CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 29-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2019 |
29-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0130 |
1.0127 |
-0.0003 |
0.0% |
1.0147 |
| High |
1.0131 |
1.0130 |
-0.0001 |
0.0% |
1.0175 |
| Low |
1.0101 |
1.0098 |
-0.0003 |
0.0% |
1.0098 |
| Close |
1.0121 |
1.0114 |
-0.0007 |
-0.1% |
1.0114 |
| Range |
0.0030 |
0.0032 |
0.0002 |
6.7% |
0.0077 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
25,219 |
25,660 |
441 |
1.7% |
129,948 |
|
| Daily Pivots for day following 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0210 |
1.0194 |
1.0132 |
|
| R3 |
1.0178 |
1.0162 |
1.0123 |
|
| R2 |
1.0146 |
1.0146 |
1.0120 |
|
| R1 |
1.0130 |
1.0130 |
1.0117 |
1.0122 |
| PP |
1.0114 |
1.0114 |
1.0114 |
1.0110 |
| S1 |
1.0098 |
1.0098 |
1.0111 |
1.0090 |
| S2 |
1.0082 |
1.0082 |
1.0108 |
|
| S3 |
1.0050 |
1.0066 |
1.0105 |
|
| S4 |
1.0018 |
1.0034 |
1.0096 |
|
|
| Weekly Pivots for week ending 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0360 |
1.0314 |
1.0156 |
|
| R3 |
1.0283 |
1.0237 |
1.0135 |
|
| R2 |
1.0206 |
1.0206 |
1.0128 |
|
| R1 |
1.0160 |
1.0160 |
1.0121 |
1.0145 |
| PP |
1.0129 |
1.0129 |
1.0129 |
1.0121 |
| S1 |
1.0083 |
1.0083 |
1.0107 |
1.0068 |
| S2 |
1.0052 |
1.0052 |
1.0100 |
|
| S3 |
0.9975 |
1.0006 |
1.0093 |
|
| S4 |
0.9898 |
0.9929 |
1.0072 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0175 |
1.0098 |
0.0077 |
0.8% |
0.0040 |
0.4% |
21% |
False |
True |
25,989 |
| 10 |
1.0191 |
1.0060 |
0.0131 |
1.3% |
0.0048 |
0.5% |
41% |
False |
False |
25,486 |
| 20 |
1.0191 |
0.9970 |
0.0221 |
2.2% |
0.0048 |
0.5% |
65% |
False |
False |
19,420 |
| 40 |
1.0206 |
0.9970 |
0.0236 |
2.3% |
0.0044 |
0.4% |
61% |
False |
False |
9,745 |
| 60 |
1.0442 |
0.9970 |
0.0472 |
4.7% |
0.0047 |
0.5% |
31% |
False |
False |
6,498 |
| 80 |
1.0442 |
0.9970 |
0.0472 |
4.7% |
0.0048 |
0.5% |
31% |
False |
False |
4,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0266 |
|
2.618 |
1.0214 |
|
1.618 |
1.0182 |
|
1.000 |
1.0162 |
|
0.618 |
1.0150 |
|
HIGH |
1.0130 |
|
0.618 |
1.0118 |
|
0.500 |
1.0114 |
|
0.382 |
1.0110 |
|
LOW |
1.0098 |
|
0.618 |
1.0078 |
|
1.000 |
1.0066 |
|
1.618 |
1.0046 |
|
2.618 |
1.0014 |
|
4.250 |
0.9962 |
|
|
| Fisher Pivots for day following 29-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0114 |
1.0137 |
| PP |
1.0114 |
1.0129 |
| S1 |
1.0114 |
1.0122 |
|