CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 11-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2019 |
11-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9984 |
1.0009 |
0.0025 |
0.3% |
1.0112 |
| High |
1.0023 |
1.0021 |
-0.0002 |
0.0% |
1.0114 |
| Low |
0.9974 |
0.9972 |
-0.0002 |
0.0% |
0.9970 |
| Close |
1.0019 |
0.9979 |
-0.0040 |
-0.4% |
1.0019 |
| Range |
0.0049 |
0.0049 |
0.0000 |
0.0% |
0.0144 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.1% |
0.0000 |
| Volume |
3,328 |
11,444 |
8,116 |
243.9% |
9,325 |
|
| Daily Pivots for day following 11-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0138 |
1.0107 |
1.0006 |
|
| R3 |
1.0089 |
1.0058 |
0.9992 |
|
| R2 |
1.0040 |
1.0040 |
0.9988 |
|
| R1 |
1.0009 |
1.0009 |
0.9983 |
1.0000 |
| PP |
0.9991 |
0.9991 |
0.9991 |
0.9986 |
| S1 |
0.9960 |
0.9960 |
0.9975 |
0.9951 |
| S2 |
0.9942 |
0.9942 |
0.9970 |
|
| S3 |
0.9893 |
0.9911 |
0.9966 |
|
| S4 |
0.9844 |
0.9862 |
0.9952 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0466 |
1.0387 |
1.0098 |
|
| R3 |
1.0322 |
1.0243 |
1.0059 |
|
| R2 |
1.0178 |
1.0178 |
1.0045 |
|
| R1 |
1.0099 |
1.0099 |
1.0032 |
1.0067 |
| PP |
1.0034 |
1.0034 |
1.0034 |
1.0018 |
| S1 |
0.9955 |
0.9955 |
1.0006 |
0.9923 |
| S2 |
0.9890 |
0.9890 |
0.9993 |
|
| S3 |
0.9746 |
0.9811 |
0.9979 |
|
| S4 |
0.9602 |
0.9667 |
0.9940 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0108 |
0.9970 |
0.0138 |
1.4% |
0.0055 |
0.5% |
7% |
False |
False |
4,019 |
| 10 |
1.0174 |
0.9970 |
0.0204 |
2.0% |
0.0052 |
0.5% |
4% |
False |
False |
2,176 |
| 20 |
1.0174 |
0.9970 |
0.0204 |
2.0% |
0.0047 |
0.5% |
4% |
False |
False |
1,104 |
| 40 |
1.0350 |
0.9970 |
0.0380 |
3.8% |
0.0044 |
0.4% |
2% |
False |
False |
556 |
| 60 |
1.0442 |
0.9970 |
0.0472 |
4.7% |
0.0050 |
0.5% |
2% |
False |
False |
371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0229 |
|
2.618 |
1.0149 |
|
1.618 |
1.0100 |
|
1.000 |
1.0070 |
|
0.618 |
1.0051 |
|
HIGH |
1.0021 |
|
0.618 |
1.0002 |
|
0.500 |
0.9997 |
|
0.382 |
0.9991 |
|
LOW |
0.9972 |
|
0.618 |
0.9942 |
|
1.000 |
0.9923 |
|
1.618 |
0.9893 |
|
2.618 |
0.9844 |
|
4.250 |
0.9764 |
|
|
| Fisher Pivots for day following 11-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9997 |
1.0014 |
| PP |
0.9991 |
1.0002 |
| S1 |
0.9985 |
0.9991 |
|