CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 30-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2019 |
30-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0127 |
1.0098 |
-0.0029 |
-0.3% |
1.0101 |
| High |
1.0138 |
1.0113 |
-0.0025 |
-0.2% |
1.0126 |
| Low |
1.0088 |
1.0048 |
-0.0040 |
-0.4% |
1.0061 |
| Close |
1.0096 |
1.0100 |
0.0004 |
0.0% |
1.0118 |
| Range |
0.0050 |
0.0065 |
0.0015 |
30.0% |
0.0065 |
| ATR |
0.0060 |
0.0061 |
0.0000 |
0.6% |
0.0000 |
| Volume |
14,096 |
20,862 |
6,766 |
48.0% |
81,718 |
|
| Daily Pivots for day following 30-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0282 |
1.0256 |
1.0136 |
|
| R3 |
1.0217 |
1.0191 |
1.0118 |
|
| R2 |
1.0152 |
1.0152 |
1.0112 |
|
| R1 |
1.0126 |
1.0126 |
1.0106 |
1.0139 |
| PP |
1.0087 |
1.0087 |
1.0087 |
1.0094 |
| S1 |
1.0061 |
1.0061 |
1.0094 |
1.0074 |
| S2 |
1.0022 |
1.0022 |
1.0088 |
|
| S3 |
0.9957 |
0.9996 |
1.0082 |
|
| S4 |
0.9892 |
0.9931 |
1.0064 |
|
|
| 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 |
1.0142 |
1.0048 |
0.0094 |
0.9% |
0.0048 |
0.5% |
55% |
False |
True |
17,780 |
| 10 |
1.0188 |
1.0048 |
0.0140 |
1.4% |
0.0046 |
0.5% |
37% |
False |
True |
17,376 |
| 20 |
1.0354 |
1.0048 |
0.0306 |
3.0% |
0.0063 |
0.6% |
17% |
False |
True |
22,325 |
| 40 |
1.0354 |
1.0048 |
0.0306 |
3.0% |
0.0066 |
0.7% |
17% |
False |
True |
20,541 |
| 60 |
1.0354 |
1.0002 |
0.0352 |
3.5% |
0.0063 |
0.6% |
28% |
False |
False |
13,755 |
| 80 |
1.0354 |
1.0002 |
0.0352 |
3.5% |
0.0059 |
0.6% |
28% |
False |
False |
10,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0389 |
|
2.618 |
1.0283 |
|
1.618 |
1.0218 |
|
1.000 |
1.0178 |
|
0.618 |
1.0153 |
|
HIGH |
1.0113 |
|
0.618 |
1.0088 |
|
0.500 |
1.0081 |
|
0.382 |
1.0073 |
|
LOW |
1.0048 |
|
0.618 |
1.0008 |
|
1.000 |
0.9983 |
|
1.618 |
0.9943 |
|
2.618 |
0.9878 |
|
4.250 |
0.9772 |
|
|
| Fisher Pivots for day following 30-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0094 |
1.0098 |
| PP |
1.0087 |
1.0097 |
| S1 |
1.0081 |
1.0095 |
|