CME Swiss Franc Future June 2019
Trading Metrics calculated at close of trading on 21-Feb-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2019 |
21-Feb-2019 |
Change |
Change % |
Previous Week |
Open |
1.0104 |
1.0094 |
-0.0010 |
-0.1% |
1.0092 |
High |
1.0128 |
1.0112 |
-0.0016 |
-0.2% |
1.0128 |
Low |
1.0093 |
1.0086 |
-0.0007 |
-0.1% |
1.0018 |
Close |
1.0108 |
1.0095 |
-0.0013 |
-0.1% |
1.0066 |
Range |
0.0035 |
0.0026 |
-0.0009 |
-25.7% |
0.0110 |
ATR |
0.0047 |
0.0045 |
-0.0001 |
-3.2% |
0.0000 |
Volume |
35 |
28 |
-7 |
-20.0% |
159 |
|
Daily Pivots for day following 21-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0176 |
1.0161 |
1.0109 |
|
R3 |
1.0150 |
1.0135 |
1.0102 |
|
R2 |
1.0124 |
1.0124 |
1.0100 |
|
R1 |
1.0109 |
1.0109 |
1.0097 |
1.0117 |
PP |
1.0098 |
1.0098 |
1.0098 |
1.0101 |
S1 |
1.0083 |
1.0083 |
1.0093 |
1.0091 |
S2 |
1.0072 |
1.0072 |
1.0090 |
|
S3 |
1.0046 |
1.0057 |
1.0088 |
|
S4 |
1.0020 |
1.0031 |
1.0081 |
|
|
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 |
1.0128 |
1.0018 |
0.0110 |
1.1% |
0.0042 |
0.4% |
70% |
False |
False |
37 |
10 |
1.0128 |
1.0018 |
0.0110 |
1.1% |
0.0042 |
0.4% |
70% |
False |
False |
29 |
20 |
1.0229 |
1.0018 |
0.0211 |
2.1% |
0.0041 |
0.4% |
36% |
False |
False |
20 |
40 |
1.0442 |
1.0018 |
0.0424 |
4.2% |
0.0052 |
0.5% |
18% |
False |
False |
11 |
60 |
1.0442 |
1.0018 |
0.0424 |
4.2% |
0.0046 |
0.5% |
18% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0223 |
2.618 |
1.0180 |
1.618 |
1.0154 |
1.000 |
1.0138 |
0.618 |
1.0128 |
HIGH |
1.0112 |
0.618 |
1.0102 |
0.500 |
1.0099 |
0.382 |
1.0096 |
LOW |
1.0086 |
0.618 |
1.0070 |
1.000 |
1.0060 |
1.618 |
1.0044 |
2.618 |
1.0018 |
4.250 |
0.9976 |
|
|
Fisher Pivots for day following 21-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
1.0099 |
1.0094 |
PP |
1.0098 |
1.0092 |
S1 |
1.0096 |
1.0091 |
|