CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 17-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2019 |
17-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0181 |
1.0158 |
-0.0023 |
-0.2% |
1.0206 |
| High |
1.0188 |
1.0161 |
-0.0027 |
-0.3% |
1.0354 |
| Low |
1.0149 |
1.0099 |
-0.0050 |
-0.5% |
1.0200 |
| Close |
1.0153 |
1.0117 |
-0.0036 |
-0.4% |
1.0219 |
| Range |
0.0039 |
0.0062 |
0.0023 |
59.0% |
0.0154 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
14,955 |
17,837 |
2,882 |
19.3% |
143,892 |
|
| Daily Pivots for day following 17-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0312 |
1.0276 |
1.0151 |
|
| R3 |
1.0250 |
1.0214 |
1.0134 |
|
| R2 |
1.0188 |
1.0188 |
1.0128 |
|
| R1 |
1.0152 |
1.0152 |
1.0123 |
1.0139 |
| PP |
1.0126 |
1.0126 |
1.0126 |
1.0119 |
| S1 |
1.0090 |
1.0090 |
1.0111 |
1.0077 |
| S2 |
1.0064 |
1.0064 |
1.0106 |
|
| S3 |
1.0002 |
1.0028 |
1.0100 |
|
| S4 |
0.9940 |
0.9966 |
1.0083 |
|
|
| 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 |
1.0265 |
1.0099 |
0.0166 |
1.6% |
0.0058 |
0.6% |
11% |
False |
True |
20,449 |
| 10 |
1.0354 |
1.0099 |
0.0255 |
2.5% |
0.0071 |
0.7% |
7% |
False |
True |
24,859 |
| 20 |
1.0354 |
1.0099 |
0.0255 |
2.5% |
0.0082 |
0.8% |
7% |
False |
True |
25,125 |
| 40 |
1.0354 |
1.0097 |
0.0257 |
2.5% |
0.0067 |
0.7% |
8% |
False |
False |
17,074 |
| 60 |
1.0354 |
1.0002 |
0.0352 |
3.5% |
0.0064 |
0.6% |
33% |
False |
False |
11,412 |
| 80 |
1.0559 |
1.0002 |
0.0557 |
5.5% |
0.0058 |
0.6% |
21% |
False |
False |
8,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0425 |
|
2.618 |
1.0323 |
|
1.618 |
1.0261 |
|
1.000 |
1.0223 |
|
0.618 |
1.0199 |
|
HIGH |
1.0161 |
|
0.618 |
1.0137 |
|
0.500 |
1.0130 |
|
0.382 |
1.0123 |
|
LOW |
1.0099 |
|
0.618 |
1.0061 |
|
1.000 |
1.0037 |
|
1.618 |
0.9999 |
|
2.618 |
0.9937 |
|
4.250 |
0.9836 |
|
|
| Fisher Pivots for day following 17-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0130 |
1.0181 |
| PP |
1.0126 |
1.0159 |
| S1 |
1.0121 |
1.0138 |
|