CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 18-Jan-2019
Day Change Summary
Previous Current
17-Jan-2019 18-Jan-2019 Change Change % Previous Week
Open 1.0207 1.0190 -0.0017 -0.2% 1.0350
High 1.0248 1.0210 -0.0038 -0.4% 1.0350
Low 1.0194 1.0186 -0.0008 -0.1% 1.0186
Close 1.0206 1.0192 -0.0014 -0.1% 1.0192
Range 0.0054 0.0024 -0.0030 -55.6% 0.0164
ATR 0.0063 0.0060 -0.0003 -4.4% 0.0000
Volume 1 7 6 600.0% 15
Daily Pivots for day following 18-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0268 1.0254 1.0205
R3 1.0244 1.0230 1.0199
R2 1.0220 1.0220 1.0196
R1 1.0206 1.0206 1.0194 1.0213
PP 1.0196 1.0196 1.0196 1.0200
S1 1.0182 1.0182 1.0190 1.0189
S2 1.0172 1.0172 1.0188
S3 1.0148 1.0158 1.0185
S4 1.0124 1.0134 1.0179
Weekly Pivots for week ending 18-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0735 1.0627 1.0282
R3 1.0571 1.0463 1.0237
R2 1.0407 1.0407 1.0222
R1 1.0299 1.0299 1.0207 1.0271
PP 1.0243 1.0243 1.0243 1.0229
S1 1.0135 1.0135 1.0177 1.0107
S2 1.0079 1.0079 1.0162
S3 0.9915 0.9971 1.0147
S4 0.9751 0.9807 1.0102
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0350 1.0186 0.0164 1.6% 0.0048 0.5% 4% False True 3
10 1.0442 1.0186 0.0256 2.5% 0.0061 0.6% 2% False True 2
20 1.0442 1.0186 0.0256 2.5% 0.0070 0.7% 2% False True 1
40 1.0442 1.0186 0.0256 2.5% 0.0049 0.5% 2% False True 1
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0018
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0312
2.618 1.0273
1.618 1.0249
1.000 1.0234
0.618 1.0225
HIGH 1.0210
0.618 1.0201
0.500 1.0198
0.382 1.0195
LOW 1.0186
0.618 1.0171
1.000 1.0162
1.618 1.0147
2.618 1.0123
4.250 1.0084
Fisher Pivots for day following 18-Jan-2019
Pivot 1 day 3 day
R1 1.0198 1.0231
PP 1.0196 1.0218
S1 1.0194 1.0205

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

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