CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 07-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2019 |
07-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0036 |
1.0011 |
-0.0025 |
-0.2% |
1.0115 |
| High |
1.0051 |
1.0033 |
-0.0018 |
-0.2% |
1.0142 |
| Low |
1.0010 |
1.0005 |
-0.0005 |
0.0% |
1.0048 |
| Close |
1.0012 |
1.0017 |
0.0005 |
0.0% |
1.0088 |
| Range |
0.0041 |
0.0028 |
-0.0013 |
-31.7% |
0.0094 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
13,499 |
18,271 |
4,772 |
35.4% |
88,048 |
|
| Daily Pivots for day following 07-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0102 |
1.0088 |
1.0032 |
|
| R3 |
1.0074 |
1.0060 |
1.0025 |
|
| R2 |
1.0046 |
1.0046 |
1.0022 |
|
| R1 |
1.0032 |
1.0032 |
1.0020 |
1.0039 |
| PP |
1.0018 |
1.0018 |
1.0018 |
1.0022 |
| S1 |
1.0004 |
1.0004 |
1.0014 |
1.0011 |
| S2 |
0.9990 |
0.9990 |
1.0012 |
|
| S3 |
0.9962 |
0.9976 |
1.0009 |
|
| S4 |
0.9934 |
0.9948 |
1.0002 |
|
|
| 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 |
1.0119 |
1.0005 |
0.0114 |
1.1% |
0.0039 |
0.4% |
11% |
False |
True |
15,109 |
| 10 |
1.0142 |
1.0005 |
0.0137 |
1.4% |
0.0044 |
0.4% |
9% |
False |
True |
16,753 |
| 20 |
1.0354 |
1.0005 |
0.0349 |
3.5% |
0.0052 |
0.5% |
3% |
False |
True |
18,772 |
| 40 |
1.0354 |
1.0005 |
0.0349 |
3.5% |
0.0064 |
0.6% |
3% |
False |
True |
22,623 |
| 60 |
1.0354 |
1.0002 |
0.0352 |
3.5% |
0.0061 |
0.6% |
4% |
False |
False |
15,416 |
| 80 |
1.0354 |
1.0002 |
0.0352 |
3.5% |
0.0058 |
0.6% |
4% |
False |
False |
11,569 |
| 100 |
1.0654 |
1.0002 |
0.0652 |
6.5% |
0.0056 |
0.6% |
2% |
False |
False |
9,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0152 |
|
2.618 |
1.0106 |
|
1.618 |
1.0078 |
|
1.000 |
1.0061 |
|
0.618 |
1.0050 |
|
HIGH |
1.0033 |
|
0.618 |
1.0022 |
|
0.500 |
1.0019 |
|
0.382 |
1.0016 |
|
LOW |
1.0005 |
|
0.618 |
0.9988 |
|
1.000 |
0.9977 |
|
1.618 |
0.9960 |
|
2.618 |
0.9932 |
|
4.250 |
0.9886 |
|
|
| Fisher Pivots for day following 07-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0019 |
1.0033 |
| PP |
1.0018 |
1.0027 |
| S1 |
1.0018 |
1.0022 |
|