CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 23-Jan-2019
Day Change Summary
Previous Current
22-Jan-2019 23-Jan-2019 Change Change % Previous Week
Open 1.0185 1.0165 -0.0020 -0.2% 1.0350
High 1.0193 1.0196 0.0003 0.0% 1.0350
Low 1.0156 1.0152 -0.0004 0.0% 1.0186
Close 1.0171 1.0194 0.0023 0.2% 1.0192
Range 0.0037 0.0044 0.0007 18.9% 0.0164
ATR 0.0058 0.0057 -0.0001 -1.8% 0.0000
Volume 10 2 -8 -80.0% 15
Daily Pivots for day following 23-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0313 1.0297 1.0218
R3 1.0269 1.0253 1.0206
R2 1.0225 1.0225 1.0202
R1 1.0209 1.0209 1.0198 1.0217
PP 1.0181 1.0181 1.0181 1.0185
S1 1.0165 1.0165 1.0190 1.0173
S2 1.0137 1.0137 1.0186
S3 1.0093 1.0121 1.0182
S4 1.0049 1.0077 1.0170
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 1.0275 1.0152 0.0123 1.2% 0.0038 0.4% 34% False True 4
10 1.0442 1.0152 0.0290 2.8% 0.0057 0.6% 14% False True 3
20 1.0442 1.0152 0.0290 2.8% 0.0064 0.6% 14% False True 2
40 1.0442 1.0152 0.0290 2.8% 0.0049 0.5% 14% 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 True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0383
2.618 1.0311
1.618 1.0267
1.000 1.0240
0.618 1.0223
HIGH 1.0196
0.618 1.0179
0.500 1.0174
0.382 1.0169
LOW 1.0152
0.618 1.0125
1.000 1.0108
1.618 1.0081
2.618 1.0037
4.250 0.9965
Fisher Pivots for day following 23-Jan-2019
Pivot 1 day 3 day
R1 1.0187 1.0190
PP 1.0181 1.0185
S1 1.0174 1.0181

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

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