CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 16-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2019 |
16-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0253 |
1.0181 |
-0.0072 |
-0.7% |
1.0206 |
| High |
1.0262 |
1.0188 |
-0.0074 |
-0.7% |
1.0354 |
| Low |
1.0165 |
1.0149 |
-0.0016 |
-0.2% |
1.0200 |
| Close |
1.0179 |
1.0153 |
-0.0026 |
-0.3% |
1.0219 |
| Range |
0.0097 |
0.0039 |
-0.0058 |
-59.8% |
0.0154 |
| ATR |
0.0076 |
0.0073 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
25,382 |
14,955 |
-10,427 |
-41.1% |
143,892 |
|
| Daily Pivots for day following 16-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0280 |
1.0256 |
1.0174 |
|
| R3 |
1.0241 |
1.0217 |
1.0164 |
|
| R2 |
1.0202 |
1.0202 |
1.0160 |
|
| R1 |
1.0178 |
1.0178 |
1.0157 |
1.0171 |
| PP |
1.0163 |
1.0163 |
1.0163 |
1.0160 |
| S1 |
1.0139 |
1.0139 |
1.0149 |
1.0132 |
| S2 |
1.0124 |
1.0124 |
1.0146 |
|
| S3 |
1.0085 |
1.0100 |
1.0142 |
|
| S4 |
1.0046 |
1.0061 |
1.0132 |
|
|
| 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 |
1.0149 |
0.0205 |
2.0% |
0.0073 |
0.7% |
2% |
False |
True |
23,361 |
| 10 |
1.0354 |
1.0149 |
0.0205 |
2.0% |
0.0070 |
0.7% |
2% |
False |
True |
26,051 |
| 20 |
1.0354 |
1.0117 |
0.0237 |
2.3% |
0.0081 |
0.8% |
15% |
False |
False |
25,210 |
| 40 |
1.0354 |
1.0097 |
0.0257 |
2.5% |
0.0068 |
0.7% |
22% |
False |
False |
16,635 |
| 60 |
1.0354 |
1.0002 |
0.0352 |
3.5% |
0.0063 |
0.6% |
43% |
False |
False |
11,115 |
| 80 |
1.0593 |
1.0002 |
0.0591 |
5.8% |
0.0058 |
0.6% |
26% |
False |
False |
8,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0354 |
|
2.618 |
1.0290 |
|
1.618 |
1.0251 |
|
1.000 |
1.0227 |
|
0.618 |
1.0212 |
|
HIGH |
1.0188 |
|
0.618 |
1.0173 |
|
0.500 |
1.0169 |
|
0.382 |
1.0164 |
|
LOW |
1.0149 |
|
0.618 |
1.0125 |
|
1.000 |
1.0110 |
|
1.618 |
1.0086 |
|
2.618 |
1.0047 |
|
4.250 |
0.9983 |
|
|
| Fisher Pivots for day following 16-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0169 |
1.0207 |
| PP |
1.0163 |
1.0189 |
| S1 |
1.0158 |
1.0171 |
|