CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 09-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2019 |
09-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0276 |
1.0254 |
-0.0022 |
-0.2% |
1.0231 |
| High |
1.0283 |
1.0341 |
0.0058 |
0.6% |
1.0279 |
| Low |
1.0235 |
1.0251 |
0.0016 |
0.2% |
1.0151 |
| Close |
1.0258 |
1.0321 |
0.0063 |
0.6% |
1.0206 |
| Range |
0.0048 |
0.0090 |
0.0042 |
87.5% |
0.0128 |
| ATR |
0.0072 |
0.0074 |
0.0001 |
1.7% |
0.0000 |
| Volume |
22,791 |
30,478 |
7,687 |
33.7% |
107,084 |
|
| Daily Pivots for day following 09-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0574 |
1.0538 |
1.0371 |
|
| R3 |
1.0484 |
1.0448 |
1.0346 |
|
| R2 |
1.0394 |
1.0394 |
1.0338 |
|
| R1 |
1.0358 |
1.0358 |
1.0329 |
1.0376 |
| PP |
1.0304 |
1.0304 |
1.0304 |
1.0314 |
| S1 |
1.0268 |
1.0268 |
1.0313 |
1.0286 |
| S2 |
1.0214 |
1.0214 |
1.0305 |
|
| S3 |
1.0124 |
1.0178 |
1.0296 |
|
| S4 |
1.0034 |
1.0088 |
1.0272 |
|
|
| 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 |
1.0341 |
1.0161 |
0.0180 |
1.7% |
0.0067 |
0.6% |
89% |
True |
False |
28,740 |
| 10 |
1.0341 |
1.0117 |
0.0224 |
2.2% |
0.0085 |
0.8% |
91% |
True |
False |
26,609 |
| 20 |
1.0341 |
1.0101 |
0.0240 |
2.3% |
0.0077 |
0.7% |
92% |
True |
False |
26,473 |
| 40 |
1.0341 |
1.0002 |
0.0339 |
3.3% |
0.0065 |
0.6% |
94% |
True |
False |
13,738 |
| 60 |
1.0341 |
1.0002 |
0.0339 |
3.3% |
0.0061 |
0.6% |
94% |
True |
False |
9,168 |
| 80 |
1.0654 |
1.0002 |
0.0652 |
6.3% |
0.0058 |
0.6% |
49% |
False |
False |
6,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0724 |
|
2.618 |
1.0577 |
|
1.618 |
1.0487 |
|
1.000 |
1.0431 |
|
0.618 |
1.0397 |
|
HIGH |
1.0341 |
|
0.618 |
1.0307 |
|
0.500 |
1.0296 |
|
0.382 |
1.0285 |
|
LOW |
1.0251 |
|
0.618 |
1.0195 |
|
1.000 |
1.0161 |
|
1.618 |
1.0105 |
|
2.618 |
1.0015 |
|
4.250 |
0.9869 |
|
|
| Fisher Pivots for day following 09-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0313 |
1.0304 |
| PP |
1.0304 |
1.0287 |
| S1 |
1.0296 |
1.0271 |
|