CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 04-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2019 |
04-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0099 |
1.0082 |
-0.0017 |
-0.2% |
1.0115 |
| High |
1.0119 |
1.0088 |
-0.0031 |
-0.3% |
1.0142 |
| Low |
1.0077 |
1.0044 |
-0.0033 |
-0.3% |
1.0048 |
| Close |
1.0088 |
1.0056 |
-0.0032 |
-0.3% |
1.0088 |
| Range |
0.0042 |
0.0044 |
0.0002 |
4.8% |
0.0094 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
15,863 |
12,074 |
-3,789 |
-23.9% |
88,048 |
|
| Daily Pivots for day following 04-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0195 |
1.0169 |
1.0080 |
|
| R3 |
1.0151 |
1.0125 |
1.0068 |
|
| R2 |
1.0107 |
1.0107 |
1.0064 |
|
| R1 |
1.0081 |
1.0081 |
1.0060 |
1.0072 |
| PP |
1.0063 |
1.0063 |
1.0063 |
1.0058 |
| S1 |
1.0037 |
1.0037 |
1.0052 |
1.0028 |
| S2 |
1.0019 |
1.0019 |
1.0048 |
|
| S3 |
0.9975 |
0.9993 |
1.0044 |
|
| S4 |
0.9931 |
0.9949 |
1.0032 |
|
|
| 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 |
1.0138 |
1.0044 |
0.0094 |
0.9% |
0.0049 |
0.5% |
13% |
False |
True |
17,437 |
| 10 |
1.0142 |
1.0044 |
0.0098 |
1.0% |
0.0046 |
0.5% |
12% |
False |
True |
18,184 |
| 20 |
1.0354 |
1.0044 |
0.0310 |
3.1% |
0.0057 |
0.6% |
4% |
False |
True |
20,609 |
| 40 |
1.0354 |
1.0044 |
0.0310 |
3.1% |
0.0066 |
0.7% |
4% |
False |
True |
21,807 |
| 60 |
1.0354 |
1.0002 |
0.0352 |
3.5% |
0.0062 |
0.6% |
15% |
False |
False |
14,625 |
| 80 |
1.0354 |
1.0002 |
0.0352 |
3.5% |
0.0059 |
0.6% |
15% |
False |
False |
10,974 |
| 100 |
1.0654 |
1.0002 |
0.0652 |
6.5% |
0.0056 |
0.6% |
8% |
False |
False |
8,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0275 |
|
2.618 |
1.0203 |
|
1.618 |
1.0159 |
|
1.000 |
1.0132 |
|
0.618 |
1.0115 |
|
HIGH |
1.0088 |
|
0.618 |
1.0071 |
|
0.500 |
1.0066 |
|
0.382 |
1.0061 |
|
LOW |
1.0044 |
|
0.618 |
1.0017 |
|
1.000 |
1.0000 |
|
1.618 |
0.9973 |
|
2.618 |
0.9929 |
|
4.250 |
0.9857 |
|
|
| Fisher Pivots for day following 04-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0066 |
1.0090 |
| PP |
1.0063 |
1.0078 |
| S1 |
1.0059 |
1.0067 |
|