CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 01-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2019 |
01-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0101 |
1.0099 |
-0.0002 |
0.0% |
1.0115 |
| High |
1.0135 |
1.0119 |
-0.0016 |
-0.2% |
1.0142 |
| Low |
1.0089 |
1.0077 |
-0.0012 |
-0.1% |
1.0048 |
| Close |
1.0094 |
1.0088 |
-0.0006 |
-0.1% |
1.0088 |
| Range |
0.0046 |
0.0042 |
-0.0004 |
-8.7% |
0.0094 |
| ATR |
0.0060 |
0.0058 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
24,292 |
15,863 |
-8,429 |
-34.7% |
88,048 |
|
| Daily Pivots for day following 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0221 |
1.0196 |
1.0111 |
|
| R3 |
1.0179 |
1.0154 |
1.0100 |
|
| R2 |
1.0137 |
1.0137 |
1.0096 |
|
| R1 |
1.0112 |
1.0112 |
1.0092 |
1.0104 |
| PP |
1.0095 |
1.0095 |
1.0095 |
1.0090 |
| S1 |
1.0070 |
1.0070 |
1.0084 |
1.0062 |
| S2 |
1.0053 |
1.0053 |
1.0080 |
|
| S3 |
1.0011 |
1.0028 |
1.0076 |
|
| S4 |
0.9969 |
0.9986 |
1.0065 |
|
|
| Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0375 |
1.0325 |
1.0140 |
|
| R3 |
1.0281 |
1.0231 |
1.0114 |
|
| R2 |
1.0187 |
1.0187 |
1.0105 |
|
| R1 |
1.0137 |
1.0137 |
1.0097 |
1.0115 |
| PP |
1.0093 |
1.0093 |
1.0093 |
1.0082 |
| S1 |
1.0043 |
1.0043 |
1.0079 |
1.0021 |
| S2 |
0.9999 |
0.9999 |
1.0071 |
|
| S3 |
0.9905 |
0.9949 |
1.0062 |
|
| S4 |
0.9811 |
0.9855 |
1.0036 |
|
|
| 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% |
0.0046 |
0.5% |
43% |
False |
False |
17,609 |
| 10 |
1.0142 |
1.0048 |
0.0094 |
0.9% |
0.0045 |
0.4% |
43% |
False |
False |
18,112 |
| 20 |
1.0354 |
1.0048 |
0.0306 |
3.0% |
0.0058 |
0.6% |
13% |
False |
False |
21,485 |
| 40 |
1.0354 |
1.0048 |
0.0306 |
3.0% |
0.0066 |
0.7% |
13% |
False |
False |
21,518 |
| 60 |
1.0354 |
1.0002 |
0.0352 |
3.5% |
0.0062 |
0.6% |
24% |
False |
False |
14,424 |
| 80 |
1.0354 |
1.0002 |
0.0352 |
3.5% |
0.0059 |
0.6% |
24% |
False |
False |
10,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0298 |
|
2.618 |
1.0229 |
|
1.618 |
1.0187 |
|
1.000 |
1.0161 |
|
0.618 |
1.0145 |
|
HIGH |
1.0119 |
|
0.618 |
1.0103 |
|
0.500 |
1.0098 |
|
0.382 |
1.0093 |
|
LOW |
1.0077 |
|
0.618 |
1.0051 |
|
1.000 |
1.0035 |
|
1.618 |
1.0009 |
|
2.618 |
0.9967 |
|
4.250 |
0.9899 |
|
|
| Fisher Pivots for day following 01-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0098 |
1.0092 |
| PP |
1.0095 |
1.0090 |
| S1 |
1.0091 |
1.0089 |
|