CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 06-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2019 |
06-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0141 |
1.0100 |
-0.0041 |
-0.4% |
1.0206 |
| High |
1.0147 |
1.0139 |
-0.0008 |
-0.1% |
1.0229 |
| Low |
1.0108 |
1.0100 |
-0.0008 |
-0.1% |
1.0139 |
| Close |
1.0124 |
1.0100 |
-0.0024 |
-0.2% |
1.0177 |
| Range |
0.0039 |
0.0039 |
0.0000 |
0.0% |
0.0090 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
20 |
25 |
5 |
25.0% |
56 |
|
| Daily Pivots for day following 06-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0230 |
1.0204 |
1.0121 |
|
| R3 |
1.0191 |
1.0165 |
1.0111 |
|
| R2 |
1.0152 |
1.0152 |
1.0107 |
|
| R1 |
1.0126 |
1.0126 |
1.0104 |
1.0120 |
| PP |
1.0113 |
1.0113 |
1.0113 |
1.0110 |
| S1 |
1.0087 |
1.0087 |
1.0096 |
1.0081 |
| S2 |
1.0074 |
1.0074 |
1.0093 |
|
| S3 |
1.0035 |
1.0048 |
1.0089 |
|
| S4 |
0.9996 |
1.0009 |
1.0079 |
|
|
| Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0452 |
1.0404 |
1.0227 |
|
| R3 |
1.0362 |
1.0314 |
1.0202 |
|
| R2 |
1.0272 |
1.0272 |
1.0194 |
|
| R1 |
1.0224 |
1.0224 |
1.0185 |
1.0203 |
| PP |
1.0182 |
1.0182 |
1.0182 |
1.0171 |
| S1 |
1.0134 |
1.0134 |
1.0169 |
1.0113 |
| S2 |
1.0092 |
1.0092 |
1.0161 |
|
| S3 |
1.0002 |
1.0044 |
1.0152 |
|
| S4 |
0.9912 |
0.9954 |
1.0128 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0305 |
|
2.618 |
1.0241 |
|
1.618 |
1.0202 |
|
1.000 |
1.0178 |
|
0.618 |
1.0163 |
|
HIGH |
1.0139 |
|
0.618 |
1.0124 |
|
0.500 |
1.0120 |
|
0.382 |
1.0115 |
|
LOW |
1.0100 |
|
0.618 |
1.0076 |
|
1.000 |
1.0061 |
|
1.618 |
1.0037 |
|
2.618 |
0.9998 |
|
4.250 |
0.9934 |
|
|
| Fisher Pivots for day following 06-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0120 |
1.0127 |
| PP |
1.0113 |
1.0118 |
| S1 |
1.0107 |
1.0109 |
|