CME Swiss Franc Future June 2019
Trading Metrics calculated at close of trading on 20-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2019 |
20-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
1.0070 |
1.0090 |
0.0020 |
0.2% |
1.0009 |
High |
1.0100 |
1.0191 |
0.0091 |
0.9% |
1.0075 |
Low |
1.0069 |
1.0073 |
0.0004 |
0.0% |
0.9972 |
Close |
1.0093 |
1.0188 |
0.0095 |
0.9% |
1.0062 |
Range |
0.0031 |
0.0118 |
0.0087 |
280.6% |
0.0103 |
ATR |
0.0044 |
0.0049 |
0.0005 |
12.0% |
0.0000 |
Volume |
16,019 |
30,667 |
14,648 |
91.4% |
124,216 |
|
Daily Pivots for day following 20-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0505 |
1.0464 |
1.0253 |
|
R3 |
1.0387 |
1.0346 |
1.0220 |
|
R2 |
1.0269 |
1.0269 |
1.0210 |
|
R1 |
1.0228 |
1.0228 |
1.0199 |
1.0249 |
PP |
1.0151 |
1.0151 |
1.0151 |
1.0161 |
S1 |
1.0110 |
1.0110 |
1.0177 |
1.0131 |
S2 |
1.0033 |
1.0033 |
1.0166 |
|
S3 |
0.9915 |
0.9992 |
1.0156 |
|
S4 |
0.9797 |
0.9874 |
1.0123 |
|
|
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 |
1.0191 |
1.0034 |
0.0157 |
1.5% |
0.0048 |
0.5% |
98% |
True |
False |
25,711 |
10 |
1.0191 |
0.9970 |
0.0221 |
2.2% |
0.0053 |
0.5% |
99% |
True |
False |
19,395 |
20 |
1.0191 |
0.9970 |
0.0221 |
2.2% |
0.0047 |
0.5% |
99% |
True |
False |
9,873 |
40 |
1.0229 |
0.9970 |
0.0259 |
2.5% |
0.0045 |
0.4% |
84% |
False |
False |
4,946 |
60 |
1.0442 |
0.9970 |
0.0472 |
4.6% |
0.0052 |
0.5% |
46% |
False |
False |
3,298 |
80 |
1.0442 |
0.9970 |
0.0472 |
4.6% |
0.0047 |
0.5% |
46% |
False |
False |
2,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0693 |
2.618 |
1.0500 |
1.618 |
1.0382 |
1.000 |
1.0309 |
0.618 |
1.0264 |
HIGH |
1.0191 |
0.618 |
1.0146 |
0.500 |
1.0132 |
0.382 |
1.0118 |
LOW |
1.0073 |
0.618 |
1.0000 |
1.000 |
0.9955 |
1.618 |
0.9882 |
2.618 |
0.9764 |
4.250 |
0.9572 |
|
|
Fisher Pivots for day following 20-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
1.0169 |
1.0167 |
PP |
1.0151 |
1.0146 |
S1 |
1.0132 |
1.0126 |
|