CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 25-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2019 |
25-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0098 |
1.0100 |
0.0002 |
0.0% |
1.0067 |
| High |
1.0117 |
1.0121 |
0.0004 |
0.0% |
1.0128 |
| Low |
1.0082 |
1.0095 |
0.0013 |
0.1% |
1.0053 |
| Close |
1.0106 |
1.0103 |
-0.0003 |
0.0% |
1.0106 |
| Range |
0.0035 |
0.0026 |
-0.0009 |
-25.7% |
0.0075 |
| ATR |
0.0045 |
0.0043 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
32 |
19 |
-13 |
-40.6% |
150 |
|
| Daily Pivots for day following 25-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0184 |
1.0170 |
1.0117 |
|
| R3 |
1.0158 |
1.0144 |
1.0110 |
|
| R2 |
1.0132 |
1.0132 |
1.0108 |
|
| R1 |
1.0118 |
1.0118 |
1.0105 |
1.0125 |
| PP |
1.0106 |
1.0106 |
1.0106 |
1.0110 |
| S1 |
1.0092 |
1.0092 |
1.0101 |
1.0099 |
| S2 |
1.0080 |
1.0080 |
1.0098 |
|
| S3 |
1.0054 |
1.0066 |
1.0096 |
|
| S4 |
1.0028 |
1.0040 |
1.0089 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0321 |
1.0288 |
1.0147 |
|
| R3 |
1.0246 |
1.0213 |
1.0127 |
|
| R2 |
1.0171 |
1.0171 |
1.0120 |
|
| R1 |
1.0138 |
1.0138 |
1.0113 |
1.0155 |
| PP |
1.0096 |
1.0096 |
1.0096 |
1.0104 |
| S1 |
1.0063 |
1.0063 |
1.0099 |
1.0080 |
| S2 |
1.0021 |
1.0021 |
1.0092 |
|
| S3 |
0.9946 |
0.9988 |
1.0085 |
|
| S4 |
0.9871 |
0.9913 |
1.0065 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0128 |
1.0053 |
0.0075 |
0.7% |
0.0036 |
0.4% |
67% |
False |
False |
33 |
| 10 |
1.0128 |
1.0018 |
0.0110 |
1.1% |
0.0043 |
0.4% |
77% |
False |
False |
32 |
| 20 |
1.0229 |
1.0018 |
0.0211 |
2.1% |
0.0040 |
0.4% |
40% |
False |
False |
22 |
| 40 |
1.0442 |
1.0018 |
0.0424 |
4.2% |
0.0051 |
0.5% |
20% |
False |
False |
12 |
| 60 |
1.0442 |
1.0018 |
0.0424 |
4.2% |
0.0047 |
0.5% |
20% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0232 |
|
2.618 |
1.0189 |
|
1.618 |
1.0163 |
|
1.000 |
1.0147 |
|
0.618 |
1.0137 |
|
HIGH |
1.0121 |
|
0.618 |
1.0111 |
|
0.500 |
1.0108 |
|
0.382 |
1.0105 |
|
LOW |
1.0095 |
|
0.618 |
1.0079 |
|
1.000 |
1.0069 |
|
1.618 |
1.0053 |
|
2.618 |
1.0027 |
|
4.250 |
0.9985 |
|
|
| Fisher Pivots for day following 25-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0108 |
1.0103 |
| PP |
1.0106 |
1.0102 |
| S1 |
1.0105 |
1.0102 |
|