CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 02-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2018 |
02-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0231 |
1.0258 |
0.0027 |
0.3% |
1.0142 |
| High |
1.0266 |
1.0279 |
0.0013 |
0.1% |
1.0288 |
| Low |
1.0199 |
1.0151 |
-0.0048 |
-0.5% |
1.0117 |
| Close |
1.0244 |
1.0167 |
-0.0077 |
-0.8% |
1.0218 |
| Range |
0.0067 |
0.0128 |
0.0061 |
91.0% |
0.0171 |
| ATR |
0.0072 |
0.0076 |
0.0004 |
5.5% |
0.0000 |
| Volume |
20,540 |
27,180 |
6,640 |
32.3% |
91,875 |
|
| Daily Pivots for day following 02-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0583 |
1.0503 |
1.0237 |
|
| R3 |
1.0455 |
1.0375 |
1.0202 |
|
| R2 |
1.0327 |
1.0327 |
1.0190 |
|
| R1 |
1.0247 |
1.0247 |
1.0179 |
1.0223 |
| PP |
1.0199 |
1.0199 |
1.0199 |
1.0187 |
| S1 |
1.0119 |
1.0119 |
1.0155 |
1.0095 |
| S2 |
1.0071 |
1.0071 |
1.0144 |
|
| S3 |
0.9943 |
0.9991 |
1.0132 |
|
| S4 |
0.9815 |
0.9863 |
1.0097 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0721 |
1.0640 |
1.0312 |
|
| R3 |
1.0550 |
1.0469 |
1.0265 |
|
| R2 |
1.0379 |
1.0379 |
1.0249 |
|
| R1 |
1.0298 |
1.0298 |
1.0234 |
1.0339 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0228 |
| S1 |
1.0127 |
1.0127 |
1.0202 |
1.0168 |
| S2 |
1.0037 |
1.0037 |
1.0187 |
|
| S3 |
0.9866 |
0.9956 |
1.0171 |
|
| S4 |
0.9695 |
0.9785 |
1.0124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0288 |
1.0117 |
0.0171 |
1.7% |
0.0104 |
1.0% |
29% |
False |
False |
24,479 |
| 10 |
1.0288 |
1.0117 |
0.0171 |
1.7% |
0.0091 |
0.9% |
29% |
False |
False |
24,369 |
| 20 |
1.0288 |
1.0097 |
0.0191 |
1.9% |
0.0075 |
0.7% |
37% |
False |
False |
20,102 |
| 40 |
1.0288 |
1.0002 |
0.0286 |
2.8% |
0.0064 |
0.6% |
58% |
False |
False |
10,150 |
| 60 |
1.0308 |
1.0002 |
0.0306 |
3.0% |
0.0059 |
0.6% |
54% |
False |
False |
6,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0823 |
|
2.618 |
1.0614 |
|
1.618 |
1.0486 |
|
1.000 |
1.0407 |
|
0.618 |
1.0358 |
|
HIGH |
1.0279 |
|
0.618 |
1.0230 |
|
0.500 |
1.0215 |
|
0.382 |
1.0200 |
|
LOW |
1.0151 |
|
0.618 |
1.0072 |
|
1.000 |
1.0023 |
|
1.618 |
0.9944 |
|
2.618 |
0.9816 |
|
4.250 |
0.9607 |
|
|
| Fisher Pivots for day following 02-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0215 |
1.0220 |
| PP |
1.0199 |
1.0202 |
| S1 |
1.0183 |
1.0185 |
|