CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 01-Apr-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2019 |
01-Apr-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0127 |
1.0127 |
0.0000 |
0.0% |
1.0147 |
| High |
1.0130 |
1.0143 |
0.0013 |
0.1% |
1.0175 |
| Low |
1.0098 |
1.0077 |
-0.0021 |
-0.2% |
1.0098 |
| Close |
1.0114 |
1.0083 |
-0.0031 |
-0.3% |
1.0114 |
| Range |
0.0032 |
0.0066 |
0.0034 |
106.3% |
0.0077 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.9% |
0.0000 |
| Volume |
25,660 |
30,829 |
5,169 |
20.1% |
129,948 |
|
| Daily Pivots for day following 01-Apr-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0299 |
1.0257 |
1.0119 |
|
| R3 |
1.0233 |
1.0191 |
1.0101 |
|
| R2 |
1.0167 |
1.0167 |
1.0095 |
|
| R1 |
1.0125 |
1.0125 |
1.0089 |
1.0113 |
| PP |
1.0101 |
1.0101 |
1.0101 |
1.0095 |
| S1 |
1.0059 |
1.0059 |
1.0077 |
1.0047 |
| S2 |
1.0035 |
1.0035 |
1.0071 |
|
| S3 |
0.9969 |
0.9993 |
1.0065 |
|
| S4 |
0.9903 |
0.9927 |
1.0047 |
|
|
| 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 |
1.0077 |
0.0098 |
1.0% |
0.0045 |
0.4% |
6% |
False |
True |
27,952 |
| 10 |
1.0191 |
1.0069 |
0.0122 |
1.2% |
0.0051 |
0.5% |
11% |
False |
False |
26,951 |
| 20 |
1.0191 |
0.9970 |
0.0221 |
2.2% |
0.0049 |
0.5% |
51% |
False |
False |
20,927 |
| 40 |
1.0191 |
0.9970 |
0.0221 |
2.2% |
0.0045 |
0.4% |
51% |
False |
False |
10,515 |
| 60 |
1.0442 |
0.9970 |
0.0472 |
4.7% |
0.0047 |
0.5% |
24% |
False |
False |
7,012 |
| 80 |
1.0442 |
0.9970 |
0.0472 |
4.7% |
0.0048 |
0.5% |
24% |
False |
False |
5,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0424 |
|
2.618 |
1.0316 |
|
1.618 |
1.0250 |
|
1.000 |
1.0209 |
|
0.618 |
1.0184 |
|
HIGH |
1.0143 |
|
0.618 |
1.0118 |
|
0.500 |
1.0110 |
|
0.382 |
1.0102 |
|
LOW |
1.0077 |
|
0.618 |
1.0036 |
|
1.000 |
1.0011 |
|
1.618 |
0.9970 |
|
2.618 |
0.9904 |
|
4.250 |
0.9797 |
|
|
| Fisher Pivots for day following 01-Apr-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0110 |
1.0110 |
| PP |
1.0101 |
1.0101 |
| S1 |
1.0092 |
1.0092 |
|