CME Swiss Franc Future June 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 |
1.0099 |
1.0100 |
0.0001 |
0.0% |
1.0142 |
| High |
1.0121 |
1.0124 |
0.0003 |
0.0% |
1.0154 |
| Low |
1.0095 |
1.0095 |
0.0000 |
0.0% |
1.0095 |
| Close |
1.0105 |
1.0122 |
0.0017 |
0.2% |
1.0122 |
| Range |
0.0026 |
0.0029 |
0.0003 |
11.5% |
0.0059 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
12 |
9 |
-3 |
-25.0% |
71 |
|
| Daily Pivots for day following 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0201 |
1.0190 |
1.0138 |
|
| R3 |
1.0172 |
1.0161 |
1.0130 |
|
| R2 |
1.0143 |
1.0143 |
1.0127 |
|
| R1 |
1.0132 |
1.0132 |
1.0125 |
1.0138 |
| PP |
1.0114 |
1.0114 |
1.0114 |
1.0116 |
| S1 |
1.0103 |
1.0103 |
1.0119 |
1.0109 |
| S2 |
1.0085 |
1.0085 |
1.0117 |
|
| S3 |
1.0056 |
1.0074 |
1.0114 |
|
| S4 |
1.0027 |
1.0045 |
1.0106 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0301 |
1.0270 |
1.0154 |
|
| R3 |
1.0242 |
1.0211 |
1.0138 |
|
| R2 |
1.0183 |
1.0183 |
1.0133 |
|
| R1 |
1.0152 |
1.0152 |
1.0127 |
1.0138 |
| PP |
1.0124 |
1.0124 |
1.0124 |
1.0117 |
| S1 |
1.0093 |
1.0093 |
1.0117 |
1.0079 |
| S2 |
1.0065 |
1.0065 |
1.0111 |
|
| S3 |
1.0006 |
1.0034 |
1.0106 |
|
| S4 |
0.9947 |
0.9975 |
1.0090 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0247 |
|
2.618 |
1.0200 |
|
1.618 |
1.0171 |
|
1.000 |
1.0153 |
|
0.618 |
1.0142 |
|
HIGH |
1.0124 |
|
0.618 |
1.0113 |
|
0.500 |
1.0110 |
|
0.382 |
1.0106 |
|
LOW |
1.0095 |
|
0.618 |
1.0077 |
|
1.000 |
1.0066 |
|
1.618 |
1.0048 |
|
2.618 |
1.0019 |
|
4.250 |
0.9972 |
|
|
| Fisher Pivots for day following 08-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0118 |
1.0120 |
| PP |
1.0114 |
1.0119 |
| S1 |
1.0110 |
1.0117 |
|