CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 14-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2019 |
14-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0224 |
1.0224 |
0.0000 |
0.0% |
1.0206 |
| High |
1.0251 |
1.0265 |
0.0014 |
0.1% |
1.0354 |
| Low |
1.0207 |
1.0217 |
0.0010 |
0.1% |
1.0200 |
| Close |
1.0219 |
1.0251 |
0.0032 |
0.3% |
1.0219 |
| Range |
0.0044 |
0.0048 |
0.0004 |
9.1% |
0.0154 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
27,156 |
16,917 |
-10,239 |
-37.7% |
143,892 |
|
| Daily Pivots for day following 14-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0388 |
1.0368 |
1.0277 |
|
| R3 |
1.0340 |
1.0320 |
1.0264 |
|
| R2 |
1.0292 |
1.0292 |
1.0260 |
|
| R1 |
1.0272 |
1.0272 |
1.0255 |
1.0282 |
| PP |
1.0244 |
1.0244 |
1.0244 |
1.0250 |
| S1 |
1.0224 |
1.0224 |
1.0247 |
1.0234 |
| S2 |
1.0196 |
1.0196 |
1.0242 |
|
| S3 |
1.0148 |
1.0176 |
1.0238 |
|
| S4 |
1.0100 |
1.0128 |
1.0225 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0720 |
1.0623 |
1.0304 |
|
| R3 |
1.0566 |
1.0469 |
1.0261 |
|
| R2 |
1.0412 |
1.0412 |
1.0247 |
|
| R1 |
1.0315 |
1.0315 |
1.0233 |
1.0364 |
| PP |
1.0258 |
1.0258 |
1.0258 |
1.0282 |
| S1 |
1.0161 |
1.0161 |
1.0205 |
1.0210 |
| S2 |
1.0104 |
1.0104 |
1.0191 |
|
| S3 |
0.9950 |
1.0007 |
1.0177 |
|
| S4 |
0.9796 |
0.9853 |
1.0134 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0354 |
1.0207 |
0.0147 |
1.4% |
0.0074 |
0.7% |
30% |
False |
False |
25,947 |
| 10 |
1.0354 |
1.0151 |
0.0203 |
2.0% |
0.0076 |
0.7% |
49% |
False |
False |
26,789 |
| 20 |
1.0354 |
1.0101 |
0.0253 |
2.5% |
0.0080 |
0.8% |
59% |
False |
False |
25,724 |
| 40 |
1.0354 |
1.0036 |
0.0318 |
3.1% |
0.0067 |
0.7% |
68% |
False |
False |
15,641 |
| 60 |
1.0354 |
1.0002 |
0.0352 |
3.4% |
0.0062 |
0.6% |
71% |
False |
False |
10,443 |
| 80 |
1.0654 |
1.0002 |
0.0652 |
6.4% |
0.0058 |
0.6% |
38% |
False |
False |
7,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0469 |
|
2.618 |
1.0391 |
|
1.618 |
1.0343 |
|
1.000 |
1.0313 |
|
0.618 |
1.0295 |
|
HIGH |
1.0265 |
|
0.618 |
1.0247 |
|
0.500 |
1.0241 |
|
0.382 |
1.0235 |
|
LOW |
1.0217 |
|
0.618 |
1.0187 |
|
1.000 |
1.0169 |
|
1.618 |
1.0139 |
|
2.618 |
1.0091 |
|
4.250 |
1.0013 |
|
|
| Fisher Pivots for day following 14-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0248 |
1.0281 |
| PP |
1.0244 |
1.0271 |
| S1 |
1.0241 |
1.0261 |
|