CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 19-Feb-2019
Day Change Summary
Previous Current
15-Feb-2019 19-Feb-2019 Change Change % Previous Week
Open 1.0062 1.0067 0.0005 0.0% 1.0092
High 1.0067 1.0109 0.0042 0.4% 1.0128
Low 1.0026 1.0053 0.0027 0.3% 1.0018
Close 1.0066 1.0104 0.0038 0.4% 1.0066
Range 0.0041 0.0056 0.0015 36.6% 0.0110
ATR 0.0047 0.0048 0.0001 1.3% 0.0000
Volume 6 55 49 816.7% 159
Daily Pivots for day following 19-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.0257 1.0236 1.0135
R3 1.0201 1.0180 1.0119
R2 1.0145 1.0145 1.0114
R1 1.0124 1.0124 1.0109 1.0135
PP 1.0089 1.0089 1.0089 1.0094
S1 1.0068 1.0068 1.0099 1.0079
S2 1.0033 1.0033 1.0094
S3 0.9977 1.0012 1.0089
S4 0.9921 0.9956 1.0073
Weekly Pivots for week ending 15-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.0401 1.0343 1.0127
R3 1.0291 1.0233 1.0096
R2 1.0181 1.0181 1.0086
R1 1.0123 1.0123 1.0076 1.0097
PP 1.0071 1.0071 1.0071 1.0058
S1 1.0013 1.0013 1.0056 0.9987
S2 0.9961 0.9961 1.0046
S3 0.9851 0.9903 1.0036
S4 0.9741 0.9793 1.0006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0109 1.0018 0.0091 0.9% 0.0049 0.5% 95% True False 38
10 1.0147 1.0018 0.0129 1.3% 0.0044 0.4% 67% False False 28
20 1.0229 1.0018 0.0211 2.1% 0.0042 0.4% 41% False False 17
40 1.0442 1.0018 0.0424 4.2% 0.0056 0.6% 20% False False 9
60 1.0442 1.0018 0.0424 4.2% 0.0046 0.5% 20% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0347
2.618 1.0256
1.618 1.0200
1.000 1.0165
0.618 1.0144
HIGH 1.0109
0.618 1.0088
0.500 1.0081
0.382 1.0074
LOW 1.0053
0.618 1.0018
1.000 0.9997
1.618 0.9962
2.618 0.9906
4.250 0.9815
Fisher Pivots for day following 19-Feb-2019
Pivot 1 day 3 day
R1 1.0096 1.0091
PP 1.0089 1.0077
S1 1.0081 1.0064

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

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