CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 01-Feb-2019
Day Change Summary
Previous Current
31-Jan-2019 01-Feb-2019 Change Change % Previous Week
Open 1.0198 1.0174 -0.0024 -0.2% 1.0206
High 1.0222 1.0206 -0.0016 -0.2% 1.0229
Low 1.0180 1.0169 -0.0011 -0.1% 1.0139
Close 1.0183 1.0177 -0.0006 -0.1% 1.0177
Range 0.0042 0.0037 -0.0005 -11.9% 0.0090
ATR 0.0053 0.0051 -0.0001 -2.1% 0.0000
Volume 6 2 -4 -66.7% 56
Daily Pivots for day following 01-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.0295 1.0273 1.0197
R3 1.0258 1.0236 1.0187
R2 1.0221 1.0221 1.0184
R1 1.0199 1.0199 1.0180 1.0210
PP 1.0184 1.0184 1.0184 1.0190
S1 1.0162 1.0162 1.0174 1.0173
S2 1.0147 1.0147 1.0170
S3 1.0110 1.0125 1.0167
S4 1.0073 1.0088 1.0157
Weekly Pivots for week ending 01-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.0452 1.0404 1.0227
R3 1.0362 1.0314 1.0202
R2 1.0272 1.0272 1.0194
R1 1.0224 1.0224 1.0185 1.0203
PP 1.0182 1.0182 1.0182 1.0171
S1 1.0134 1.0134 1.0169 1.0113
S2 1.0092 1.0092 1.0161
S3 1.0002 1.0044 1.0152
S4 0.9912 0.9954 1.0128
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% 0.0042 0.4% 42% False False 11
10 1.0229 1.0139 0.0090 0.9% 0.0040 0.4% 42% False False 7
20 1.0442 1.0139 0.0303 3.0% 0.0052 0.5% 13% False False 4
40 1.0442 1.0139 0.0303 3.0% 0.0052 0.5% 13% False False 3
Crabel Price Patterns
NR True
NR4 True
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 0.0010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0363
2.618 1.0303
1.618 1.0266
1.000 1.0243
0.618 1.0229
HIGH 1.0206
0.618 1.0192
0.500 1.0188
0.382 1.0183
LOW 1.0169
0.618 1.0146
1.000 1.0132
1.618 1.0109
2.618 1.0072
4.250 1.0012
Fisher Pivots for day following 01-Feb-2019
Pivot 1 day 3 day
R1 1.0188 1.0181
PP 1.0184 1.0179
S1 1.0181 1.0178

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

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