CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 29-Jan-2019
Day Change Summary
Previous Current
28-Jan-2019 29-Jan-2019 Change Change % Previous Week
Open 1.0206 1.0199 -0.0007 -0.1% 1.0185
High 1.0229 1.0226 -0.0003 0.0% 1.0213
Low 1.0204 1.0179 -0.0025 -0.2% 1.0152
Close 1.0220 1.0185 -0.0035 -0.3% 1.0207
Range 0.0025 0.0047 0.0022 88.0% 0.0061
ATR 0.0053 0.0053 0.0000 -0.8% 0.0000
Volume 4 1 -3 -75.0% 16
Daily Pivots for day following 29-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0338 1.0308 1.0211
R3 1.0291 1.0261 1.0198
R2 1.0244 1.0244 1.0194
R1 1.0214 1.0214 1.0189 1.0206
PP 1.0197 1.0197 1.0197 1.0192
S1 1.0167 1.0167 1.0181 1.0159
S2 1.0150 1.0150 1.0176
S3 1.0103 1.0120 1.0172
S4 1.0056 1.0073 1.0159
Weekly Pivots for week ending 25-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0374 1.0351 1.0241
R3 1.0313 1.0290 1.0224
R2 1.0252 1.0252 1.0218
R1 1.0229 1.0229 1.0213 1.0241
PP 1.0191 1.0191 1.0191 1.0196
S1 1.0168 1.0168 1.0201 1.0180
S2 1.0130 1.0130 1.0196
S3 1.0069 1.0107 1.0190
S4 1.0008 1.0046 1.0173
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0229 1.0152 0.0077 0.8% 0.0040 0.4% 43% False False 2
10 1.0350 1.0152 0.0198 1.9% 0.0044 0.4% 17% False False 3
20 1.0442 1.0152 0.0290 2.8% 0.0056 0.5% 11% False False 2
40 1.0442 1.0152 0.0290 2.8% 0.0051 0.5% 11% False False 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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0426
2.618 1.0349
1.618 1.0302
1.000 1.0273
0.618 1.0255
HIGH 1.0226
0.618 1.0208
0.500 1.0203
0.382 1.0197
LOW 1.0179
0.618 1.0150
1.000 1.0132
1.618 1.0103
2.618 1.0056
4.250 0.9979
Fisher Pivots for day following 29-Jan-2019
Pivot 1 day 3 day
R1 1.0203 1.0197
PP 1.0197 1.0193
S1 1.0191 1.0189

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

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