CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 11-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2019 |
11-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0430 |
1.0300 |
-0.0130 |
-1.2% |
1.0330 |
| High |
1.0442 |
1.0339 |
-0.0103 |
-1.0% |
1.0442 |
| Low |
1.0311 |
1.0300 |
-0.0011 |
-0.1% |
1.0292 |
| Close |
1.0314 |
1.0310 |
-0.0004 |
0.0% |
1.0310 |
| Range |
0.0131 |
0.0039 |
-0.0092 |
-70.2% |
0.0150 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
9 |
|
| Daily Pivots for day following 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0433 |
1.0411 |
1.0331 |
|
| R3 |
1.0394 |
1.0372 |
1.0321 |
|
| R2 |
1.0355 |
1.0355 |
1.0317 |
|
| R1 |
1.0333 |
1.0333 |
1.0314 |
1.0344 |
| PP |
1.0316 |
1.0316 |
1.0316 |
1.0322 |
| S1 |
1.0294 |
1.0294 |
1.0306 |
1.0305 |
| S2 |
1.0277 |
1.0277 |
1.0303 |
|
| S3 |
1.0238 |
1.0255 |
1.0299 |
|
| S4 |
1.0199 |
1.0216 |
1.0289 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0798 |
1.0704 |
1.0393 |
|
| R3 |
1.0648 |
1.0554 |
1.0351 |
|
| R2 |
1.0498 |
1.0498 |
1.0338 |
|
| R1 |
1.0404 |
1.0404 |
1.0324 |
1.0376 |
| PP |
1.0348 |
1.0348 |
1.0348 |
1.0334 |
| S1 |
1.0254 |
1.0254 |
1.0296 |
1.0226 |
| S2 |
1.0198 |
1.0198 |
1.0283 |
|
| S3 |
1.0048 |
1.0104 |
1.0269 |
|
| S4 |
0.9898 |
0.9954 |
1.0228 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0505 |
|
2.618 |
1.0441 |
|
1.618 |
1.0402 |
|
1.000 |
1.0378 |
|
0.618 |
1.0363 |
|
HIGH |
1.0339 |
|
0.618 |
1.0324 |
|
0.500 |
1.0320 |
|
0.382 |
1.0315 |
|
LOW |
1.0300 |
|
0.618 |
1.0276 |
|
1.000 |
1.0261 |
|
1.618 |
1.0237 |
|
2.618 |
1.0198 |
|
4.250 |
1.0134 |
|
|
| Fisher Pivots for day following 11-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0320 |
1.0371 |
| PP |
1.0316 |
1.0351 |
| S1 |
1.0313 |
1.0330 |
|