CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 04-Feb-2019
Day Change Summary
Previous Current
01-Feb-2019 04-Feb-2019 Change Change % Previous Week
Open 1.0174 1.0142 -0.0032 -0.3% 1.0206
High 1.0206 1.0154 -0.0052 -0.5% 1.0229
Low 1.0169 1.0135 -0.0034 -0.3% 1.0139
Close 1.0177 1.0145 -0.0032 -0.3% 1.0177
Range 0.0037 0.0019 -0.0018 -48.6% 0.0090
ATR 0.0051 0.0051 -0.0001 -1.3% 0.0000
Volume 2 5 3 150.0% 56
Daily Pivots for day following 04-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.0202 1.0192 1.0155
R3 1.0183 1.0173 1.0150
R2 1.0164 1.0164 1.0148
R1 1.0154 1.0154 1.0147 1.0159
PP 1.0145 1.0145 1.0145 1.0147
S1 1.0135 1.0135 1.0143 1.0140
S2 1.0126 1.0126 1.0142
S3 1.0107 1.0116 1.0140
S4 1.0088 1.0097 1.0135
Weekly Pivots for week ending 01-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.0452 1.0404 1.0227
R3 1.0362 1.0314 1.0202
R2 1.0272 1.0272 1.0194
R1 1.0224 1.0224 1.0185 1.0203
PP 1.0182 1.0182 1.0182 1.0171
S1 1.0134 1.0134 1.0169 1.0113
S2 1.0092 1.0092 1.0161
S3 1.0002 1.0044 1.0152
S4 0.9912 0.9954 1.0128
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0226 1.0135 0.0091 0.9% 0.0041 0.4% 11% False True 11
10 1.0229 1.0135 0.0094 0.9% 0.0040 0.4% 11% False True 7
20 1.0442 1.0135 0.0307 3.0% 0.0050 0.5% 3% False True 5
40 1.0442 1.0135 0.0307 3.0% 0.0052 0.5% 3% False True 3
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 0.0010
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1.0235
2.618 1.0204
1.618 1.0185
1.000 1.0173
0.618 1.0166
HIGH 1.0154
0.618 1.0147
0.500 1.0145
0.382 1.0142
LOW 1.0135
0.618 1.0123
1.000 1.0116
1.618 1.0104
2.618 1.0085
4.250 1.0054
Fisher Pivots for day following 04-Feb-2019
Pivot 1 day 3 day
R1 1.0145 1.0179
PP 1.0145 1.0167
S1 1.0145 1.0156

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

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