CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 29-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2019 |
29-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0115 |
1.0127 |
0.0012 |
0.1% |
1.0101 |
| High |
1.0142 |
1.0138 |
-0.0004 |
0.0% |
1.0126 |
| Low |
1.0114 |
1.0088 |
-0.0026 |
-0.3% |
1.0061 |
| Close |
1.0131 |
1.0096 |
-0.0035 |
-0.3% |
1.0118 |
| Range |
0.0028 |
0.0050 |
0.0022 |
78.6% |
0.0065 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
12,935 |
14,096 |
1,161 |
9.0% |
81,718 |
|
| Daily Pivots for day following 29-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0257 |
1.0227 |
1.0124 |
|
| R3 |
1.0207 |
1.0177 |
1.0110 |
|
| R2 |
1.0157 |
1.0157 |
1.0105 |
|
| R1 |
1.0127 |
1.0127 |
1.0101 |
1.0117 |
| PP |
1.0107 |
1.0107 |
1.0107 |
1.0103 |
| S1 |
1.0077 |
1.0077 |
1.0091 |
1.0067 |
| S2 |
1.0057 |
1.0057 |
1.0087 |
|
| S3 |
1.0007 |
1.0027 |
1.0082 |
|
| S4 |
0.9957 |
0.9977 |
1.0069 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0297 |
1.0272 |
1.0154 |
|
| R3 |
1.0232 |
1.0207 |
1.0136 |
|
| R2 |
1.0167 |
1.0167 |
1.0130 |
|
| R1 |
1.0142 |
1.0142 |
1.0124 |
1.0155 |
| PP |
1.0102 |
1.0102 |
1.0102 |
1.0108 |
| S1 |
1.0077 |
1.0077 |
1.0112 |
1.0090 |
| S2 |
1.0037 |
1.0037 |
1.0106 |
|
| S3 |
0.9972 |
1.0012 |
1.0100 |
|
| S4 |
0.9907 |
0.9947 |
1.0082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0142 |
1.0061 |
0.0081 |
0.8% |
0.0045 |
0.4% |
43% |
False |
False |
16,746 |
| 10 |
1.0262 |
1.0061 |
0.0201 |
2.0% |
0.0049 |
0.5% |
17% |
False |
False |
17,828 |
| 20 |
1.0354 |
1.0061 |
0.0293 |
2.9% |
0.0063 |
0.6% |
12% |
False |
False |
22,308 |
| 40 |
1.0354 |
1.0061 |
0.0293 |
2.9% |
0.0066 |
0.7% |
12% |
False |
False |
20,033 |
| 60 |
1.0354 |
1.0002 |
0.0352 |
3.5% |
0.0063 |
0.6% |
27% |
False |
False |
13,408 |
| 80 |
1.0354 |
1.0002 |
0.0352 |
3.5% |
0.0058 |
0.6% |
27% |
False |
False |
10,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0351 |
|
2.618 |
1.0269 |
|
1.618 |
1.0219 |
|
1.000 |
1.0188 |
|
0.618 |
1.0169 |
|
HIGH |
1.0138 |
|
0.618 |
1.0119 |
|
0.500 |
1.0113 |
|
0.382 |
1.0107 |
|
LOW |
1.0088 |
|
0.618 |
1.0057 |
|
1.000 |
1.0038 |
|
1.618 |
1.0007 |
|
2.618 |
0.9957 |
|
4.250 |
0.9876 |
|
|
| Fisher Pivots for day following 29-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0113 |
1.0108 |
| PP |
1.0107 |
1.0104 |
| S1 |
1.0102 |
1.0100 |
|