CME Swiss Franc Future June 2019

Trading Metrics calculated at close of trading on 05-Feb-2019

Day Change Summary
	Previous	Current
	04-Feb-2019	05-Feb-2019	Change	Change %	Previous Week
Open	1.0142	1.0141	-0.0001	0.0%	1.0206
High	1.0154	1.0147	-0.0007	-0.1%	1.0229
Low	1.0135	1.0108	-0.0027	-0.3%	1.0139
Close	1.0145	1.0124	-0.0021	-0.2%	1.0177
Range	0.0019	0.0039	0.0020	105.3%	0.0090
ATR	0.0051	0.0050	-0.0001	-1.7%	0.0000
Volume	5	20	15	300.0%	56

Daily Pivots for day following 05-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.0243	1.0223	1.0145
R3	1.0204	1.0184	1.0135
R2	1.0165	1.0165	1.0131
R1	1.0145	1.0145	1.0128	1.0136
PP	1.0126	1.0126	1.0126	1.0122
S1	1.0106	1.0106	1.0120	1.0097
S2	1.0087	1.0087	1.0117
S3	1.0048	1.0067	1.0113
S4	1.0009	1.0028	1.0103

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	1.0222	1.0108	0.0114	1.1%	0.0040	0.4%	14%	False	True	15
10	1.0229	1.0108	0.0121	1.2%	0.0040	0.4%	13%	False	True	8
20	1.0442	1.0108	0.0334	3.3%	0.0048	0.5%	5%	False	True	6
40	1.0442	1.0108	0.0334	3.3%	0.0052	0.5%	5%	False	True	3

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	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0313
2.618	1.0249
1.618	1.0210
1.000	1.0186
0.618	1.0171
HIGH	1.0147
0.618	1.0132
0.500	1.0128
0.382	1.0123
LOW	1.0108
0.618	1.0084
1.000	1.0069
1.618	1.0045
2.618	1.0006
4.250	0.9942

Fisher Pivots for day following 05-Feb-2019
Pivot	1 day	3 day
R1	1.0128	1.0157
PP	1.0126	1.0146
S1	1.0125	1.0135

Download as Excel Spreadsheet

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

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