CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 27-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2019 |
27-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0160 |
1.0136 |
-0.0024 |
-0.2% |
1.0064 |
| High |
1.0162 |
1.0175 |
0.0013 |
0.1% |
1.0191 |
| Low |
1.0127 |
1.0113 |
-0.0014 |
-0.1% |
1.0060 |
| Close |
1.0144 |
1.0129 |
-0.0015 |
-0.1% |
1.0137 |
| Range |
0.0035 |
0.0062 |
0.0027 |
77.1% |
0.0131 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
2.0% |
0.0000 |
| Volume |
25,105 |
32,949 |
7,844 |
31.2% |
124,913 |
|
| Daily Pivots for day following 27-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0325 |
1.0289 |
1.0163 |
|
| R3 |
1.0263 |
1.0227 |
1.0146 |
|
| R2 |
1.0201 |
1.0201 |
1.0140 |
|
| R1 |
1.0165 |
1.0165 |
1.0135 |
1.0152 |
| PP |
1.0139 |
1.0139 |
1.0139 |
1.0133 |
| S1 |
1.0103 |
1.0103 |
1.0123 |
1.0090 |
| S2 |
1.0077 |
1.0077 |
1.0118 |
|
| S3 |
1.0015 |
1.0041 |
1.0112 |
|
| S4 |
0.9953 |
0.9979 |
1.0095 |
|
|
| 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 |
1.0179 |
1.0111 |
0.0068 |
0.7% |
0.0047 |
0.5% |
26% |
False |
False |
28,224 |
| 10 |
1.0191 |
1.0034 |
0.0157 |
1.6% |
0.0047 |
0.5% |
61% |
False |
False |
26,967 |
| 20 |
1.0191 |
0.9970 |
0.0221 |
2.2% |
0.0051 |
0.5% |
72% |
False |
False |
16,921 |
| 40 |
1.0222 |
0.9970 |
0.0252 |
2.5% |
0.0045 |
0.4% |
63% |
False |
False |
8,474 |
| 60 |
1.0442 |
0.9970 |
0.0472 |
4.7% |
0.0049 |
0.5% |
34% |
False |
False |
5,650 |
| 80 |
1.0442 |
0.9970 |
0.0472 |
4.7% |
0.0048 |
0.5% |
34% |
False |
False |
4,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0439 |
|
2.618 |
1.0337 |
|
1.618 |
1.0275 |
|
1.000 |
1.0237 |
|
0.618 |
1.0213 |
|
HIGH |
1.0175 |
|
0.618 |
1.0151 |
|
0.500 |
1.0144 |
|
0.382 |
1.0137 |
|
LOW |
1.0113 |
|
0.618 |
1.0075 |
|
1.000 |
1.0051 |
|
1.618 |
1.0013 |
|
2.618 |
0.9951 |
|
4.250 |
0.9850 |
|
|
| Fisher Pivots for day following 27-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0144 |
1.0144 |
| PP |
1.0139 |
1.0139 |
| S1 |
1.0134 |
1.0134 |
|