CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 05-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2019 |
05-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0082 |
1.0058 |
-0.0024 |
-0.2% |
1.0115 |
| High |
1.0088 |
1.0060 |
-0.0028 |
-0.3% |
1.0142 |
| Low |
1.0044 |
1.0018 |
-0.0026 |
-0.3% |
1.0048 |
| Close |
1.0056 |
1.0035 |
-0.0021 |
-0.2% |
1.0088 |
| Range |
0.0044 |
0.0042 |
-0.0002 |
-4.5% |
0.0094 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
12,074 |
15,839 |
3,765 |
31.2% |
88,048 |
|
| Daily Pivots for day following 05-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0164 |
1.0141 |
1.0058 |
|
| R3 |
1.0122 |
1.0099 |
1.0047 |
|
| R2 |
1.0080 |
1.0080 |
1.0043 |
|
| R1 |
1.0057 |
1.0057 |
1.0039 |
1.0048 |
| PP |
1.0038 |
1.0038 |
1.0038 |
1.0033 |
| S1 |
1.0015 |
1.0015 |
1.0031 |
1.0006 |
| S2 |
0.9996 |
0.9996 |
1.0027 |
|
| S3 |
0.9954 |
0.9973 |
1.0023 |
|
| S4 |
0.9912 |
0.9931 |
1.0012 |
|
|
| 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 |
1.0135 |
1.0018 |
0.0117 |
1.2% |
0.0048 |
0.5% |
15% |
False |
True |
17,786 |
| 10 |
1.0142 |
1.0018 |
0.0124 |
1.2% |
0.0046 |
0.5% |
14% |
False |
True |
17,266 |
| 20 |
1.0354 |
1.0018 |
0.0336 |
3.3% |
0.0055 |
0.5% |
5% |
False |
True |
19,847 |
| 40 |
1.0354 |
1.0018 |
0.0336 |
3.3% |
0.0065 |
0.6% |
5% |
False |
True |
22,159 |
| 60 |
1.0354 |
1.0002 |
0.0352 |
3.5% |
0.0061 |
0.6% |
9% |
False |
False |
14,887 |
| 80 |
1.0354 |
1.0002 |
0.0352 |
3.5% |
0.0059 |
0.6% |
9% |
False |
False |
11,172 |
| 100 |
1.0654 |
1.0002 |
0.0652 |
6.5% |
0.0056 |
0.6% |
5% |
False |
False |
8,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0239 |
|
2.618 |
1.0170 |
|
1.618 |
1.0128 |
|
1.000 |
1.0102 |
|
0.618 |
1.0086 |
|
HIGH |
1.0060 |
|
0.618 |
1.0044 |
|
0.500 |
1.0039 |
|
0.382 |
1.0034 |
|
LOW |
1.0018 |
|
0.618 |
0.9992 |
|
1.000 |
0.9976 |
|
1.618 |
0.9950 |
|
2.618 |
0.9908 |
|
4.250 |
0.9840 |
|
|
| Fisher Pivots for day following 05-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0039 |
1.0069 |
| PP |
1.0038 |
1.0057 |
| S1 |
1.0036 |
1.0046 |
|