CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 15-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2019 |
15-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0224 |
1.0253 |
0.0029 |
0.3% |
1.0206 |
| High |
1.0265 |
1.0262 |
-0.0003 |
0.0% |
1.0354 |
| Low |
1.0217 |
1.0165 |
-0.0052 |
-0.5% |
1.0200 |
| Close |
1.0251 |
1.0179 |
-0.0072 |
-0.7% |
1.0219 |
| Range |
0.0048 |
0.0097 |
0.0049 |
102.1% |
0.0154 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
2.2% |
0.0000 |
| Volume |
16,917 |
25,382 |
8,465 |
50.0% |
143,892 |
|
| Daily Pivots for day following 15-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0493 |
1.0433 |
1.0232 |
|
| R3 |
1.0396 |
1.0336 |
1.0206 |
|
| R2 |
1.0299 |
1.0299 |
1.0197 |
|
| R1 |
1.0239 |
1.0239 |
1.0188 |
1.0221 |
| PP |
1.0202 |
1.0202 |
1.0202 |
1.0193 |
| S1 |
1.0142 |
1.0142 |
1.0170 |
1.0124 |
| S2 |
1.0105 |
1.0105 |
1.0161 |
|
| S3 |
1.0008 |
1.0045 |
1.0152 |
|
| S4 |
0.9911 |
0.9948 |
1.0126 |
|
|
| 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 |
1.0165 |
0.0189 |
1.9% |
0.0084 |
0.8% |
7% |
False |
True |
26,466 |
| 10 |
1.0354 |
1.0151 |
0.0203 |
2.0% |
0.0079 |
0.8% |
14% |
False |
False |
27,273 |
| 20 |
1.0354 |
1.0109 |
0.0245 |
2.4% |
0.0082 |
0.8% |
29% |
False |
False |
25,557 |
| 40 |
1.0354 |
1.0036 |
0.0318 |
3.1% |
0.0069 |
0.7% |
45% |
False |
False |
16,274 |
| 60 |
1.0354 |
1.0002 |
0.0352 |
3.5% |
0.0063 |
0.6% |
50% |
False |
False |
10,866 |
| 80 |
1.0654 |
1.0002 |
0.0652 |
6.4% |
0.0058 |
0.6% |
27% |
False |
False |
8,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0674 |
|
2.618 |
1.0516 |
|
1.618 |
1.0419 |
|
1.000 |
1.0359 |
|
0.618 |
1.0322 |
|
HIGH |
1.0262 |
|
0.618 |
1.0225 |
|
0.500 |
1.0214 |
|
0.382 |
1.0202 |
|
LOW |
1.0165 |
|
0.618 |
1.0105 |
|
1.000 |
1.0068 |
|
1.618 |
1.0008 |
|
2.618 |
0.9911 |
|
4.250 |
0.9753 |
|
|
| Fisher Pivots for day following 15-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0214 |
1.0215 |
| PP |
1.0202 |
1.0203 |
| S1 |
1.0191 |
1.0191 |
|