CME Swiss Franc Future June 2019

Trading Metrics calculated at close of trading on 07-Feb-2019

Day Change Summary
	Previous	Current
	06-Feb-2019	07-Feb-2019	Change	Change %	Previous Week
Open	1.0100	1.0099	-0.0001	0.0%	1.0206
High	1.0139	1.0121	-0.0018	-0.2%	1.0229
Low	1.0100	1.0095	-0.0005	0.0%	1.0139
Close	1.0100	1.0105	0.0005	0.0%	1.0177
Range	0.0039	0.0026	-0.0013	-33.3%	0.0090
ATR	0.0049	0.0047	-0.0002	-3.4%	0.0000
Volume	25	12	-13	-52.0%	56

Daily Pivots for day following 07-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.0185	1.0171	1.0119
R3	1.0159	1.0145	1.0112
R2	1.0133	1.0133	1.0110
R1	1.0119	1.0119	1.0107	1.0126
PP	1.0107	1.0107	1.0107	1.0111
S1	1.0093	1.0093	1.0103	1.0100
S2	1.0081	1.0081	1.0100
S3	1.0055	1.0067	1.0098
S4	1.0029	1.0041	1.0091

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	1.0206	1.0095	0.0111	1.1%	0.0032	0.3%	9%	False	True	12
10	1.0229	1.0095	0.0134	1.3%	0.0038	0.4%	7%	False	True	12
20	1.0442	1.0095	0.0347	3.4%	0.0046	0.5%	3%	False	True	7
40	1.0442	1.0095	0.0347	3.4%	0.0052	0.5%	3%	False	True	4

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0232
2.618	1.0189
1.618	1.0163
1.000	1.0147
0.618	1.0137
HIGH	1.0121
0.618	1.0111
0.500	1.0108
0.382	1.0105
LOW	1.0095
0.618	1.0079
1.000	1.0069
1.618	1.0053
2.618	1.0027
4.250	0.9985

Fisher Pivots for day following 07-Feb-2019
Pivot	1 day	3 day
R1	1.0108	1.0121
PP	1.0107	1.0116
S1	1.0106	1.0110

Download as Excel Spreadsheet

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

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