CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 25-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2019 |
25-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0165 |
1.0147 |
-0.0018 |
-0.2% |
1.0064 |
| High |
1.0167 |
1.0171 |
0.0004 |
0.0% |
1.0191 |
| Low |
1.0111 |
1.0131 |
0.0020 |
0.2% |
1.0060 |
| Close |
1.0137 |
1.0154 |
0.0017 |
0.2% |
1.0137 |
| Range |
0.0056 |
0.0040 |
-0.0016 |
-28.6% |
0.0131 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
29,862 |
21,015 |
-8,847 |
-29.6% |
124,913 |
|
| Daily Pivots for day following 25-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0272 |
1.0253 |
1.0176 |
|
| R3 |
1.0232 |
1.0213 |
1.0165 |
|
| R2 |
1.0192 |
1.0192 |
1.0161 |
|
| R1 |
1.0173 |
1.0173 |
1.0158 |
1.0183 |
| PP |
1.0152 |
1.0152 |
1.0152 |
1.0157 |
| S1 |
1.0133 |
1.0133 |
1.0150 |
1.0143 |
| S2 |
1.0112 |
1.0112 |
1.0147 |
|
| S3 |
1.0072 |
1.0093 |
1.0143 |
|
| S4 |
1.0032 |
1.0053 |
1.0132 |
|
|
| 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 |
1.0069 |
0.0122 |
1.2% |
0.0058 |
0.6% |
70% |
False |
False |
25,951 |
| 10 |
1.0191 |
0.9979 |
0.0212 |
2.1% |
0.0048 |
0.5% |
83% |
False |
False |
25,870 |
| 20 |
1.0191 |
0.9970 |
0.0221 |
2.2% |
0.0050 |
0.5% |
83% |
False |
False |
14,023 |
| 40 |
1.0229 |
0.9970 |
0.0259 |
2.6% |
0.0045 |
0.4% |
71% |
False |
False |
7,023 |
| 60 |
1.0442 |
0.9970 |
0.0472 |
4.6% |
0.0050 |
0.5% |
39% |
False |
False |
4,682 |
| 80 |
1.0442 |
0.9970 |
0.0472 |
4.6% |
0.0048 |
0.5% |
39% |
False |
False |
3,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0341 |
|
2.618 |
1.0276 |
|
1.618 |
1.0236 |
|
1.000 |
1.0211 |
|
0.618 |
1.0196 |
|
HIGH |
1.0171 |
|
0.618 |
1.0156 |
|
0.500 |
1.0151 |
|
0.382 |
1.0146 |
|
LOW |
1.0131 |
|
0.618 |
1.0106 |
|
1.000 |
1.0091 |
|
1.618 |
1.0066 |
|
2.618 |
1.0026 |
|
4.250 |
0.9961 |
|
|
| Fisher Pivots for day following 25-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0153 |
1.0151 |
| PP |
1.0152 |
1.0148 |
| S1 |
1.0151 |
1.0145 |
|