CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 04-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2019 |
04-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0176 |
1.0203 |
0.0027 |
0.3% |
1.0231 |
| High |
1.0225 |
1.0218 |
-0.0007 |
-0.1% |
1.0279 |
| Low |
1.0170 |
1.0161 |
-0.0009 |
-0.1% |
1.0151 |
| Close |
1.0186 |
1.0206 |
0.0020 |
0.2% |
1.0206 |
| Range |
0.0055 |
0.0057 |
0.0002 |
3.6% |
0.0128 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
29,757 |
29,607 |
-150 |
-0.5% |
107,084 |
|
| Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0366 |
1.0343 |
1.0237 |
|
| R3 |
1.0309 |
1.0286 |
1.0222 |
|
| R2 |
1.0252 |
1.0252 |
1.0216 |
|
| R1 |
1.0229 |
1.0229 |
1.0211 |
1.0241 |
| PP |
1.0195 |
1.0195 |
1.0195 |
1.0201 |
| S1 |
1.0172 |
1.0172 |
1.0201 |
1.0184 |
| S2 |
1.0138 |
1.0138 |
1.0196 |
|
| S3 |
1.0081 |
1.0115 |
1.0190 |
|
| S4 |
1.0024 |
1.0058 |
1.0175 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0596 |
1.0529 |
1.0276 |
|
| R3 |
1.0468 |
1.0401 |
1.0241 |
|
| R2 |
1.0340 |
1.0340 |
1.0229 |
|
| R1 |
1.0273 |
1.0273 |
1.0218 |
1.0243 |
| PP |
1.0212 |
1.0212 |
1.0212 |
1.0197 |
| S1 |
1.0145 |
1.0145 |
1.0194 |
1.0115 |
| S2 |
1.0084 |
1.0084 |
1.0183 |
|
| S3 |
0.9956 |
1.0017 |
1.0171 |
|
| S4 |
0.9828 |
0.9889 |
1.0136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0288 |
1.0151 |
0.0137 |
1.3% |
0.0080 |
0.8% |
40% |
False |
False |
27,370 |
| 10 |
1.0288 |
1.0117 |
0.0171 |
1.7% |
0.0094 |
0.9% |
52% |
False |
False |
25,845 |
| 20 |
1.0288 |
1.0101 |
0.0187 |
1.8% |
0.0076 |
0.7% |
56% |
False |
False |
23,005 |
| 40 |
1.0288 |
1.0002 |
0.0286 |
2.8% |
0.0065 |
0.6% |
71% |
False |
False |
11,634 |
| 60 |
1.0308 |
1.0002 |
0.0306 |
3.0% |
0.0059 |
0.6% |
67% |
False |
False |
7,763 |
| 80 |
1.0654 |
1.0002 |
0.0652 |
6.4% |
0.0056 |
0.5% |
31% |
False |
False |
5,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0460 |
|
2.618 |
1.0367 |
|
1.618 |
1.0310 |
|
1.000 |
1.0275 |
|
0.618 |
1.0253 |
|
HIGH |
1.0218 |
|
0.618 |
1.0196 |
|
0.500 |
1.0190 |
|
0.382 |
1.0183 |
|
LOW |
1.0161 |
|
0.618 |
1.0126 |
|
1.000 |
1.0104 |
|
1.618 |
1.0069 |
|
2.618 |
1.0012 |
|
4.250 |
0.9919 |
|
|
| Fisher Pivots for day following 04-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0201 |
1.0215 |
| PP |
1.0195 |
1.0212 |
| S1 |
1.0190 |
1.0209 |
|