CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 13-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2019 |
13-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9992 |
0.9969 |
-0.0023 |
-0.2% |
1.0082 |
| High |
0.9993 |
0.9987 |
-0.0006 |
-0.1% |
1.0088 |
| Low |
0.9940 |
0.9938 |
-0.0002 |
0.0% |
1.0005 |
| Close |
0.9969 |
0.9942 |
-0.0027 |
-0.3% |
1.0034 |
| Range |
0.0053 |
0.0049 |
-0.0004 |
-7.5% |
0.0083 |
| ATR |
0.0053 |
0.0052 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
20,529 |
14,940 |
-5,589 |
-27.2% |
73,886 |
|
| Daily Pivots for day following 13-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0103 |
1.0071 |
0.9969 |
|
| R3 |
1.0054 |
1.0022 |
0.9955 |
|
| R2 |
1.0005 |
1.0005 |
0.9951 |
|
| R1 |
0.9973 |
0.9973 |
0.9946 |
0.9965 |
| PP |
0.9956 |
0.9956 |
0.9956 |
0.9951 |
| S1 |
0.9924 |
0.9924 |
0.9938 |
0.9916 |
| S2 |
0.9907 |
0.9907 |
0.9933 |
|
| S3 |
0.9858 |
0.9875 |
0.9929 |
|
| S4 |
0.9809 |
0.9826 |
0.9915 |
|
|
| 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 |
1.0041 |
0.9938 |
0.0103 |
1.0% |
0.0045 |
0.5% |
4% |
False |
True |
16,651 |
| 10 |
1.0135 |
0.9938 |
0.0197 |
2.0% |
0.0044 |
0.4% |
2% |
False |
True |
16,482 |
| 20 |
1.0188 |
0.9938 |
0.0250 |
2.5% |
0.0045 |
0.5% |
2% |
False |
True |
16,929 |
| 40 |
1.0354 |
0.9938 |
0.0416 |
4.2% |
0.0064 |
0.6% |
1% |
False |
True |
21,243 |
| 60 |
1.0354 |
0.9938 |
0.0416 |
4.2% |
0.0061 |
0.6% |
1% |
False |
True |
16,492 |
| 80 |
1.0354 |
0.9938 |
0.0416 |
4.2% |
0.0059 |
0.6% |
1% |
False |
True |
12,381 |
| 100 |
1.0654 |
0.9938 |
0.0716 |
7.2% |
0.0056 |
0.6% |
1% |
False |
True |
9,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0195 |
|
2.618 |
1.0115 |
|
1.618 |
1.0066 |
|
1.000 |
1.0036 |
|
0.618 |
1.0017 |
|
HIGH |
0.9987 |
|
0.618 |
0.9968 |
|
0.500 |
0.9963 |
|
0.382 |
0.9957 |
|
LOW |
0.9938 |
|
0.618 |
0.9908 |
|
1.000 |
0.9889 |
|
1.618 |
0.9859 |
|
2.618 |
0.9810 |
|
4.250 |
0.9730 |
|
|
| Fisher Pivots for day following 13-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9963 |
0.9990 |
| PP |
0.9956 |
0.9974 |
| S1 |
0.9949 |
0.9958 |
|