CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 22-Jan-2019
Day Change Summary
Previous Current
18-Jan-2019 22-Jan-2019 Change Change % Previous Week
Open 1.0190 1.0185 -0.0005 0.0% 1.0350
High 1.0210 1.0193 -0.0017 -0.2% 1.0350
Low 1.0186 1.0156 -0.0030 -0.3% 1.0186
Close 1.0192 1.0171 -0.0021 -0.2% 1.0192
Range 0.0024 0.0037 0.0013 54.2% 0.0164
ATR 0.0060 0.0058 -0.0002 -2.7% 0.0000
Volume 7 10 3 42.9% 15
Daily Pivots for day following 22-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0284 1.0265 1.0191
R3 1.0247 1.0228 1.0181
R2 1.0210 1.0210 1.0178
R1 1.0191 1.0191 1.0174 1.0182
PP 1.0173 1.0173 1.0173 1.0169
S1 1.0154 1.0154 1.0168 1.0145
S2 1.0136 1.0136 1.0164
S3 1.0099 1.0117 1.0161
S4 1.0062 1.0080 1.0151
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 1.0156 0.0194 1.9% 0.0047 0.5% 8% False True 4
10 1.0442 1.0156 0.0286 2.8% 0.0057 0.6% 5% False True 3
20 1.0442 1.0156 0.0286 2.8% 0.0066 0.6% 5% False True 2
40 1.0442 1.0156 0.0286 2.8% 0.0049 0.5% 5% False True 1
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0350
2.618 1.0290
1.618 1.0253
1.000 1.0230
0.618 1.0216
HIGH 1.0193
0.618 1.0179
0.500 1.0175
0.382 1.0170
LOW 1.0156
0.618 1.0133
1.000 1.0119
1.618 1.0096
2.618 1.0059
4.250 0.9999
Fisher Pivots for day following 22-Jan-2019
Pivot 1 day 3 day
R1 1.0175 1.0202
PP 1.0173 1.0192
S1 1.0172 1.0181

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

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