063 0.6% 5% False True 1
20 1.0442 1.0194 0.0248 2.4% 0.0070 0.7% 5% False True 1
40 1.0442 1.0194 0.0248 2.4% 0.0049 0.5% 5% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0478
2.618 1.0389
1.618 1.0335
1.000 1.0302
0.618 1.0281
HIGH 1.0248
0.618 1.0227
0.500 1.0221
0.382 1.0215
LOW 1.0194
0.618 1.0161
1.000 1.0140
1.618 1.0107
2.618 1.0053
4.250 0.9965
Fisher Pivots for day following 17-Jan-2019
Pivot 1 day 3 day
R1 1.0221 1.0272
PP 1.0216 1.0250
S1 1.0211 1.0228

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

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