CME Swiss Franc Future June 2019

Trading Metrics calculated at close of trading on 12-Feb-2019

Day Change Summary
	Previous	Current
	11-Feb-2019	12-Feb-2019	Change	Change %	Previous Week
Open	1.0092	1.0076	-0.0016	-0.2%	1.0142
High	1.0128	1.0079	-0.0049	-0.5%	1.0154
Low	1.0068	1.0029	-0.0039	-0.4%	1.0095
Close	1.0080	1.0057	-0.0023	-0.2%	1.0122
Range	0.0060	0.0050	-0.0010	-16.7%	0.0059
ATR	0.0047	0.0047	0.0000	0.6%	0.0000
Volume	24	20	-4	-16.7%	71

Daily Pivots for day following 12-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.0205	1.0181	1.0085
R3	1.0155	1.0131	1.0071
R2	1.0105	1.0105	1.0066
R1	1.0081	1.0081	1.0062	1.0068
PP	1.0055	1.0055	1.0055	1.0049
S1	1.0031	1.0031	1.0052	1.0018
S2	1.0005	1.0005	1.0048
S3	0.9955	0.9981	1.0043
S4	0.9905	0.9931	1.0030

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	1.0139	1.0029	0.0110	1.1%	0.0041	0.4%	25%	False	True	18
10	1.0222	1.0029	0.0193	1.9%	0.0040	0.4%	15%	False	True	16
20	1.0350	1.0029	0.0321	3.2%	0.0042	0.4%	9%	False	True	10
40	1.0442	1.0029	0.0413	4.1%	0.0053	0.5%	7%	False	True	5

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0292
2.618	1.0210
1.618	1.0160
1.000	1.0129
0.618	1.0110
HIGH	1.0079
0.618	1.0060
0.500	1.0054
0.382	1.0048
LOW	1.0029
0.618	0.9998
1.000	0.9979
1.618	0.9948
2.618	0.9898
4.250	0.9817

Fisher Pivots for day following 12-Feb-2019
Pivot	1 day	3 day
R1	1.0056	1.0079
PP	1.0055	1.0071
S1	1.0054	1.0064

Download as Excel Spreadsheet

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

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