CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 14-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2019 |
14-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0012 |
1.0051 |
0.0039 |
0.4% |
1.0112 |
| High |
1.0062 |
1.0056 |
-0.0006 |
-0.1% |
1.0114 |
| Low |
1.0004 |
1.0036 |
0.0032 |
0.3% |
0.9970 |
| Close |
1.0056 |
1.0045 |
-0.0011 |
-0.1% |
1.0019 |
| Range |
0.0058 |
0.0020 |
-0.0038 |
-65.5% |
0.0144 |
| ATR |
0.0049 |
0.0047 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
32,867 |
41,169 |
8,302 |
25.3% |
9,325 |
|
| Daily Pivots for day following 14-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0106 |
1.0095 |
1.0056 |
|
| R3 |
1.0086 |
1.0075 |
1.0051 |
|
| R2 |
1.0066 |
1.0066 |
1.0049 |
|
| R1 |
1.0055 |
1.0055 |
1.0047 |
1.0051 |
| PP |
1.0046 |
1.0046 |
1.0046 |
1.0043 |
| S1 |
1.0035 |
1.0035 |
1.0043 |
1.0031 |
| S2 |
1.0026 |
1.0026 |
1.0041 |
|
| S3 |
1.0006 |
1.0015 |
1.0040 |
|
| S4 |
0.9986 |
0.9995 |
1.0034 |
|
|
| 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 |
1.0062 |
0.9972 |
0.0090 |
0.9% |
0.0045 |
0.4% |
81% |
False |
False |
20,603 |
| 10 |
1.0135 |
0.9970 |
0.0165 |
1.6% |
0.0048 |
0.5% |
45% |
False |
False |
10,931 |
| 20 |
1.0174 |
0.9970 |
0.0204 |
2.0% |
0.0046 |
0.5% |
37% |
False |
False |
5,512 |
| 40 |
1.0275 |
0.9970 |
0.0305 |
3.0% |
0.0043 |
0.4% |
25% |
False |
False |
2,762 |
| 60 |
1.0442 |
0.9970 |
0.0472 |
4.7% |
0.0051 |
0.5% |
16% |
False |
False |
1,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0141 |
|
2.618 |
1.0108 |
|
1.618 |
1.0088 |
|
1.000 |
1.0076 |
|
0.618 |
1.0068 |
|
HIGH |
1.0056 |
|
0.618 |
1.0048 |
|
0.500 |
1.0046 |
|
0.382 |
1.0044 |
|
LOW |
1.0036 |
|
0.618 |
1.0024 |
|
1.000 |
1.0016 |
|
1.618 |
1.0004 |
|
2.618 |
0.9984 |
|
4.250 |
0.9951 |
|
|
| Fisher Pivots for day following 14-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0046 |
1.0037 |
| PP |
1.0046 |
1.0029 |
| S1 |
1.0045 |
1.0021 |
|