CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 22-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2019 |
22-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0115 |
1.0101 |
-0.0014 |
-0.1% |
1.0224 |
| High |
1.0123 |
1.0106 |
-0.0017 |
-0.2% |
1.0265 |
| Low |
1.0094 |
1.0064 |
-0.0030 |
-0.3% |
1.0094 |
| Close |
1.0102 |
1.0082 |
-0.0020 |
-0.2% |
1.0102 |
| Range |
0.0029 |
0.0042 |
0.0013 |
44.8% |
0.0171 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
11,362 |
25,019 |
13,657 |
120.2% |
86,453 |
|
| Daily Pivots for day following 22-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0210 |
1.0188 |
1.0105 |
|
| R3 |
1.0168 |
1.0146 |
1.0094 |
|
| R2 |
1.0126 |
1.0126 |
1.0090 |
|
| R1 |
1.0104 |
1.0104 |
1.0086 |
1.0094 |
| PP |
1.0084 |
1.0084 |
1.0084 |
1.0079 |
| S1 |
1.0062 |
1.0062 |
1.0078 |
1.0052 |
| S2 |
1.0042 |
1.0042 |
1.0074 |
|
| S3 |
1.0000 |
1.0020 |
1.0070 |
|
| S4 |
0.9958 |
0.9978 |
1.0059 |
|
|
| Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0667 |
1.0555 |
1.0196 |
|
| R3 |
1.0496 |
1.0384 |
1.0149 |
|
| R2 |
1.0325 |
1.0325 |
1.0133 |
|
| R1 |
1.0213 |
1.0213 |
1.0118 |
1.0184 |
| PP |
1.0154 |
1.0154 |
1.0154 |
1.0139 |
| S1 |
1.0042 |
1.0042 |
1.0086 |
1.0013 |
| S2 |
0.9983 |
0.9983 |
1.0071 |
|
| S3 |
0.9812 |
0.9871 |
1.0055 |
|
| S4 |
0.9641 |
0.9700 |
1.0008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0262 |
1.0064 |
0.0198 |
2.0% |
0.0054 |
0.5% |
9% |
False |
True |
18,911 |
| 10 |
1.0354 |
1.0064 |
0.0290 |
2.9% |
0.0064 |
0.6% |
6% |
False |
True |
22,429 |
| 20 |
1.0354 |
1.0064 |
0.0290 |
2.9% |
0.0077 |
0.8% |
6% |
False |
True |
24,006 |
| 40 |
1.0354 |
1.0064 |
0.0290 |
2.9% |
0.0067 |
0.7% |
6% |
False |
True |
17,975 |
| 60 |
1.0354 |
1.0002 |
0.0352 |
3.5% |
0.0063 |
0.6% |
23% |
False |
False |
12,018 |
| 80 |
1.0438 |
1.0002 |
0.0436 |
4.3% |
0.0058 |
0.6% |
18% |
False |
False |
9,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0285 |
|
2.618 |
1.0216 |
|
1.618 |
1.0174 |
|
1.000 |
1.0148 |
|
0.618 |
1.0132 |
|
HIGH |
1.0106 |
|
0.618 |
1.0090 |
|
0.500 |
1.0085 |
|
0.382 |
1.0080 |
|
LOW |
1.0064 |
|
0.618 |
1.0038 |
|
1.000 |
1.0022 |
|
1.618 |
0.9996 |
|
2.618 |
0.9954 |
|
4.250 |
0.9886 |
|
|
| Fisher Pivots for day following 22-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0085 |
1.0113 |
| PP |
1.0084 |
1.0102 |
| S1 |
1.0083 |
1.0092 |
|