CME Swiss Franc Future June 2019

Trading Metrics calculated at close of trading on 24-Jan-2019

Day Change Summary
	Previous	Current
	23-Jan-2019	24-Jan-2019	Change	Change %	Previous Week
Open	1.0165	1.0169	0.0004	0.0%	1.0350
High	1.0196	1.0199	0.0003	0.0%	1.0350
Low	1.0152	1.0162	0.0010	0.1%	1.0186
Close	1.0194	1.0169	-0.0025	-0.2%	1.0192
Range	0.0044	0.0037	-0.0007	-15.9%	0.0164
ATR	0.0057	0.0056	-0.0001	-2.5%	0.0000
Volume	2	0	-2	-100.0%	15

Daily Pivots for day following 24-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.0288	1.0265	1.0189
R3	1.0251	1.0228	1.0179
R2	1.0214	1.0214	1.0176
R1	1.0191	1.0191	1.0172	1.0188
PP	1.0177	1.0177	1.0177	1.0175
S1	1.0154	1.0154	1.0166	1.0151
S2	1.0140	1.0140	1.0162
S3	1.0103	1.0117	1.0159
S4	1.0066	1.0080	1.0149

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	1.0248	1.0152	0.0096	0.9%	0.0039	0.4%	18%	False	False	4
10	1.0442	1.0152	0.0290	2.9%	0.0053	0.5%	6%	False	False	3
20	1.0442	1.0152	0.0290	2.9%	0.0065	0.6%	6%	False	False	2
40	1.0442	1.0152	0.0290	2.9%	0.0049	0.5%	6%	False	False	1

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0356
2.618	1.0296
1.618	1.0259
1.000	1.0236
0.618	1.0222
HIGH	1.0199
0.618	1.0185
0.500	1.0181
0.382	1.0176
LOW	1.0162
0.618	1.0139
1.000	1.0125
1.618	1.0102
2.618	1.0065
4.250	1.0005

Fisher Pivots for day following 24-Jan-2019
Pivot	1 day	3 day
R1	1.0181	1.0176
PP	1.0177	1.0173
S1	1.0173	1.0171

Download as Excel Spreadsheet

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

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