CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 12-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2019 |
12-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0009 |
0.9989 |
-0.0020 |
-0.2% |
1.0112 |
| High |
1.0021 |
1.0027 |
0.0006 |
0.1% |
1.0114 |
| Low |
0.9972 |
0.9979 |
0.0007 |
0.1% |
0.9970 |
| Close |
0.9979 |
1.0020 |
0.0041 |
0.4% |
1.0019 |
| Range |
0.0049 |
0.0048 |
-0.0001 |
-2.0% |
0.0144 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.0% |
0.0000 |
| Volume |
11,444 |
14,209 |
2,765 |
24.2% |
9,325 |
|
| Daily Pivots for day following 12-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0153 |
1.0134 |
1.0046 |
|
| R3 |
1.0105 |
1.0086 |
1.0033 |
|
| R2 |
1.0057 |
1.0057 |
1.0029 |
|
| R1 |
1.0038 |
1.0038 |
1.0024 |
1.0047 |
| PP |
1.0009 |
1.0009 |
1.0009 |
1.0013 |
| S1 |
0.9990 |
0.9990 |
1.0016 |
1.0000 |
| S2 |
0.9961 |
0.9961 |
1.0011 |
|
| S3 |
0.9913 |
0.9942 |
1.0007 |
|
| S4 |
0.9865 |
0.9894 |
0.9994 |
|
|
| 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 |
1.0063 |
0.9970 |
0.0093 |
0.9% |
0.0051 |
0.5% |
54% |
False |
False |
6,813 |
| 10 |
1.0174 |
0.9970 |
0.0204 |
2.0% |
0.0054 |
0.5% |
25% |
False |
False |
3,596 |
| 20 |
1.0174 |
0.9970 |
0.0204 |
2.0% |
0.0047 |
0.5% |
25% |
False |
False |
1,814 |
| 40 |
1.0350 |
0.9970 |
0.0380 |
3.8% |
0.0044 |
0.4% |
13% |
False |
False |
911 |
| 60 |
1.0442 |
0.9970 |
0.0472 |
4.7% |
0.0050 |
0.5% |
11% |
False |
False |
608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0231 |
|
2.618 |
1.0153 |
|
1.618 |
1.0105 |
|
1.000 |
1.0075 |
|
0.618 |
1.0057 |
|
HIGH |
1.0027 |
|
0.618 |
1.0009 |
|
0.500 |
1.0003 |
|
0.382 |
0.9997 |
|
LOW |
0.9979 |
|
0.618 |
0.9949 |
|
1.000 |
0.9931 |
|
1.618 |
0.9901 |
|
2.618 |
0.9853 |
|
4.250 |
0.9775 |
|
|
| Fisher Pivots for day following 12-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0014 |
1.0013 |
| PP |
1.0009 |
1.0006 |
| S1 |
1.0003 |
1.0000 |
|