CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 18-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2019 |
18-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0158 |
1.0115 |
-0.0043 |
-0.4% |
1.0224 |
| High |
1.0161 |
1.0123 |
-0.0038 |
-0.4% |
1.0265 |
| Low |
1.0099 |
1.0094 |
-0.0005 |
0.0% |
1.0094 |
| Close |
1.0117 |
1.0102 |
-0.0015 |
-0.1% |
1.0102 |
| Range |
0.0062 |
0.0029 |
-0.0033 |
-53.2% |
0.0171 |
| ATR |
0.0072 |
0.0069 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
17,837 |
11,362 |
-6,475 |
-36.3% |
86,453 |
|
| Daily Pivots for day following 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0193 |
1.0177 |
1.0118 |
|
| R3 |
1.0164 |
1.0148 |
1.0110 |
|
| R2 |
1.0135 |
1.0135 |
1.0107 |
|
| R1 |
1.0119 |
1.0119 |
1.0105 |
1.0113 |
| PP |
1.0106 |
1.0106 |
1.0106 |
1.0103 |
| S1 |
1.0090 |
1.0090 |
1.0099 |
1.0084 |
| S2 |
1.0077 |
1.0077 |
1.0097 |
|
| S3 |
1.0048 |
1.0061 |
1.0094 |
|
| S4 |
1.0019 |
1.0032 |
1.0086 |
|
|
| Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0667 |
1.0555 |
1.0196 |
|
| R3 |
1.0496 |
1.0384 |
1.0149 |
|
| R2 |
1.0325 |
1.0325 |
1.0133 |
|
| R1 |
1.0213 |
1.0213 |
1.0118 |
1.0184 |
| PP |
1.0154 |
1.0154 |
1.0154 |
1.0139 |
| S1 |
1.0042 |
1.0042 |
1.0086 |
1.0013 |
| S2 |
0.9983 |
0.9983 |
1.0071 |
|
| S3 |
0.9812 |
0.9871 |
1.0055 |
|
| S4 |
0.9641 |
0.9700 |
1.0008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0265 |
1.0094 |
0.0171 |
1.7% |
0.0055 |
0.5% |
5% |
False |
True |
17,290 |
| 10 |
1.0354 |
1.0094 |
0.0260 |
2.6% |
0.0068 |
0.7% |
3% |
False |
True |
23,034 |
| 20 |
1.0354 |
1.0094 |
0.0260 |
2.6% |
0.0081 |
0.8% |
3% |
False |
True |
24,439 |
| 40 |
1.0354 |
1.0094 |
0.0260 |
2.6% |
0.0067 |
0.7% |
3% |
False |
True |
17,354 |
| 60 |
1.0354 |
1.0002 |
0.0352 |
3.5% |
0.0063 |
0.6% |
28% |
False |
False |
11,601 |
| 80 |
1.0559 |
1.0002 |
0.0557 |
5.5% |
0.0058 |
0.6% |
18% |
False |
False |
8,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0246 |
|
2.618 |
1.0199 |
|
1.618 |
1.0170 |
|
1.000 |
1.0152 |
|
0.618 |
1.0141 |
|
HIGH |
1.0123 |
|
0.618 |
1.0112 |
|
0.500 |
1.0109 |
|
0.382 |
1.0105 |
|
LOW |
1.0094 |
|
0.618 |
1.0076 |
|
1.000 |
1.0065 |
|
1.618 |
1.0047 |
|
2.618 |
1.0018 |
|
4.250 |
0.9971 |
|
|
| Fisher Pivots for day following 18-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0109 |
1.0141 |
| PP |
1.0106 |
1.0128 |
| S1 |
1.0104 |
1.0115 |
|