CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 06-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2019 |
06-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0058 |
1.0036 |
-0.0022 |
-0.2% |
1.0115 |
| High |
1.0060 |
1.0051 |
-0.0009 |
-0.1% |
1.0142 |
| Low |
1.0018 |
1.0010 |
-0.0008 |
-0.1% |
1.0048 |
| Close |
1.0035 |
1.0012 |
-0.0023 |
-0.2% |
1.0088 |
| Range |
0.0042 |
0.0041 |
-0.0001 |
-2.4% |
0.0094 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
15,839 |
13,499 |
-2,340 |
-14.8% |
88,048 |
|
| Daily Pivots for day following 06-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0147 |
1.0121 |
1.0035 |
|
| R3 |
1.0106 |
1.0080 |
1.0023 |
|
| R2 |
1.0065 |
1.0065 |
1.0020 |
|
| R1 |
1.0039 |
1.0039 |
1.0016 |
1.0032 |
| PP |
1.0024 |
1.0024 |
1.0024 |
1.0021 |
| S1 |
0.9998 |
0.9998 |
1.0008 |
0.9991 |
| S2 |
0.9983 |
0.9983 |
1.0004 |
|
| S3 |
0.9942 |
0.9957 |
1.0001 |
|
| S4 |
0.9901 |
0.9916 |
0.9989 |
|
|
| 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 |
1.0010 |
0.0125 |
1.2% |
0.0043 |
0.4% |
2% |
False |
True |
16,313 |
| 10 |
1.0142 |
1.0010 |
0.0132 |
1.3% |
0.0045 |
0.5% |
2% |
False |
True |
17,046 |
| 20 |
1.0354 |
1.0010 |
0.0344 |
3.4% |
0.0055 |
0.5% |
1% |
False |
True |
19,383 |
| 40 |
1.0354 |
1.0010 |
0.0344 |
3.4% |
0.0065 |
0.6% |
1% |
False |
True |
22,477 |
| 60 |
1.0354 |
1.0002 |
0.0352 |
3.5% |
0.0061 |
0.6% |
3% |
False |
False |
15,112 |
| 80 |
1.0354 |
1.0002 |
0.0352 |
3.5% |
0.0059 |
0.6% |
3% |
False |
False |
11,341 |
| 100 |
1.0654 |
1.0002 |
0.0652 |
6.5% |
0.0056 |
0.6% |
2% |
False |
False |
9,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0225 |
|
2.618 |
1.0158 |
|
1.618 |
1.0117 |
|
1.000 |
1.0092 |
|
0.618 |
1.0076 |
|
HIGH |
1.0051 |
|
0.618 |
1.0035 |
|
0.500 |
1.0031 |
|
0.382 |
1.0026 |
|
LOW |
1.0010 |
|
0.618 |
0.9985 |
|
1.000 |
0.9969 |
|
1.618 |
0.9944 |
|
2.618 |
0.9903 |
|
4.250 |
0.9836 |
|
|
| Fisher Pivots for day following 06-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0031 |
1.0049 |
| PP |
1.0024 |
1.0037 |
| S1 |
1.0018 |
1.0024 |
|