CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 22-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2019 |
22-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0170 |
1.0165 |
-0.0005 |
0.0% |
1.0064 |
| High |
1.0179 |
1.0167 |
-0.0012 |
-0.1% |
1.0191 |
| Low |
1.0136 |
1.0111 |
-0.0025 |
-0.2% |
1.0060 |
| Close |
1.0145 |
1.0137 |
-0.0008 |
-0.1% |
1.0137 |
| Range |
0.0043 |
0.0056 |
0.0013 |
30.2% |
0.0131 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.9% |
0.0000 |
| Volume |
32,192 |
29,862 |
-2,330 |
-7.2% |
124,913 |
|
| Daily Pivots for day following 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0306 |
1.0278 |
1.0168 |
|
| R3 |
1.0250 |
1.0222 |
1.0152 |
|
| R2 |
1.0194 |
1.0194 |
1.0147 |
|
| R1 |
1.0166 |
1.0166 |
1.0142 |
1.0152 |
| PP |
1.0138 |
1.0138 |
1.0138 |
1.0132 |
| S1 |
1.0110 |
1.0110 |
1.0132 |
1.0096 |
| S2 |
1.0082 |
1.0082 |
1.0127 |
|
| S3 |
1.0026 |
1.0054 |
1.0122 |
|
| S4 |
0.9970 |
0.9998 |
1.0106 |
|
|
| Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0522 |
1.0461 |
1.0209 |
|
| R3 |
1.0391 |
1.0330 |
1.0173 |
|
| R2 |
1.0260 |
1.0260 |
1.0161 |
|
| R1 |
1.0199 |
1.0199 |
1.0149 |
1.0230 |
| PP |
1.0129 |
1.0129 |
1.0129 |
1.0145 |
| S1 |
1.0068 |
1.0068 |
1.0125 |
1.0099 |
| S2 |
0.9998 |
0.9998 |
1.0113 |
|
| S3 |
0.9867 |
0.9937 |
1.0101 |
|
| S4 |
0.9736 |
0.9806 |
1.0065 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0191 |
1.0060 |
0.0131 |
1.3% |
0.0055 |
0.5% |
59% |
False |
False |
24,982 |
| 10 |
1.0191 |
0.9972 |
0.0219 |
2.2% |
0.0049 |
0.5% |
75% |
False |
False |
24,912 |
| 20 |
1.0191 |
0.9970 |
0.0221 |
2.2% |
0.0049 |
0.5% |
76% |
False |
False |
12,973 |
| 40 |
1.0229 |
0.9970 |
0.0259 |
2.6% |
0.0045 |
0.4% |
64% |
False |
False |
6,497 |
| 60 |
1.0442 |
0.9970 |
0.0472 |
4.7% |
0.0052 |
0.5% |
35% |
False |
False |
4,332 |
| 80 |
1.0442 |
0.9970 |
0.0472 |
4.7% |
0.0047 |
0.5% |
35% |
False |
False |
3,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0405 |
|
2.618 |
1.0314 |
|
1.618 |
1.0258 |
|
1.000 |
1.0223 |
|
0.618 |
1.0202 |
|
HIGH |
1.0167 |
|
0.618 |
1.0146 |
|
0.500 |
1.0139 |
|
0.382 |
1.0132 |
|
LOW |
1.0111 |
|
0.618 |
1.0076 |
|
1.000 |
1.0055 |
|
1.618 |
1.0020 |
|
2.618 |
0.9964 |
|
4.250 |
0.9873 |
|
|
| Fisher Pivots for day following 22-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0139 |
1.0135 |
| PP |
1.0138 |
1.0134 |
| S1 |
1.0138 |
1.0132 |
|