CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 19-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2019 |
19-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0064 |
1.0070 |
0.0006 |
0.1% |
1.0009 |
| High |
1.0088 |
1.0100 |
0.0012 |
0.1% |
1.0075 |
| Low |
1.0060 |
1.0069 |
0.0009 |
0.1% |
0.9972 |
| Close |
1.0074 |
1.0093 |
0.0019 |
0.2% |
1.0062 |
| Range |
0.0028 |
0.0031 |
0.0003 |
10.7% |
0.0103 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
16,173 |
16,019 |
-154 |
-1.0% |
124,216 |
|
| Daily Pivots for day following 19-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0180 |
1.0168 |
1.0110 |
|
| R3 |
1.0149 |
1.0137 |
1.0102 |
|
| R2 |
1.0118 |
1.0118 |
1.0099 |
|
| R1 |
1.0106 |
1.0106 |
1.0096 |
1.0112 |
| PP |
1.0087 |
1.0087 |
1.0087 |
1.0091 |
| S1 |
1.0075 |
1.0075 |
1.0090 |
1.0081 |
| S2 |
1.0056 |
1.0056 |
1.0087 |
|
| S3 |
1.0025 |
1.0044 |
1.0084 |
|
| S4 |
0.9994 |
1.0013 |
1.0076 |
|
|
| 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 |
1.0100 |
1.0004 |
0.0096 |
1.0% |
0.0036 |
0.4% |
93% |
True |
False |
26,151 |
| 10 |
1.0100 |
0.9970 |
0.0130 |
1.3% |
0.0043 |
0.4% |
95% |
True |
False |
16,482 |
| 20 |
1.0174 |
0.9970 |
0.0204 |
2.0% |
0.0043 |
0.4% |
60% |
False |
False |
8,342 |
| 40 |
1.0229 |
0.9970 |
0.0259 |
2.6% |
0.0043 |
0.4% |
47% |
False |
False |
4,180 |
| 60 |
1.0442 |
0.9970 |
0.0472 |
4.7% |
0.0052 |
0.5% |
26% |
False |
False |
2,787 |
| 80 |
1.0442 |
0.9970 |
0.0472 |
4.7% |
0.0046 |
0.5% |
26% |
False |
False |
2,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0232 |
|
2.618 |
1.0181 |
|
1.618 |
1.0150 |
|
1.000 |
1.0131 |
|
0.618 |
1.0119 |
|
HIGH |
1.0100 |
|
0.618 |
1.0088 |
|
0.500 |
1.0085 |
|
0.382 |
1.0081 |
|
LOW |
1.0069 |
|
0.618 |
1.0050 |
|
1.000 |
1.0038 |
|
1.618 |
1.0019 |
|
2.618 |
0.9988 |
|
4.250 |
0.9937 |
|
|
| Fisher Pivots for day following 19-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0090 |
1.0084 |
| PP |
1.0087 |
1.0076 |
| S1 |
1.0085 |
1.0067 |
|