CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 03-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2019 |
03-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0258 |
1.0176 |
-0.0082 |
-0.8% |
1.0142 |
| High |
1.0279 |
1.0225 |
-0.0054 |
-0.5% |
1.0288 |
| Low |
1.0151 |
1.0170 |
0.0019 |
0.2% |
1.0117 |
| Close |
1.0167 |
1.0186 |
0.0019 |
0.2% |
1.0218 |
| Range |
0.0128 |
0.0055 |
-0.0073 |
-57.0% |
0.0171 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
27,180 |
29,757 |
2,577 |
9.5% |
91,875 |
|
| Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0359 |
1.0327 |
1.0216 |
|
| R3 |
1.0304 |
1.0272 |
1.0201 |
|
| R2 |
1.0249 |
1.0249 |
1.0196 |
|
| R1 |
1.0217 |
1.0217 |
1.0191 |
1.0233 |
| PP |
1.0194 |
1.0194 |
1.0194 |
1.0202 |
| S1 |
1.0162 |
1.0162 |
1.0181 |
1.0178 |
| S2 |
1.0139 |
1.0139 |
1.0176 |
|
| S3 |
1.0084 |
1.0107 |
1.0171 |
|
| S4 |
1.0029 |
1.0052 |
1.0156 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0721 |
1.0640 |
1.0312 |
|
| R3 |
1.0550 |
1.0469 |
1.0265 |
|
| R2 |
1.0379 |
1.0379 |
1.0249 |
|
| R1 |
1.0298 |
1.0298 |
1.0234 |
1.0339 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0228 |
| S1 |
1.0127 |
1.0127 |
1.0202 |
1.0168 |
| S2 |
1.0037 |
1.0037 |
1.0187 |
|
| S3 |
0.9866 |
0.9956 |
1.0171 |
|
| S4 |
0.9695 |
0.9785 |
1.0124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0288 |
1.0124 |
0.0164 |
1.6% |
0.0092 |
0.9% |
38% |
False |
False |
27,970 |
| 10 |
1.0288 |
1.0117 |
0.0171 |
1.7% |
0.0093 |
0.9% |
40% |
False |
False |
25,392 |
| 20 |
1.0288 |
1.0097 |
0.0191 |
1.9% |
0.0075 |
0.7% |
47% |
False |
False |
21,551 |
| 40 |
1.0288 |
1.0002 |
0.0286 |
2.8% |
0.0064 |
0.6% |
64% |
False |
False |
10,894 |
| 60 |
1.0308 |
1.0002 |
0.0306 |
3.0% |
0.0059 |
0.6% |
60% |
False |
False |
7,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0459 |
|
2.618 |
1.0369 |
|
1.618 |
1.0314 |
|
1.000 |
1.0280 |
|
0.618 |
1.0259 |
|
HIGH |
1.0225 |
|
0.618 |
1.0204 |
|
0.500 |
1.0198 |
|
0.382 |
1.0191 |
|
LOW |
1.0170 |
|
0.618 |
1.0136 |
|
1.000 |
1.0115 |
|
1.618 |
1.0081 |
|
2.618 |
1.0026 |
|
4.250 |
0.9936 |
|
|
| Fisher Pivots for day following 03-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0198 |
1.0215 |
| PP |
1.0194 |
1.0205 |
| S1 |
1.0190 |
1.0196 |
|