CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 21-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2019 |
21-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0090 |
1.0170 |
0.0080 |
0.8% |
1.0009 |
| High |
1.0191 |
1.0179 |
-0.0012 |
-0.1% |
1.0075 |
| Low |
1.0073 |
1.0136 |
0.0063 |
0.6% |
0.9972 |
| Close |
1.0188 |
1.0145 |
-0.0043 |
-0.4% |
1.0062 |
| Range |
0.0118 |
0.0043 |
-0.0075 |
-63.6% |
0.0103 |
| ATR |
0.0049 |
0.0050 |
0.0000 |
0.4% |
0.0000 |
| Volume |
30,667 |
32,192 |
1,525 |
5.0% |
124,216 |
|
| Daily Pivots for day following 21-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0282 |
1.0257 |
1.0169 |
|
| R3 |
1.0239 |
1.0214 |
1.0157 |
|
| R2 |
1.0196 |
1.0196 |
1.0153 |
|
| R1 |
1.0171 |
1.0171 |
1.0149 |
1.0162 |
| PP |
1.0153 |
1.0153 |
1.0153 |
1.0149 |
| S1 |
1.0128 |
1.0128 |
1.0141 |
1.0119 |
| S2 |
1.0110 |
1.0110 |
1.0137 |
|
| S3 |
1.0067 |
1.0085 |
1.0133 |
|
| S4 |
1.0024 |
1.0042 |
1.0121 |
|
|
| 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% |
0.0052 |
0.5% |
71% |
False |
False |
23,915 |
| 10 |
1.0191 |
0.9972 |
0.0219 |
2.2% |
0.0048 |
0.5% |
79% |
False |
False |
22,259 |
| 20 |
1.0191 |
0.9970 |
0.0221 |
2.2% |
0.0048 |
0.5% |
79% |
False |
False |
11,482 |
| 40 |
1.0229 |
0.9970 |
0.0259 |
2.6% |
0.0045 |
0.4% |
68% |
False |
False |
5,751 |
| 60 |
1.0442 |
0.9970 |
0.0472 |
4.7% |
0.0051 |
0.5% |
37% |
False |
False |
3,834 |
| 80 |
1.0442 |
0.9970 |
0.0472 |
4.7% |
0.0047 |
0.5% |
37% |
False |
False |
2,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0362 |
|
2.618 |
1.0292 |
|
1.618 |
1.0249 |
|
1.000 |
1.0222 |
|
0.618 |
1.0206 |
|
HIGH |
1.0179 |
|
0.618 |
1.0163 |
|
0.500 |
1.0158 |
|
0.382 |
1.0152 |
|
LOW |
1.0136 |
|
0.618 |
1.0109 |
|
1.000 |
1.0093 |
|
1.618 |
1.0066 |
|
2.618 |
1.0023 |
|
4.250 |
0.9953 |
|
|
| Fisher Pivots for day following 21-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0158 |
1.0140 |
| PP |
1.0153 |
1.0135 |
| S1 |
1.0149 |
1.0130 |
|