CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 30-Jan-2019
Day Change Summary
Previous Current
29-Jan-2019 30-Jan-2019 Change Change % Previous Week
Open 1.0199 1.0184 -0.0015 -0.1% 1.0185
High 1.0226 1.0200 -0.0026 -0.3% 1.0213
Low 1.0179 1.0139 -0.0040 -0.4% 1.0152
Close 1.0185 1.0189 0.0004 0.0% 1.0207
Range 0.0047 0.0061 0.0014 29.8% 0.0061
ATR 0.0053 0.0053 0.0001 1.1% 0.0000
Volume 1 43 42 4,200.0% 16
Daily Pivots for day following 30-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0359 1.0335 1.0223
R3 1.0298 1.0274 1.0206
R2 1.0237 1.0237 1.0200
R1 1.0213 1.0213 1.0195 1.0225
PP 1.0176 1.0176 1.0176 1.0182
S1 1.0152 1.0152 1.0183 1.0164
S2 1.0115 1.0115 1.0178
S3 1.0054 1.0091 1.0172
S4 0.9993 1.0030 1.0155
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 1.0139 0.0090 0.9% 0.0044 0.4% 56% False True 10
10 1.0275 1.0139 0.0136 1.3% 0.0041 0.4% 37% False True 7
20 1.0442 1.0139 0.0303 3.0% 0.0056 0.6% 17% False True 4
40 1.0442 1.0139 0.0303 3.0% 0.0051 0.5% 17% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0459
2.618 1.0360
1.618 1.0299
1.000 1.0261
0.618 1.0238
HIGH 1.0200
0.618 1.0177
0.500 1.0170
0.382 1.0162
LOW 1.0139
0.618 1.0101
1.000 1.0078
1.618 1.0040
2.618 0.9979
4.250 0.9880
Fisher Pivots for day following 30-Jan-2019
Pivot 1 day 3 day
R1 1.0183 1.0187
PP 1.0176 1.0186
S1 1.0170 1.0184

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

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