CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 27-Feb-2019
Day Change Summary
Previous Current
26-Feb-2019 27-Feb-2019 Change Change % Previous Week
Open 1.0108 1.0105 -0.0003 0.0% 1.0067
High 1.0115 1.0141 0.0026 0.3% 1.0128
Low 1.0086 1.0089 0.0003 0.0% 1.0053
Close 1.0113 1.0091 -0.0022 -0.2% 1.0106
Range 0.0029 0.0052 0.0023 79.3% 0.0075
ATR 0.0042 0.0043 0.0001 1.6% 0.0000
Volume 14 71 57 407.1% 150
Daily Pivots for day following 27-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.0263 1.0229 1.0120
R3 1.0211 1.0177 1.0105
R2 1.0159 1.0159 1.0101
R1 1.0125 1.0125 1.0096 1.0116
PP 1.0107 1.0107 1.0107 1.0103
S1 1.0073 1.0073 1.0086 1.0064
S2 1.0055 1.0055 1.0081
S3 1.0003 1.0021 1.0077
S4 0.9951 0.9969 1.0062
Weekly Pivots for week ending 22-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.0321 1.0288 1.0147
R3 1.0246 1.0213 1.0127
R2 1.0171 1.0171 1.0120
R1 1.0138 1.0138 1.0113 1.0155
PP 1.0096 1.0096 1.0096 1.0104
S1 1.0063 1.0063 1.0099 1.0080
S2 1.0021 1.0021 1.0092
S3 0.9946 0.9988 1.0085
S4 0.9871 0.9913 1.0065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0141 1.0082 0.0059 0.6% 0.0034 0.3% 15% True False 32
10 1.0141 1.0018 0.0123 1.2% 0.0040 0.4% 59% True False 36
20 1.0222 1.0018 0.0204 2.0% 0.0040 0.4% 36% False False 26
40 1.0442 1.0018 0.0424 4.2% 0.0048 0.5% 17% False False 14
60 1.0442 1.0018 0.0424 4.2% 0.0047 0.5% 17% False False 10
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0362
2.618 1.0277
1.618 1.0225
1.000 1.0193
0.618 1.0173
HIGH 1.0141
0.618 1.0121
0.500 1.0115
0.382 1.0109
LOW 1.0089
0.618 1.0057
1.000 1.0037
1.618 1.0005
2.618 0.9953
4.250 0.9868
Fisher Pivots for day following 27-Feb-2019
Pivot 1 day 3 day
R1 1.0115 1.0114
PP 1.0107 1.0106
S1 1.0099 1.0099

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

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