CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 25-Jan-2019
Day Change Summary
Previous Current
24-Jan-2019 25-Jan-2019 Change Change % Previous Week
Open 1.0169 1.0205 0.0036 0.4% 1.0185
High 1.0199 1.0213 0.0014 0.1% 1.0213
Low 1.0162 1.0164 0.0002 0.0% 1.0152
Close 1.0169 1.0207 0.0038 0.4% 1.0207
Range 0.0037 0.0049 0.0012 32.4% 0.0061
ATR 0.0056 0.0055 0.0000 -0.9% 0.0000
Volume 0 4 4 16
Daily Pivots for day following 25-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0342 1.0323 1.0234
R3 1.0293 1.0274 1.0220
R2 1.0244 1.0244 1.0216
R1 1.0225 1.0225 1.0211 1.0235
PP 1.0195 1.0195 1.0195 1.0199
S1 1.0176 1.0176 1.0203 1.0186
S2 1.0146 1.0146 1.0198
S3 1.0097 1.0127 1.0194
S4 1.0048 1.0078 1.0180
Weekly Pivots for week ending 25-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0374 1.0351 1.0241
R3 1.0313 1.0290 1.0224
R2 1.0252 1.0252 1.0218
R1 1.0229 1.0229 1.0213 1.0241
PP 1.0191 1.0191 1.0191 1.0196
S1 1.0168 1.0168 1.0201 1.0180
S2 1.0130 1.0130 1.0196
S3 1.0069 1.0107 1.0190
S4 1.0008 1.0046 1.0173
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0213 1.0152 0.0061 0.6% 0.0038 0.4% 90% True False 4
10 1.0350 1.0152 0.0198 1.9% 0.0044 0.4% 28% False False 3
20 1.0442 1.0152 0.0290 2.8% 0.0062 0.6% 19% False False 2
40 1.0442 1.0152 0.0290 2.8% 0.0050 0.5% 19% False False 2
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 0.0011
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0421
2.618 1.0341
1.618 1.0292
1.000 1.0262
0.618 1.0243
HIGH 1.0213
0.618 1.0194
0.500 1.0189
0.382 1.0183
LOW 1.0164
0.618 1.0134
1.000 1.0115
1.618 1.0085
2.618 1.0036
4.250 0.9956
Fisher Pivots for day following 25-Jan-2019
Pivot 1 day 3 day
R1 1.0201 1.0199
PP 1.0195 1.0191
S1 1.0189 1.0183

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

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