CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 10-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2019 |
10-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0254 |
1.0331 |
0.0077 |
0.8% |
1.0231 |
| High |
1.0341 |
1.0354 |
0.0013 |
0.1% |
1.0279 |
| Low |
1.0251 |
1.0215 |
-0.0036 |
-0.4% |
1.0151 |
| Close |
1.0321 |
1.0223 |
-0.0098 |
-0.9% |
1.0206 |
| Range |
0.0090 |
0.0139 |
0.0049 |
54.4% |
0.0128 |
| ATR |
0.0074 |
0.0078 |
0.0005 |
6.3% |
0.0000 |
| Volume |
30,478 |
32,397 |
1,919 |
6.3% |
107,084 |
|
| Daily Pivots for day following 10-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0681 |
1.0591 |
1.0299 |
|
| R3 |
1.0542 |
1.0452 |
1.0261 |
|
| R2 |
1.0403 |
1.0403 |
1.0248 |
|
| R1 |
1.0313 |
1.0313 |
1.0236 |
1.0289 |
| PP |
1.0264 |
1.0264 |
1.0264 |
1.0252 |
| S1 |
1.0174 |
1.0174 |
1.0210 |
1.0150 |
| S2 |
1.0125 |
1.0125 |
1.0198 |
|
| S3 |
0.9986 |
1.0035 |
1.0185 |
|
| S4 |
0.9847 |
0.9896 |
1.0147 |
|
|
| 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 |
1.0354 |
1.0161 |
0.0193 |
1.9% |
0.0084 |
0.8% |
32% |
True |
False |
29,268 |
| 10 |
1.0354 |
1.0124 |
0.0230 |
2.2% |
0.0088 |
0.9% |
43% |
True |
False |
28,619 |
| 20 |
1.0354 |
1.0101 |
0.0253 |
2.5% |
0.0080 |
0.8% |
48% |
True |
False |
27,683 |
| 40 |
1.0354 |
1.0002 |
0.0352 |
3.4% |
0.0068 |
0.7% |
63% |
True |
False |
14,542 |
| 60 |
1.0354 |
1.0002 |
0.0352 |
3.4% |
0.0062 |
0.6% |
63% |
True |
False |
9,708 |
| 80 |
1.0654 |
1.0002 |
0.0652 |
6.4% |
0.0059 |
0.6% |
34% |
False |
False |
7,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0945 |
|
2.618 |
1.0718 |
|
1.618 |
1.0579 |
|
1.000 |
1.0493 |
|
0.618 |
1.0440 |
|
HIGH |
1.0354 |
|
0.618 |
1.0301 |
|
0.500 |
1.0285 |
|
0.382 |
1.0268 |
|
LOW |
1.0215 |
|
0.618 |
1.0129 |
|
1.000 |
1.0076 |
|
1.618 |
0.9990 |
|
2.618 |
0.9851 |
|
4.250 |
0.9624 |
|
|
| Fisher Pivots for day following 10-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0285 |
1.0285 |
| PP |
1.0264 |
1.0264 |
| S1 |
1.0244 |
1.0244 |
|