CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 11-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2019 |
11-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0331 |
1.0224 |
-0.0107 |
-1.0% |
1.0206 |
| High |
1.0354 |
1.0251 |
-0.0103 |
-1.0% |
1.0354 |
| Low |
1.0215 |
1.0207 |
-0.0008 |
-0.1% |
1.0200 |
| Close |
1.0223 |
1.0219 |
-0.0004 |
0.0% |
1.0219 |
| Range |
0.0139 |
0.0044 |
-0.0095 |
-68.3% |
0.0154 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
32,397 |
27,156 |
-5,241 |
-16.2% |
143,892 |
|
| Daily Pivots for day following 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0358 |
1.0332 |
1.0243 |
|
| R3 |
1.0314 |
1.0288 |
1.0231 |
|
| R2 |
1.0270 |
1.0270 |
1.0227 |
|
| R1 |
1.0244 |
1.0244 |
1.0223 |
1.0235 |
| PP |
1.0226 |
1.0226 |
1.0226 |
1.0221 |
| S1 |
1.0200 |
1.0200 |
1.0215 |
1.0191 |
| S2 |
1.0182 |
1.0182 |
1.0211 |
|
| S3 |
1.0138 |
1.0156 |
1.0207 |
|
| S4 |
1.0094 |
1.0112 |
1.0195 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0720 |
1.0623 |
1.0304 |
|
| R3 |
1.0566 |
1.0469 |
1.0261 |
|
| R2 |
1.0412 |
1.0412 |
1.0247 |
|
| R1 |
1.0315 |
1.0315 |
1.0233 |
1.0364 |
| PP |
1.0258 |
1.0258 |
1.0258 |
1.0282 |
| S1 |
1.0161 |
1.0161 |
1.0205 |
1.0210 |
| S2 |
1.0104 |
1.0104 |
1.0191 |
|
| S3 |
0.9950 |
1.0007 |
1.0177 |
|
| S4 |
0.9796 |
0.9853 |
1.0134 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0354 |
1.0200 |
0.0154 |
1.5% |
0.0081 |
0.8% |
12% |
False |
False |
28,778 |
| 10 |
1.0354 |
1.0151 |
0.0203 |
2.0% |
0.0081 |
0.8% |
33% |
False |
False |
28,074 |
| 20 |
1.0354 |
1.0101 |
0.0253 |
2.5% |
0.0080 |
0.8% |
47% |
False |
False |
26,810 |
| 40 |
1.0354 |
1.0025 |
0.0329 |
3.2% |
0.0068 |
0.7% |
59% |
False |
False |
15,219 |
| 60 |
1.0354 |
1.0002 |
0.0352 |
3.4% |
0.0062 |
0.6% |
62% |
False |
False |
10,161 |
| 80 |
1.0654 |
1.0002 |
0.0652 |
6.4% |
0.0058 |
0.6% |
33% |
False |
False |
7,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0438 |
|
2.618 |
1.0366 |
|
1.618 |
1.0322 |
|
1.000 |
1.0295 |
|
0.618 |
1.0278 |
|
HIGH |
1.0251 |
|
0.618 |
1.0234 |
|
0.500 |
1.0229 |
|
0.382 |
1.0224 |
|
LOW |
1.0207 |
|
0.618 |
1.0180 |
|
1.000 |
1.0163 |
|
1.618 |
1.0136 |
|
2.618 |
1.0092 |
|
4.250 |
1.0020 |
|
|
| Fisher Pivots for day following 11-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0229 |
1.0281 |
| PP |
1.0226 |
1.0260 |
| S1 |
1.0222 |
1.0240 |
|