CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 15-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2019 |
15-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0051 |
1.0047 |
-0.0004 |
0.0% |
1.0009 |
| High |
1.0056 |
1.0075 |
0.0019 |
0.2% |
1.0075 |
| Low |
1.0036 |
1.0034 |
-0.0002 |
0.0% |
0.9972 |
| Close |
1.0045 |
1.0062 |
0.0017 |
0.2% |
1.0062 |
| Range |
0.0020 |
0.0041 |
0.0021 |
105.0% |
0.0103 |
| ATR |
0.0047 |
0.0046 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
41,169 |
24,527 |
-16,642 |
-40.4% |
124,216 |
|
| Daily Pivots for day following 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0180 |
1.0162 |
1.0085 |
|
| R3 |
1.0139 |
1.0121 |
1.0073 |
|
| R2 |
1.0098 |
1.0098 |
1.0070 |
|
| R1 |
1.0080 |
1.0080 |
1.0066 |
1.0089 |
| PP |
1.0057 |
1.0057 |
1.0057 |
1.0062 |
| S1 |
1.0039 |
1.0039 |
1.0058 |
1.0048 |
| S2 |
1.0016 |
1.0016 |
1.0054 |
|
| S3 |
0.9975 |
0.9998 |
1.0051 |
|
| S4 |
0.9934 |
0.9957 |
1.0039 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0345 |
1.0307 |
1.0119 |
|
| R3 |
1.0242 |
1.0204 |
1.0090 |
|
| R2 |
1.0139 |
1.0139 |
1.0081 |
|
| R1 |
1.0101 |
1.0101 |
1.0071 |
1.0120 |
| PP |
1.0036 |
1.0036 |
1.0036 |
1.0046 |
| S1 |
0.9998 |
0.9998 |
1.0053 |
1.0017 |
| S2 |
0.9933 |
0.9933 |
1.0043 |
|
| S3 |
0.9830 |
0.9895 |
1.0034 |
|
| S4 |
0.9727 |
0.9792 |
1.0005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0075 |
0.9972 |
0.0103 |
1.0% |
0.0043 |
0.4% |
87% |
True |
False |
24,843 |
| 10 |
1.0114 |
0.9970 |
0.0144 |
1.4% |
0.0048 |
0.5% |
64% |
False |
False |
13,354 |
| 20 |
1.0174 |
0.9970 |
0.0204 |
2.0% |
0.0045 |
0.4% |
45% |
False |
False |
6,735 |
| 40 |
1.0248 |
0.9970 |
0.0278 |
2.8% |
0.0043 |
0.4% |
33% |
False |
False |
3,375 |
| 60 |
1.0442 |
0.9970 |
0.0472 |
4.7% |
0.0052 |
0.5% |
19% |
False |
False |
2,250 |
| 80 |
1.0442 |
0.9970 |
0.0472 |
4.7% |
0.0045 |
0.5% |
19% |
False |
False |
1,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0249 |
|
2.618 |
1.0182 |
|
1.618 |
1.0141 |
|
1.000 |
1.0116 |
|
0.618 |
1.0100 |
|
HIGH |
1.0075 |
|
0.618 |
1.0059 |
|
0.500 |
1.0055 |
|
0.382 |
1.0050 |
|
LOW |
1.0034 |
|
0.618 |
1.0009 |
|
1.000 |
0.9993 |
|
1.618 |
0.9968 |
|
2.618 |
0.9927 |
|
4.250 |
0.9860 |
|
|
| Fisher Pivots for day following 15-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0060 |
1.0055 |
| PP |
1.0057 |
1.0047 |
| S1 |
1.0055 |
1.0040 |
|