CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 31-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2019 |
31-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0098 |
1.0101 |
0.0003 |
0.0% |
1.0101 |
| High |
1.0113 |
1.0135 |
0.0022 |
0.2% |
1.0126 |
| Low |
1.0048 |
1.0089 |
0.0041 |
0.4% |
1.0061 |
| Close |
1.0100 |
1.0094 |
-0.0006 |
-0.1% |
1.0118 |
| Range |
0.0065 |
0.0046 |
-0.0019 |
-29.2% |
0.0065 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
20,862 |
24,292 |
3,430 |
16.4% |
81,718 |
|
| Daily Pivots for day following 31-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0244 |
1.0215 |
1.0119 |
|
| R3 |
1.0198 |
1.0169 |
1.0107 |
|
| R2 |
1.0152 |
1.0152 |
1.0102 |
|
| R1 |
1.0123 |
1.0123 |
1.0098 |
1.0115 |
| PP |
1.0106 |
1.0106 |
1.0106 |
1.0102 |
| S1 |
1.0077 |
1.0077 |
1.0090 |
1.0069 |
| S2 |
1.0060 |
1.0060 |
1.0086 |
|
| S3 |
1.0014 |
1.0031 |
1.0081 |
|
| S4 |
0.9968 |
0.9985 |
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 |
1.0048 |
0.0094 |
0.9% |
0.0048 |
0.5% |
49% |
False |
False |
18,398 |
| 10 |
1.0161 |
1.0048 |
0.0113 |
1.1% |
0.0047 |
0.5% |
41% |
False |
False |
18,310 |
| 20 |
1.0354 |
1.0048 |
0.0306 |
3.0% |
0.0059 |
0.6% |
15% |
False |
False |
22,180 |
| 40 |
1.0354 |
1.0048 |
0.0306 |
3.0% |
0.0067 |
0.7% |
15% |
False |
False |
21,141 |
| 60 |
1.0354 |
1.0002 |
0.0352 |
3.5% |
0.0062 |
0.6% |
26% |
False |
False |
14,160 |
| 80 |
1.0354 |
1.0002 |
0.0352 |
3.5% |
0.0059 |
0.6% |
26% |
False |
False |
10,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0331 |
|
2.618 |
1.0255 |
|
1.618 |
1.0209 |
|
1.000 |
1.0181 |
|
0.618 |
1.0163 |
|
HIGH |
1.0135 |
|
0.618 |
1.0117 |
|
0.500 |
1.0112 |
|
0.382 |
1.0107 |
|
LOW |
1.0089 |
|
0.618 |
1.0061 |
|
1.000 |
1.0043 |
|
1.618 |
1.0015 |
|
2.618 |
0.9969 |
|
4.250 |
0.9894 |
|
|
| Fisher Pivots for day following 31-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0112 |
1.0094 |
| PP |
1.0106 |
1.0093 |
| S1 |
1.0100 |
1.0093 |
|