CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 08-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2019 |
08-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0206 |
1.0276 |
0.0070 |
0.7% |
1.0231 |
| High |
1.0285 |
1.0283 |
-0.0002 |
0.0% |
1.0279 |
| Low |
1.0200 |
1.0235 |
0.0035 |
0.3% |
1.0151 |
| Close |
1.0277 |
1.0258 |
-0.0019 |
-0.2% |
1.0206 |
| Range |
0.0085 |
0.0048 |
-0.0037 |
-43.5% |
0.0128 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
31,070 |
22,791 |
-8,279 |
-26.6% |
107,084 |
|
| Daily Pivots for day following 08-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0403 |
1.0378 |
1.0284 |
|
| R3 |
1.0355 |
1.0330 |
1.0271 |
|
| R2 |
1.0307 |
1.0307 |
1.0267 |
|
| R1 |
1.0282 |
1.0282 |
1.0262 |
1.0271 |
| PP |
1.0259 |
1.0259 |
1.0259 |
1.0253 |
| S1 |
1.0234 |
1.0234 |
1.0254 |
1.0223 |
| S2 |
1.0211 |
1.0211 |
1.0249 |
|
| S3 |
1.0163 |
1.0186 |
1.0245 |
|
| S4 |
1.0115 |
1.0138 |
1.0232 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0596 |
1.0529 |
1.0276 |
|
| R3 |
1.0468 |
1.0401 |
1.0241 |
|
| R2 |
1.0340 |
1.0340 |
1.0229 |
|
| R1 |
1.0273 |
1.0273 |
1.0218 |
1.0243 |
| PP |
1.0212 |
1.0212 |
1.0212 |
1.0197 |
| S1 |
1.0145 |
1.0145 |
1.0194 |
1.0115 |
| S2 |
1.0084 |
1.0084 |
1.0183 |
|
| S3 |
0.9956 |
1.0017 |
1.0171 |
|
| S4 |
0.9828 |
0.9889 |
1.0136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0285 |
1.0151 |
0.0134 |
1.3% |
0.0075 |
0.7% |
80% |
False |
False |
28,081 |
| 10 |
1.0288 |
1.0117 |
0.0171 |
1.7% |
0.0086 |
0.8% |
82% |
False |
False |
25,282 |
| 20 |
1.0288 |
1.0101 |
0.0187 |
1.8% |
0.0075 |
0.7% |
84% |
False |
False |
25,572 |
| 40 |
1.0288 |
1.0002 |
0.0286 |
2.8% |
0.0064 |
0.6% |
90% |
False |
False |
12,977 |
| 60 |
1.0308 |
1.0002 |
0.0306 |
3.0% |
0.0060 |
0.6% |
84% |
False |
False |
8,660 |
| 80 |
1.0654 |
1.0002 |
0.0652 |
6.4% |
0.0057 |
0.6% |
39% |
False |
False |
6,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0487 |
|
2.618 |
1.0409 |
|
1.618 |
1.0361 |
|
1.000 |
1.0331 |
|
0.618 |
1.0313 |
|
HIGH |
1.0283 |
|
0.618 |
1.0265 |
|
0.500 |
1.0259 |
|
0.382 |
1.0253 |
|
LOW |
1.0235 |
|
0.618 |
1.0205 |
|
1.000 |
1.0187 |
|
1.618 |
1.0157 |
|
2.618 |
1.0109 |
|
4.250 |
1.0031 |
|
|
| Fisher Pivots for day following 08-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0259 |
1.0246 |
| PP |
1.0259 |
1.0235 |
| S1 |
1.0258 |
1.0223 |
|