CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 23-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2019 |
23-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0101 |
1.0076 |
-0.0025 |
-0.2% |
1.0224 |
| High |
1.0106 |
1.0112 |
0.0006 |
0.1% |
1.0265 |
| Low |
1.0064 |
1.0061 |
-0.0003 |
0.0% |
1.0094 |
| Close |
1.0082 |
1.0104 |
0.0022 |
0.2% |
1.0102 |
| Range |
0.0042 |
0.0051 |
0.0009 |
21.4% |
0.0171 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
25,019 |
15,691 |
-9,328 |
-37.3% |
86,453 |
|
| Daily Pivots for day following 23-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0245 |
1.0226 |
1.0132 |
|
| R3 |
1.0194 |
1.0175 |
1.0118 |
|
| R2 |
1.0143 |
1.0143 |
1.0113 |
|
| R1 |
1.0124 |
1.0124 |
1.0109 |
1.0134 |
| PP |
1.0092 |
1.0092 |
1.0092 |
1.0097 |
| S1 |
1.0073 |
1.0073 |
1.0099 |
1.0083 |
| S2 |
1.0041 |
1.0041 |
1.0095 |
|
| S3 |
0.9990 |
1.0022 |
1.0090 |
|
| S4 |
0.9939 |
0.9971 |
1.0076 |
|
|
| 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 |
1.0188 |
1.0061 |
0.0127 |
1.3% |
0.0045 |
0.4% |
34% |
False |
True |
16,972 |
| 10 |
1.0354 |
1.0061 |
0.0293 |
2.9% |
0.0064 |
0.6% |
15% |
False |
True |
21,719 |
| 20 |
1.0354 |
1.0061 |
0.0293 |
2.9% |
0.0075 |
0.7% |
15% |
False |
True |
23,500 |
| 40 |
1.0354 |
1.0061 |
0.0293 |
2.9% |
0.0067 |
0.7% |
15% |
False |
True |
18,366 |
| 60 |
1.0354 |
1.0002 |
0.0352 |
3.5% |
0.0063 |
0.6% |
29% |
False |
False |
12,279 |
| 80 |
1.0438 |
1.0002 |
0.0436 |
4.3% |
0.0059 |
0.6% |
23% |
False |
False |
9,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0329 |
|
2.618 |
1.0246 |
|
1.618 |
1.0195 |
|
1.000 |
1.0163 |
|
0.618 |
1.0144 |
|
HIGH |
1.0112 |
|
0.618 |
1.0093 |
|
0.500 |
1.0087 |
|
0.382 |
1.0080 |
|
LOW |
1.0061 |
|
0.618 |
1.0029 |
|
1.000 |
1.0010 |
|
1.618 |
0.9978 |
|
2.618 |
0.9927 |
|
4.250 |
0.9844 |
|
|
| Fisher Pivots for day following 23-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0098 |
1.0100 |
| PP |
1.0092 |
1.0096 |
| S1 |
1.0087 |
1.0092 |
|