CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 25-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2019 |
25-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0101 |
1.0079 |
-0.0022 |
-0.2% |
1.0101 |
| High |
1.0113 |
1.0126 |
0.0013 |
0.1% |
1.0126 |
| Low |
1.0070 |
1.0073 |
0.0003 |
0.0% |
1.0061 |
| Close |
1.0079 |
1.0118 |
0.0039 |
0.4% |
1.0118 |
| Range |
0.0043 |
0.0053 |
0.0010 |
23.3% |
0.0065 |
| ATR |
0.0064 |
0.0064 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
21,203 |
19,805 |
-1,398 |
-6.6% |
81,718 |
|
| Daily Pivots for day following 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0265 |
1.0244 |
1.0147 |
|
| R3 |
1.0212 |
1.0191 |
1.0133 |
|
| R2 |
1.0159 |
1.0159 |
1.0128 |
|
| R1 |
1.0138 |
1.0138 |
1.0123 |
1.0149 |
| PP |
1.0106 |
1.0106 |
1.0106 |
1.0111 |
| S1 |
1.0085 |
1.0085 |
1.0113 |
1.0096 |
| S2 |
1.0053 |
1.0053 |
1.0108 |
|
| S3 |
1.0000 |
1.0032 |
1.0103 |
|
| S4 |
0.9947 |
0.9979 |
1.0089 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0297 |
1.0272 |
1.0154 |
|
| R3 |
1.0232 |
1.0207 |
1.0136 |
|
| R2 |
1.0167 |
1.0167 |
1.0130 |
|
| R1 |
1.0142 |
1.0142 |
1.0124 |
1.0155 |
| PP |
1.0102 |
1.0102 |
1.0102 |
1.0108 |
| S1 |
1.0077 |
1.0077 |
1.0112 |
1.0090 |
| S2 |
1.0037 |
1.0037 |
1.0106 |
|
| S3 |
0.9972 |
1.0012 |
1.0100 |
|
| S4 |
0.9907 |
0.9947 |
1.0082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0126 |
1.0061 |
0.0065 |
0.6% |
0.0044 |
0.4% |
88% |
True |
False |
18,616 |
| 10 |
1.0265 |
1.0061 |
0.0204 |
2.0% |
0.0051 |
0.5% |
28% |
False |
False |
19,532 |
| 20 |
1.0354 |
1.0061 |
0.0293 |
2.9% |
0.0069 |
0.7% |
19% |
False |
False |
24,076 |
| 40 |
1.0354 |
1.0061 |
0.0293 |
2.9% |
0.0068 |
0.7% |
19% |
False |
False |
19,379 |
| 60 |
1.0354 |
1.0002 |
0.0352 |
3.5% |
0.0063 |
0.6% |
33% |
False |
False |
12,960 |
| 80 |
1.0354 |
1.0002 |
0.0352 |
3.5% |
0.0059 |
0.6% |
33% |
False |
False |
9,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0351 |
|
2.618 |
1.0265 |
|
1.618 |
1.0212 |
|
1.000 |
1.0179 |
|
0.618 |
1.0159 |
|
HIGH |
1.0126 |
|
0.618 |
1.0106 |
|
0.500 |
1.0100 |
|
0.382 |
1.0093 |
|
LOW |
1.0073 |
|
0.618 |
1.0040 |
|
1.000 |
1.0020 |
|
1.618 |
0.9987 |
|
2.618 |
0.9934 |
|
4.250 |
0.9848 |
|
|
| Fisher Pivots for day following 25-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0112 |
1.0110 |
| PP |
1.0106 |
1.0102 |
| S1 |
1.0100 |
1.0094 |
|