CME Swiss Franc Future June 2019


Trading Metrics calculated at close of trading on 28-Feb-2019
Day Change Summary
Previous Current
27-Feb-2019 28-Feb-2019 Change Change % Previous Week
Open 1.0105 1.0093 -0.0012 -0.1% 1.0067
High 1.0141 1.0174 0.0033 0.3% 1.0128
Low 1.0089 1.0090 0.0001 0.0% 1.0053
Close 1.0091 1.0124 0.0033 0.3% 1.0106
Range 0.0052 0.0084 0.0032 61.5% 0.0075
ATR 0.0043 0.0046 0.0003 6.8% 0.0000
Volume 71 616 545 767.6% 150
Daily Pivots for day following 28-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.0381 1.0337 1.0170
R3 1.0297 1.0253 1.0147
R2 1.0213 1.0213 1.0139
R1 1.0169 1.0169 1.0132 1.0191
PP 1.0129 1.0129 1.0129 1.0141
S1 1.0085 1.0085 1.0116 1.0107
S2 1.0045 1.0045 1.0109
S3 0.9961 1.0001 1.0101
S4 0.9877 0.9917 1.0078
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 1.0174 1.0082 0.0092 0.9% 0.0045 0.4% 46% True False 150
10 1.0174 1.0018 0.0156 1.5% 0.0043 0.4% 68% True False 93
20 1.0222 1.0018 0.0204 2.0% 0.0041 0.4% 52% False False 55
40 1.0442 1.0018 0.0424 4.2% 0.0049 0.5% 25% False False 30
60 1.0442 1.0018 0.0424 4.2% 0.0048 0.5% 25% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 1.0531
2.618 1.0394
1.618 1.0310
1.000 1.0258
0.618 1.0226
HIGH 1.0174
0.618 1.0142
0.500 1.0132
0.382 1.0122
LOW 1.0090
0.618 1.0038
1.000 1.0006
1.618 0.9954
2.618 0.9870
4.250 0.9733
Fisher Pivots for day following 28-Feb-2019
Pivot 1 day 3 day
R1 1.0132 1.0130
PP 1.0129 1.0128
S1 1.0127 1.0126

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

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