CME Swiss Franc Future June 2019
Trading Metrics calculated at close of trading on 19-Feb-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2019 |
19-Feb-2019 |
Change |
Change % |
Previous Week |
Open |
1.0062 |
1.0067 |
0.0005 |
0.0% |
1.0092 |
High |
1.0067 |
1.0109 |
0.0042 |
0.4% |
1.0128 |
Low |
1.0026 |
1.0053 |
0.0027 |
0.3% |
1.0018 |
Close |
1.0066 |
1.0104 |
0.0038 |
0.4% |
1.0066 |
Range |
0.0041 |
0.0056 |
0.0015 |
36.6% |
0.0110 |
ATR |
0.0047 |
0.0048 |
0.0001 |
1.3% |
0.0000 |
Volume |
6 |
55 |
49 |
816.7% |
159 |
|
Daily Pivots for day following 19-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0257 |
1.0236 |
1.0135 |
|
R3 |
1.0201 |
1.0180 |
1.0119 |
|
R2 |
1.0145 |
1.0145 |
1.0114 |
|
R1 |
1.0124 |
1.0124 |
1.0109 |
1.0135 |
PP |
1.0089 |
1.0089 |
1.0089 |
1.0094 |
S1 |
1.0068 |
1.0068 |
1.0099 |
1.0079 |
S2 |
1.0033 |
1.0033 |
1.0094 |
|
S3 |
0.9977 |
1.0012 |
1.0089 |
|
S4 |
0.9921 |
0.9956 |
1.0073 |
|
|
Weekly Pivots for week ending 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0401 |
1.0343 |
1.0127 |
|
R3 |
1.0291 |
1.0233 |
1.0096 |
|
R2 |
1.0181 |
1.0181 |
1.0086 |
|
R1 |
1.0123 |
1.0123 |
1.0076 |
1.0097 |
PP |
1.0071 |
1.0071 |
1.0071 |
1.0058 |
S1 |
1.0013 |
1.0013 |
1.0056 |
0.9987 |
S2 |
0.9961 |
0.9961 |
1.0046 |
|
S3 |
0.9851 |
0.9903 |
1.0036 |
|
S4 |
0.9741 |
0.9793 |
1.0006 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0109 |
1.0018 |
0.0091 |
0.9% |
0.0049 |
0.5% |
95% |
True |
False |
38 |
10 |
1.0147 |
1.0018 |
0.0129 |
1.3% |
0.0044 |
0.4% |
67% |
False |
False |
28 |
20 |
1.0229 |
1.0018 |
0.0211 |
2.1% |
0.0042 |
0.4% |
41% |
False |
False |
17 |
40 |
1.0442 |
1.0018 |
0.0424 |
4.2% |
0.0056 |
0.6% |
20% |
False |
False |
9 |
60 |
1.0442 |
1.0018 |
0.0424 |
4.2% |
0.0046 |
0.5% |
20% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0347 |
2.618 |
1.0256 |
1.618 |
1.0200 |
1.000 |
1.0165 |
0.618 |
1.0144 |
HIGH |
1.0109 |
0.618 |
1.0088 |
0.500 |
1.0081 |
0.382 |
1.0074 |
LOW |
1.0053 |
0.618 |
1.0018 |
1.000 |
0.9997 |
1.618 |
0.9962 |
2.618 |
0.9906 |
4.250 |
0.9815 |
|
|
Fisher Pivots for day following 19-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
1.0096 |
1.0091 |
PP |
1.0089 |
1.0077 |
S1 |
1.0081 |
1.0064 |
|