CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 31-Jan-2019
Day Change Summary
Previous Current
30-Jan-2019 31-Jan-2019 Change Change % Previous Week
Open 1.0184 1.0198 0.0014 0.1% 1.0185
High 1.0200 1.0222 0.0022 0.2% 1.0213
Low 1.0139 1.0180 0.0041 0.4% 1.0152
Close 1.0189 1.0183 -0.0006 -0.1% 1.0207
Range 0.0061 0.0042 -0.0019 -31.1% 0.0061
ATR 0.0053 0.0053 -0.0001 -1.5% 0.0000
Volume 43 6 -37 -86.0% 16
Daily Pivots for day following 31-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0321 1.0294 1.0206
R3 1.0279 1.0252 1.0195
R2 1.0237 1.0237 1.0191
R1 1.0210 1.0210 1.0187 1.0203
PP 1.0195 1.0195 1.0195 1.0191
S1 1.0168 1.0168 1.0179 1.0161
S2 1.0153 1.0153 1.0175
S3 1.0111 1.0126 1.0171
S4 1.0069 1.0084 1.0160
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% 0.0045 0.4% 49% False False 11
10 1.0248 1.0139 0.0109 1.1% 0.0042 0.4% 40% False False 7
20 1.0442 1.0139 0.0303 3.0% 0.0052 0.5% 15% False False 4
40 1.0442 1.0139 0.0303 3.0% 0.0052 0.5% 15% False False 3
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0401
2.618 1.0332
1.618 1.0290
1.000 1.0264
0.618 1.0248
HIGH 1.0222
0.618 1.0206
0.500 1.0201
0.382 1.0196
LOW 1.0180
0.618 1.0154
1.000 1.0138
1.618 1.0112
2.618 1.0070
4.250 1.0002
Fisher Pivots for day following 31-Jan-2019
Pivot 1 day 3 day
R1 1.0201 1.0183
PP 1.0195 1.0183
S1 1.0189 1.0183

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

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