CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 15-Feb-2019
Day Change Summary
Previous Current
14-Feb-2019 15-Feb-2019 Change Change % Previous Week
Open 1.0023 1.0062 0.0039 0.4% 1.0092
High 1.0068 1.0067 -0.0001 0.0% 1.0128
Low 1.0018 1.0026 0.0008 0.1% 1.0018
Close 1.0067 1.0066 -0.0001 0.0% 1.0066
Range 0.0050 0.0041 -0.0009 -18.0% 0.0110
ATR 0.0048 0.0047 0.0000 -1.0% 0.0000
Volume 63 6 -57 -90.5% 159
Daily Pivots for day following 15-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.0176 1.0162 1.0089
R3 1.0135 1.0121 1.0077
R2 1.0094 1.0094 1.0074
R1 1.0080 1.0080 1.0070 1.0087
PP 1.0053 1.0053 1.0053 1.0057
S1 1.0039 1.0039 1.0062 1.0046
S2 1.0012 1.0012 1.0058
S3 0.9971 0.9998 1.0055
S4 0.9930 0.9957 1.0043
Weekly Pivots for week ending 15-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.0401 1.0343 1.0127
R3 1.0291 1.0233 1.0096
R2 1.0181 1.0181 1.0086
R1 1.0123 1.0123 1.0076 1.0097
PP 1.0071 1.0071 1.0071 1.0058
S1 1.0013 1.0013 1.0056 0.9987
S2 0.9961 0.9961 1.0046
S3 0.9851 0.9903 1.0036
S4 0.9741 0.9793 1.0006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0128 1.0018 0.0110 1.1% 0.0050 0.5% 44% False False 31
10 1.0154 1.0018 0.0136 1.4% 0.0040 0.4% 35% False False 23
20 1.0229 1.0018 0.0211 2.1% 0.0040 0.4% 23% False False 15
40 1.0442 1.0018 0.0424 4.2% 0.0055 0.5% 11% False False 8
60 1.0442 1.0018 0.0424 4.2% 0.0046 0.5% 11% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0241
2.618 1.0174
1.618 1.0133
1.000 1.0108
0.618 1.0092
HIGH 1.0067
0.618 1.0051
0.500 1.0047
0.382 1.0042
LOW 1.0026
0.618 1.0001
1.000 0.9985
1.618 0.9960
2.618 0.9919
4.250 0.9852
Fisher Pivots for day following 15-Feb-2019
Pivot 1 day 3 day
R1 1.0060 1.0059
PP 1.0053 1.0053
S1 1.0047 1.0046

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

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