CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 26-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2019 |
26-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0147 |
1.0160 |
0.0013 |
0.1% |
1.0064 |
| High |
1.0171 |
1.0162 |
-0.0009 |
-0.1% |
1.0191 |
| Low |
1.0131 |
1.0127 |
-0.0004 |
0.0% |
1.0060 |
| Close |
1.0154 |
1.0144 |
-0.0010 |
-0.1% |
1.0137 |
| Range |
0.0040 |
0.0035 |
-0.0005 |
-12.5% |
0.0131 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
21,015 |
25,105 |
4,090 |
19.5% |
124,913 |
|
| Daily Pivots for day following 26-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0249 |
1.0232 |
1.0163 |
|
| R3 |
1.0214 |
1.0197 |
1.0154 |
|
| R2 |
1.0179 |
1.0179 |
1.0150 |
|
| R1 |
1.0162 |
1.0162 |
1.0147 |
1.0153 |
| PP |
1.0144 |
1.0144 |
1.0144 |
1.0140 |
| S1 |
1.0127 |
1.0127 |
1.0141 |
1.0118 |
| S2 |
1.0109 |
1.0109 |
1.0138 |
|
| S3 |
1.0074 |
1.0092 |
1.0134 |
|
| S4 |
1.0039 |
1.0057 |
1.0125 |
|
|
| 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 |
1.0073 |
0.0118 |
1.2% |
0.0058 |
0.6% |
60% |
False |
False |
27,768 |
| 10 |
1.0191 |
1.0004 |
0.0187 |
1.8% |
0.0047 |
0.5% |
75% |
False |
False |
26,959 |
| 20 |
1.0191 |
0.9970 |
0.0221 |
2.2% |
0.0050 |
0.5% |
79% |
False |
False |
15,277 |
| 40 |
1.0226 |
0.9970 |
0.0256 |
2.5% |
0.0045 |
0.4% |
68% |
False |
False |
7,650 |
| 60 |
1.0442 |
0.9970 |
0.0472 |
4.7% |
0.0049 |
0.5% |
37% |
False |
False |
5,101 |
| 80 |
1.0442 |
0.9970 |
0.0472 |
4.7% |
0.0047 |
0.5% |
37% |
False |
False |
3,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0311 |
|
2.618 |
1.0254 |
|
1.618 |
1.0219 |
|
1.000 |
1.0197 |
|
0.618 |
1.0184 |
|
HIGH |
1.0162 |
|
0.618 |
1.0149 |
|
0.500 |
1.0145 |
|
0.382 |
1.0140 |
|
LOW |
1.0127 |
|
0.618 |
1.0105 |
|
1.000 |
1.0092 |
|
1.618 |
1.0070 |
|
2.618 |
1.0035 |
|
4.250 |
0.9978 |
|
|
| Fisher Pivots for day following 26-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0145 |
1.0143 |
| PP |
1.0144 |
1.0142 |
| S1 |
1.0144 |
1.0141 |
|