CME Swiss Franc Future June 2019

Trading Metrics calculated at close of trading on 08-Feb-2019

Day Change Summary
	Previous	Current
	07-Feb-2019	08-Feb-2019	Change	Change %	Previous Week
Open	1.0099	1.0100	0.0001	0.0%	1.0142
High	1.0121	1.0124	0.0003	0.0%	1.0154
Low	1.0095	1.0095	0.0000	0.0%	1.0095
Close	1.0105	1.0122	0.0017	0.2%	1.0122
Range	0.0026	0.0029	0.0003	11.5%	0.0059
ATR	0.0047	0.0046	-0.0001	-2.8%	0.0000
Volume	12	9	-3	-25.0%	71

Daily Pivots for day following 08-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.0201	1.0190	1.0138
R3	1.0172	1.0161	1.0130
R2	1.0143	1.0143	1.0127
R1	1.0132	1.0132	1.0125	1.0138
PP	1.0114	1.0114	1.0114	1.0116
S1	1.0103	1.0103	1.0119	1.0109
S2	1.0085	1.0085	1.0117
S3	1.0056	1.0074	1.0114
S4	1.0027	1.0045	1.0106

Weekly Pivots for week ending 08-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.0301	1.0270	1.0154
R3	1.0242	1.0211	1.0138
R2	1.0183	1.0183	1.0133
R1	1.0152	1.0152	1.0127	1.0138
PP	1.0124	1.0124	1.0124	1.0117
S1	1.0093	1.0093	1.0117	1.0079
S2	1.0065	1.0065	1.0111
S3	1.0006	1.0034	1.0106
S4	0.9947	0.9975	1.0090

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0154	1.0095	0.0059	0.6%	0.0030	0.3%	46%	False	True	14
10	1.0229	1.0095	0.0134	1.3%	0.0036	0.4%	20%	False	True	12
20	1.0350	1.0095	0.0255	2.5%	0.0040	0.4%	11%	False	True	7
40	1.0442	1.0095	0.0347	3.4%	0.0052	0.5%	8%	False	True	4

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0247
2.618	1.0200
1.618	1.0171
1.000	1.0153
0.618	1.0142
HIGH	1.0124
0.618	1.0113
0.500	1.0110
0.382	1.0106
LOW	1.0095
0.618	1.0077
1.000	1.0066
1.618	1.0048
2.618	1.0019
4.250	0.9972

Fisher Pivots for day following 08-Feb-2019
Pivot	1 day	3 day
R1	1.0118	1.0120
PP	1.0114	1.0119
S1	1.0110	1.0117

Download as Excel Spreadsheet

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

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