CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 07-Jan-2019
Day Change Summary
Previous Current
04-Jan-2019 07-Jan-2019 Change Change % Previous Week
Open 1.0297 1.0330 0.0033 0.3% 1.0336
High 1.0305 1.0369 0.0064 0.6% 1.0368
Low 1.0257 1.0292 0.0035 0.3% 1.0248
Close 1.0297 1.0368 0.0071 0.7% 1.0297
Range 0.0048 0.0077 0.0029 60.4% 0.0120
ATR 0.0062 0.0063 0.0001 1.7% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 07-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0574 1.0548 1.0410
R3 1.0497 1.0471 1.0389
R2 1.0420 1.0420 1.0382
R1 1.0394 1.0394 1.0375 1.0407
PP 1.0343 1.0343 1.0343 1.0350
S1 1.0317 1.0317 1.0361 1.0330
S2 1.0266 1.0266 1.0354
S3 1.0189 1.0240 1.0347
S4 1.0112 1.0163 1.0326
Weekly Pivots for week ending 04-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0664 1.0601 1.0363
R3 1.0544 1.0481 1.0330
R2 1.0424 1.0424 1.0319
R1 1.0361 1.0361 1.0308 1.0333
PP 1.0304 1.0304 1.0304 1.0290
S1 1.0241 1.0241 1.0286 1.0213
S2 1.0184 1.0184 1.0275
S3 1.0064 1.0121 1.0264
S4 0.9944 1.0001 1.0231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0369 1.0248 0.0121 1.2% 0.0070 0.7% 99% True False 1
10 1.0373 1.0217 0.0156 1.5% 0.0075 0.7% 97% False False
20 1.0373 1.0204 0.0169 1.6% 0.0056 0.5% 97% False False 1
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0696
2.618 1.0571
1.618 1.0494
1.000 1.0446
0.618 1.0417
HIGH 1.0369
0.618 1.0340
0.500 1.0331
0.382 1.0321
LOW 1.0292
0.618 1.0244
1.000 1.0215
1.618 1.0167
2.618 1.0090
4.250 0.9965
Fisher Pivots for day following 07-Jan-2019
Pivot 1 day 3 day
R1 1.0356 1.0350
PP 1.0343 1.0331
S1 1.0331 1.0313

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

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