CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 13-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2019 |
13-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9903 |
0.9929 |
0.0026 |
0.3% |
1.0028 |
| High |
0.9943 |
0.9978 |
0.0035 |
0.4% |
1.0028 |
| Low |
0.9894 |
0.9920 |
0.0026 |
0.3% |
0.9886 |
| Close |
0.9936 |
0.9972 |
0.0036 |
0.4% |
0.9934 |
| Range |
0.0049 |
0.0058 |
0.0009 |
18.4% |
0.0142 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
1.1% |
0.0000 |
| Volume |
33,538 |
44,846 |
11,308 |
33.7% |
116,926 |
|
| Daily Pivots for day following 13-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0131 |
1.0109 |
1.0004 |
|
| R3 |
1.0073 |
1.0051 |
0.9988 |
|
| R2 |
1.0015 |
1.0015 |
0.9983 |
|
| R1 |
0.9993 |
0.9993 |
0.9977 |
1.0004 |
| PP |
0.9957 |
0.9957 |
0.9957 |
0.9962 |
| S1 |
0.9935 |
0.9935 |
0.9967 |
0.9946 |
| S2 |
0.9899 |
0.9899 |
0.9961 |
|
| S3 |
0.9841 |
0.9877 |
0.9956 |
|
| S4 |
0.9783 |
0.9819 |
0.9940 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0375 |
1.0297 |
1.0012 |
|
| R3 |
1.0233 |
1.0155 |
0.9973 |
|
| R2 |
1.0091 |
1.0091 |
0.9960 |
|
| R1 |
1.0013 |
1.0013 |
0.9947 |
0.9981 |
| PP |
0.9949 |
0.9949 |
0.9949 |
0.9934 |
| S1 |
0.9871 |
0.9871 |
0.9921 |
0.9839 |
| S2 |
0.9807 |
0.9807 |
0.9908 |
|
| S3 |
0.9665 |
0.9729 |
0.9895 |
|
| S4 |
0.9523 |
0.9587 |
0.9856 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9978 |
0.9886 |
0.0092 |
0.9% |
0.0058 |
0.6% |
93% |
True |
False |
32,672 |
| 10 |
1.0089 |
0.9886 |
0.0203 |
2.0% |
0.0055 |
0.5% |
42% |
False |
False |
27,837 |
| 20 |
1.0089 |
0.9886 |
0.0203 |
2.0% |
0.0048 |
0.5% |
42% |
False |
False |
22,797 |
| 40 |
1.0262 |
0.9886 |
0.0376 |
3.8% |
0.0048 |
0.5% |
23% |
False |
False |
20,124 |
| 60 |
1.0354 |
0.9886 |
0.0468 |
4.7% |
0.0059 |
0.6% |
18% |
False |
False |
21,991 |
| 80 |
1.0354 |
0.9886 |
0.0468 |
4.7% |
0.0058 |
0.6% |
18% |
False |
False |
17,882 |
| 100 |
1.0354 |
0.9886 |
0.0468 |
4.7% |
0.0056 |
0.6% |
18% |
False |
False |
14,315 |
| 120 |
1.0654 |
0.9886 |
0.0768 |
7.7% |
0.0055 |
0.5% |
11% |
False |
False |
11,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0225 |
|
2.618 |
1.0130 |
|
1.618 |
1.0072 |
|
1.000 |
1.0036 |
|
0.618 |
1.0014 |
|
HIGH |
0.9978 |
|
0.618 |
0.9956 |
|
0.500 |
0.9949 |
|
0.382 |
0.9942 |
|
LOW |
0.9920 |
|
0.618 |
0.9884 |
|
1.000 |
0.9862 |
|
1.618 |
0.9826 |
|
2.618 |
0.9768 |
|
4.250 |
0.9673 |
|
|
| Fisher Pivots for day following 13-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9964 |
0.9959 |
| PP |
0.9957 |
0.9946 |
| S1 |
0.9949 |
0.9933 |
|