CME Swiss Franc Future June 2019
Trading Metrics calculated at close of trading on 26-Feb-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2019 |
26-Feb-2019 |
Change |
Change % |
Previous Week |
Open |
1.0100 |
1.0108 |
0.0008 |
0.1% |
1.0067 |
High |
1.0121 |
1.0115 |
-0.0006 |
-0.1% |
1.0128 |
Low |
1.0095 |
1.0086 |
-0.0009 |
-0.1% |
1.0053 |
Close |
1.0103 |
1.0113 |
0.0010 |
0.1% |
1.0106 |
Range |
0.0026 |
0.0029 |
0.0003 |
11.5% |
0.0075 |
ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
19 |
14 |
-5 |
-26.3% |
150 |
|
Daily Pivots for day following 26-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0192 |
1.0181 |
1.0129 |
|
R3 |
1.0163 |
1.0152 |
1.0121 |
|
R2 |
1.0134 |
1.0134 |
1.0118 |
|
R1 |
1.0123 |
1.0123 |
1.0116 |
1.0129 |
PP |
1.0105 |
1.0105 |
1.0105 |
1.0107 |
S1 |
1.0094 |
1.0094 |
1.0110 |
1.0100 |
S2 |
1.0076 |
1.0076 |
1.0108 |
|
S3 |
1.0047 |
1.0065 |
1.0105 |
|
S4 |
1.0018 |
1.0036 |
1.0097 |
|
|
Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0321 |
1.0288 |
1.0147 |
|
R3 |
1.0246 |
1.0213 |
1.0127 |
|
R2 |
1.0171 |
1.0171 |
1.0120 |
|
R1 |
1.0138 |
1.0138 |
1.0113 |
1.0155 |
PP |
1.0096 |
1.0096 |
1.0096 |
1.0104 |
S1 |
1.0063 |
1.0063 |
1.0099 |
1.0080 |
S2 |
1.0021 |
1.0021 |
1.0092 |
|
S3 |
0.9946 |
0.9988 |
1.0085 |
|
S4 |
0.9871 |
0.9913 |
1.0065 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0128 |
1.0082 |
0.0046 |
0.5% |
0.0030 |
0.3% |
67% |
False |
False |
25 |
10 |
1.0128 |
1.0018 |
0.0110 |
1.1% |
0.0040 |
0.4% |
86% |
False |
False |
31 |
20 |
1.0226 |
1.0018 |
0.0208 |
2.1% |
0.0040 |
0.4% |
46% |
False |
False |
23 |
40 |
1.0442 |
1.0018 |
0.0424 |
4.2% |
0.0049 |
0.5% |
22% |
False |
False |
12 |
60 |
1.0442 |
1.0018 |
0.0424 |
4.2% |
0.0046 |
0.5% |
22% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0238 |
2.618 |
1.0191 |
1.618 |
1.0162 |
1.000 |
1.0144 |
0.618 |
1.0133 |
HIGH |
1.0115 |
0.618 |
1.0104 |
0.500 |
1.0101 |
0.382 |
1.0097 |
LOW |
1.0086 |
0.618 |
1.0068 |
1.000 |
1.0057 |
1.618 |
1.0039 |
2.618 |
1.0010 |
4.250 |
0.9963 |
|
|
Fisher Pivots for day following 26-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
1.0109 |
1.0109 |
PP |
1.0105 |
1.0105 |
S1 |
1.0101 |
1.0102 |
|