CME Swiss Franc Future June 2019

Trading Metrics calculated at close of trading on 11-Feb-2019

Day Change Summary
	Previous	Current
	08-Feb-2019	11-Feb-2019	Change	Change %	Previous Week
Open	1.0100	1.0092	-0.0008	-0.1%	1.0142
High	1.0124	1.0128	0.0004	0.0%	1.0154
Low	1.0095	1.0068	-0.0027	-0.3%	1.0095
Close	1.0122	1.0080	-0.0042	-0.4%	1.0122
Range	0.0029	0.0060	0.0031	106.9%	0.0059
ATR	0.0046	0.0047	0.0001	2.1%	0.0000
Volume	9	24	15	166.7%	71

Daily Pivots for day following 11-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.0272	1.0236	1.0113
R3	1.0212	1.0176	1.0097
R2	1.0152	1.0152	1.0091
R1	1.0116	1.0116	1.0086	1.0104
PP	1.0092	1.0092	1.0092	1.0086
S1	1.0056	1.0056	1.0075	1.0044
S2	1.0032	1.0032	1.0069
S3	0.9972	0.9996	1.0064
S4	0.9912	0.9936	1.0047

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	1.0147	1.0068	0.0079	0.8%	0.0039	0.4%	15%	False	True	18
10	1.0226	1.0068	0.0158	1.6%	0.0040	0.4%	8%	False	True	14
20	1.0350	1.0068	0.0282	2.8%	0.0041	0.4%	4%	False	True	9
40	1.0442	1.0068	0.0374	3.7%	0.0052	0.5%	3%	False	True	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0383
2.618	1.0285
1.618	1.0225
1.000	1.0188
0.618	1.0165
HIGH	1.0128
0.618	1.0105
0.500	1.0098
0.382	1.0091
LOW	1.0068
0.618	1.0031
1.000	1.0008
1.618	0.9971
2.618	0.9911
4.250	0.9813

Fisher Pivots for day following 11-Feb-2019
Pivot	1 day	3 day
R1	1.0098	1.0098
PP	1.0092	1.0092
S1	1.0086	1.0086

Download as Excel Spreadsheet

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

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