CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 07-Feb-2019
Day Change Summary
Previous Current
06-Feb-2019 07-Feb-2019 Change Change % Previous Week
Open 1.0100 1.0099 -0.0001 0.0% 1.0206
High 1.0139 1.0121 -0.0018 -0.2% 1.0229
Low 1.0100 1.0095 -0.0005 0.0% 1.0139
Close 1.0100 1.0105 0.0005 0.0% 1.0177
Range 0.0039 0.0026 -0.0013 -33.3% 0.0090
ATR 0.0049 0.0047 -0.0002 -3.4% 0.0000
Volume 25 12 -13 -52.0% 56
Daily Pivots for day following 07-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.0185 1.0171 1.0119
R3 1.0159 1.0145 1.0112
R2 1.0133 1.0133 1.0110
R1 1.0119 1.0119 1.0107 1.0126
PP 1.0107 1.0107 1.0107 1.0111
S1 1.0093 1.0093 1.0103 1.0100
S2 1.0081 1.0081 1.0100
S3 1.0055 1.0067 1.0098
S4 1.0029 1.0041 1.0091
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 1.0206 1.0095 0.0111 1.1% 0.0032 0.3% 9% False True 12
10 1.0229 1.0095 0.0134 1.3% 0.0038 0.4% 7% False True 12
20 1.0442 1.0095 0.0347 3.4% 0.0046 0.5% 3% False True 7
40 1.0442 1.0095 0.0347 3.4% 0.0052 0.5% 3% False True 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0232
2.618 1.0189
1.618 1.0163
1.000 1.0147
0.618 1.0137
HIGH 1.0121
0.618 1.0111
0.500 1.0108
0.382 1.0105
LOW 1.0095
0.618 1.0079
1.000 1.0069
1.618 1.0053
2.618 1.0027
4.250 0.9985
Fisher Pivots for day following 07-Feb-2019
Pivot 1 day 3 day
R1 1.0108 1.0121
PP 1.0107 1.0116
S1 1.0106 1.0110

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

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