CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 02-Jan-2019
Day Change Summary
Previous Current
31-Dec-2018 02-Jan-2019 Change Change % Previous Week
Open 1.0336 1.0285 -0.0051 -0.5% 1.0295
High 1.0352 1.0368 0.0016 0.2% 1.0373
Low 1.0296 1.0248 -0.0048 -0.5% 1.0217
Close 1.0336 1.0258 -0.0078 -0.8% 1.0309
Range 0.0056 0.0120 0.0064 114.3% 0.0156
ATR 0.0060 0.0064 0.0004 7.2% 0.0000
Volume 0 1 1 4
Daily Pivots for day following 02-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0651 1.0575 1.0324
R3 1.0531 1.0455 1.0291
R2 1.0411 1.0411 1.0280
R1 1.0335 1.0335 1.0269 1.0313
PP 1.0291 1.0291 1.0291 1.0281
S1 1.0215 1.0215 1.0247 1.0193
S2 1.0171 1.0171 1.0236
S3 1.0051 1.0095 1.0225
S4 0.9931 0.9975 1.0192
Weekly Pivots for week ending 28-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.0768 1.0694 1.0395
R3 1.0612 1.0538 1.0352
R2 1.0456 1.0456 1.0338
R1 1.0382 1.0382 1.0323 1.0419
PP 1.0300 1.0300 1.0300 1.0318
S1 1.0226 1.0226 1.0295 1.0263
S2 1.0144 1.0144 1.0280
S3 0.9988 1.0070 1.0266
S4 0.9832 0.9914 1.0223
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0373 1.0217 0.0156 1.5% 0.0094 0.9% 26% False False 1
10 1.0373 1.0217 0.0156 1.5% 0.0075 0.7% 26% False False
20 1.0373 1.0204 0.0169 1.6% 0.0051 0.5% 32% False False 1
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 0.0017
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 1.0878
2.618 1.0682
1.618 1.0562
1.000 1.0488
0.618 1.0442
HIGH 1.0368
0.618 1.0322
0.500 1.0308
0.382 1.0294
LOW 1.0248
0.618 1.0174
1.000 1.0128
1.618 1.0054
2.618 0.9934
4.250 0.9738
Fisher Pivots for day following 02-Jan-2019
Pivot 1 day 3 day
R1 1.0308 1.0311
PP 1.0291 1.0293
S1 1.0275 1.0276

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

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