CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 20-Feb-2019
Day Change Summary
Previous Current
19-Feb-2019 20-Feb-2019 Change Change % Previous Week
Open 1.0067 1.0104 0.0037 0.4% 1.0092
High 1.0109 1.0128 0.0019 0.2% 1.0128
Low 1.0053 1.0093 0.0040 0.4% 1.0018
Close 1.0104 1.0108 0.0004 0.0% 1.0066
Range 0.0056 0.0035 -0.0021 -37.5% 0.0110
ATR 0.0048 0.0047 -0.0001 -1.9% 0.0000
Volume 55 35 -20 -36.4% 159
Daily Pivots for day following 20-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.0215 1.0196 1.0127
R3 1.0180 1.0161 1.0118
R2 1.0145 1.0145 1.0114
R1 1.0126 1.0126 1.0111 1.0136
PP 1.0110 1.0110 1.0110 1.0114
S1 1.0091 1.0091 1.0105 1.0101
S2 1.0075 1.0075 1.0102
S3 1.0040 1.0056 1.0098
S4 1.0005 1.0021 1.0089
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% 0.0046 0.5% 82% True False 41
10 1.0139 1.0018 0.0121 1.2% 0.0043 0.4% 74% False False 29
20 1.0229 1.0018 0.0211 2.1% 0.0042 0.4% 43% False False 19
40 1.0442 1.0018 0.0424 4.2% 0.0054 0.5% 21% False False 10
60 1.0442 1.0018 0.0424 4.2% 0.0047 0.5% 21% False False 7
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 0.0009
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0277
2.618 1.0220
1.618 1.0185
1.000 1.0163
0.618 1.0150
HIGH 1.0128
0.618 1.0115
0.500 1.0111
0.382 1.0106
LOW 1.0093
0.618 1.0071
1.000 1.0058
1.618 1.0036
2.618 1.0001
4.250 0.9944
Fisher Pivots for day following 20-Feb-2019
Pivot 1 day 3 day
R1 1.0111 1.0098
PP 1.0110 1.0087
S1 1.0109 1.0077

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

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