CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 06-Feb-2019
Day Change Summary
Previous Current
05-Feb-2019 06-Feb-2019 Change Change % Previous Week
Open 1.0141 1.0100 -0.0041 -0.4% 1.0206
High 1.0147 1.0139 -0.0008 -0.1% 1.0229
Low 1.0108 1.0100 -0.0008 -0.1% 1.0139
Close 1.0124 1.0100 -0.0024 -0.2% 1.0177
Range 0.0039 0.0039 0.0000 0.0% 0.0090
ATR 0.0050 0.0049 -0.0001 -1.6% 0.0000
Volume 20 25 5 25.0% 56
Daily Pivots for day following 06-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.0230 1.0204 1.0121
R3 1.0191 1.0165 1.0111
R2 1.0152 1.0152 1.0107
R1 1.0126 1.0126 1.0104 1.0120
PP 1.0113 1.0113 1.0113 1.0110
S1 1.0087 1.0087 1.0096 1.0081
S2 1.0074 1.0074 1.0093
S3 1.0035 1.0048 1.0089
S4 0.9996 1.0009 1.0079
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 1.0100 0.0122 1.2% 0.0035 0.3% 0% False True 11
10 1.0229 1.0100 0.0129 1.3% 0.0040 0.4% 0% False True 11
20 1.0442 1.0100 0.0342 3.4% 0.0048 0.5% 0% False True 7
40 1.0442 1.0100 0.0342 3.4% 0.0052 0.5% 0% False True 4
Crabel Price Patterns
NR False
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 0.0009
Fibonacci Retracements and Extensions
4.250 1.0305
2.618 1.0241
1.618 1.0202
1.000 1.0178
0.618 1.0163
HIGH 1.0139
0.618 1.0124
0.500 1.0120
0.382 1.0115
LOW 1.0100
0.618 1.0076
1.000 1.0061
1.618 1.0037
2.618 0.9998
4.250 0.9934
Fisher Pivots for day following 06-Feb-2019
Pivot 1 day 3 day
R1 1.0120 1.0127
PP 1.0113 1.0118
S1 1.0107 1.0109

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

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