CME Swiss Franc Future June 2019
Trading Metrics calculated at close of trading on 14-Feb-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2019 |
14-Feb-2019 |
Change |
Change % |
Previous Week |
Open |
1.0055 |
1.0023 |
-0.0032 |
-0.3% |
1.0142 |
High |
1.0074 |
1.0068 |
-0.0006 |
-0.1% |
1.0154 |
Low |
1.0027 |
1.0018 |
-0.0009 |
-0.1% |
1.0095 |
Close |
1.0030 |
1.0067 |
0.0037 |
0.4% |
1.0122 |
Range |
0.0047 |
0.0050 |
0.0003 |
6.4% |
0.0059 |
ATR |
0.0047 |
0.0048 |
0.0000 |
0.4% |
0.0000 |
Volume |
46 |
63 |
17 |
37.0% |
71 |
|
Daily Pivots for day following 14-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0201 |
1.0184 |
1.0095 |
|
R3 |
1.0151 |
1.0134 |
1.0081 |
|
R2 |
1.0101 |
1.0101 |
1.0076 |
|
R1 |
1.0084 |
1.0084 |
1.0072 |
1.0093 |
PP |
1.0051 |
1.0051 |
1.0051 |
1.0055 |
S1 |
1.0034 |
1.0034 |
1.0062 |
1.0043 |
S2 |
1.0001 |
1.0001 |
1.0058 |
|
S3 |
0.9951 |
0.9984 |
1.0053 |
|
S4 |
0.9901 |
0.9934 |
1.0040 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0128 |
1.0018 |
0.0110 |
1.1% |
0.0047 |
0.5% |
45% |
False |
True |
32 |
10 |
1.0206 |
1.0018 |
0.0188 |
1.9% |
0.0040 |
0.4% |
26% |
False |
True |
22 |
20 |
1.0248 |
1.0018 |
0.0230 |
2.3% |
0.0041 |
0.4% |
21% |
False |
True |
15 |
40 |
1.0442 |
1.0018 |
0.0424 |
4.2% |
0.0055 |
0.5% |
12% |
False |
True |
8 |
60 |
1.0442 |
1.0018 |
0.0424 |
4.2% |
0.0045 |
0.5% |
12% |
False |
True |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0281 |
2.618 |
1.0199 |
1.618 |
1.0149 |
1.000 |
1.0118 |
0.618 |
1.0099 |
HIGH |
1.0068 |
0.618 |
1.0049 |
0.500 |
1.0043 |
0.382 |
1.0037 |
LOW |
1.0018 |
0.618 |
0.9987 |
1.000 |
0.9968 |
1.618 |
0.9937 |
2.618 |
0.9887 |
4.250 |
0.9806 |
|
|
Fisher Pivots for day following 14-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
1.0059 |
1.0061 |
PP |
1.0051 |
1.0055 |
S1 |
1.0043 |
1.0049 |
|