CME Swiss Franc Future June 2019

Trading Metrics calculated at close of trading on 18-Jan-2019

Day Change Summary
	Previous	Current
	17-Jan-2019	18-Jan-2019	Change	Change %	Previous Week
Open	1.0207	1.0190	-0.0017	-0.2%	1.0350
High	1.0248	1.0210	-0.0038	-0.4%	1.0350
Low	1.0194	1.0186	-0.0008	-0.1%	1.0186
Close	1.0206	1.0192	-0.0014	-0.1%	1.0192
Range	0.0054	0.0024	-0.0030	-55.6%	0.0164
ATR	0.0063	0.0060	-0.0003	-4.4%	0.0000
Volume	1	7	6	600.0%	15

Daily Pivots for day following 18-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.0268	1.0254	1.0205
R3	1.0244	1.0230	1.0199
R2	1.0220	1.0220	1.0196
R1	1.0206	1.0206	1.0194	1.0213
PP	1.0196	1.0196	1.0196	1.0200
S1	1.0182	1.0182	1.0190	1.0189
S2	1.0172	1.0172	1.0188
S3	1.0148	1.0158	1.0185
S4	1.0124	1.0134	1.0179

Weekly Pivots for week ending 18-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.0735	1.0627	1.0282
R3	1.0571	1.0463	1.0237
R2	1.0407	1.0407	1.0222
R1	1.0299	1.0299	1.0207	1.0271
PP	1.0243	1.0243	1.0243	1.0229
S1	1.0135	1.0135	1.0177	1.0107
S2	1.0079	1.0079	1.0162
S3	0.9915	0.9971	1.0147
S4	0.9751	0.9807	1.0102

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0350	1.0186	0.0164	1.6%	0.0048	0.5%	4%	False	True	3
10	1.0442	1.0186	0.0256	2.5%	0.0061	0.6%	2%	False	True	2
20	1.0442	1.0186	0.0256	2.5%	0.0070	0.7%	2%	False	True	1
40	1.0442	1.0186	0.0256	2.5%	0.0049	0.5%	2%	False	True	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	0.0018
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1.0312
2.618	1.0273
1.618	1.0249
1.000	1.0234
0.618	1.0225
HIGH	1.0210
0.618	1.0201
0.500	1.0198
0.382	1.0195
LOW	1.0186
0.618	1.0171
1.000	1.0162
1.618	1.0147
2.618	1.0123
4.250	1.0084

Fisher Pivots for day following 18-Jan-2019
Pivot	1 day	3 day
R1	1.0198	1.0231
PP	1.0196	1.0218
S1	1.0194	1.0205

Download as Excel Spreadsheet

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

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