CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 08-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2019 |
08-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0011 |
1.0007 |
-0.0004 |
0.0% |
1.0082 |
| High |
1.0033 |
1.0038 |
0.0005 |
0.0% |
1.0088 |
| Low |
1.0005 |
1.0005 |
0.0000 |
0.0% |
1.0005 |
| Close |
1.0017 |
1.0034 |
0.0017 |
0.2% |
1.0034 |
| Range |
0.0028 |
0.0033 |
0.0005 |
17.9% |
0.0083 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
18,271 |
14,203 |
-4,068 |
-22.3% |
73,886 |
|
| Daily Pivots for day following 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0125 |
1.0112 |
1.0052 |
|
| R3 |
1.0092 |
1.0079 |
1.0043 |
|
| R2 |
1.0059 |
1.0059 |
1.0040 |
|
| R1 |
1.0046 |
1.0046 |
1.0037 |
1.0053 |
| PP |
1.0026 |
1.0026 |
1.0026 |
1.0029 |
| S1 |
1.0013 |
1.0013 |
1.0031 |
1.0020 |
| S2 |
0.9993 |
0.9993 |
1.0028 |
|
| S3 |
0.9960 |
0.9980 |
1.0025 |
|
| S4 |
0.9927 |
0.9947 |
1.0016 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0291 |
1.0246 |
1.0080 |
|
| R3 |
1.0208 |
1.0163 |
1.0057 |
|
| R2 |
1.0125 |
1.0125 |
1.0049 |
|
| R1 |
1.0080 |
1.0080 |
1.0042 |
1.0061 |
| PP |
1.0042 |
1.0042 |
1.0042 |
1.0033 |
| S1 |
0.9997 |
0.9997 |
1.0026 |
0.9978 |
| S2 |
0.9959 |
0.9959 |
1.0019 |
|
| S3 |
0.9876 |
0.9914 |
1.0011 |
|
| S4 |
0.9793 |
0.9831 |
0.9988 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0088 |
1.0005 |
0.0083 |
0.8% |
0.0038 |
0.4% |
35% |
False |
True |
14,777 |
| 10 |
1.0142 |
1.0005 |
0.0137 |
1.4% |
0.0042 |
0.4% |
21% |
False |
True |
16,193 |
| 20 |
1.0265 |
1.0005 |
0.0260 |
2.6% |
0.0046 |
0.5% |
11% |
False |
True |
17,863 |
| 40 |
1.0354 |
1.0005 |
0.0349 |
3.5% |
0.0063 |
0.6% |
8% |
False |
True |
22,773 |
| 60 |
1.0354 |
1.0002 |
0.0352 |
3.5% |
0.0061 |
0.6% |
9% |
False |
False |
15,649 |
| 80 |
1.0354 |
1.0002 |
0.0352 |
3.5% |
0.0058 |
0.6% |
9% |
False |
False |
11,747 |
| 100 |
1.0654 |
1.0002 |
0.0652 |
6.5% |
0.0056 |
0.6% |
5% |
False |
False |
9,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0178 |
|
2.618 |
1.0124 |
|
1.618 |
1.0091 |
|
1.000 |
1.0071 |
|
0.618 |
1.0058 |
|
HIGH |
1.0038 |
|
0.618 |
1.0025 |
|
0.500 |
1.0022 |
|
0.382 |
1.0018 |
|
LOW |
1.0005 |
|
0.618 |
0.9985 |
|
1.000 |
0.9972 |
|
1.618 |
0.9952 |
|
2.618 |
0.9919 |
|
4.250 |
0.9865 |
|
|
| Fisher Pivots for day following 08-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0030 |
1.0032 |
| PP |
1.0026 |
1.0030 |
| S1 |
1.0022 |
1.0028 |
|