CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 11-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2019 |
11-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0007 |
1.0040 |
0.0033 |
0.3% |
1.0082 |
| High |
1.0038 |
1.0041 |
0.0003 |
0.0% |
1.0088 |
| Low |
1.0005 |
0.9978 |
-0.0027 |
-0.3% |
1.0005 |
| Close |
1.0034 |
0.9992 |
-0.0042 |
-0.4% |
1.0034 |
| Range |
0.0033 |
0.0063 |
0.0030 |
90.9% |
0.0083 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.6% |
0.0000 |
| Volume |
14,203 |
15,312 |
1,109 |
7.8% |
73,886 |
|
| Daily Pivots for day following 11-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0193 |
1.0155 |
1.0027 |
|
| R3 |
1.0130 |
1.0092 |
1.0009 |
|
| R2 |
1.0067 |
1.0067 |
1.0004 |
|
| R1 |
1.0029 |
1.0029 |
0.9998 |
1.0017 |
| PP |
1.0004 |
1.0004 |
1.0004 |
0.9997 |
| S1 |
0.9966 |
0.9966 |
0.9986 |
0.9954 |
| S2 |
0.9941 |
0.9941 |
0.9980 |
|
| S3 |
0.9878 |
0.9903 |
0.9975 |
|
| S4 |
0.9815 |
0.9840 |
0.9957 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0291 |
1.0246 |
1.0080 |
|
| R3 |
1.0208 |
1.0163 |
1.0057 |
|
| R2 |
1.0125 |
1.0125 |
1.0049 |
|
| R1 |
1.0080 |
1.0080 |
1.0042 |
1.0061 |
| PP |
1.0042 |
1.0042 |
1.0042 |
1.0033 |
| S1 |
0.9997 |
0.9997 |
1.0026 |
0.9978 |
| S2 |
0.9959 |
0.9959 |
1.0019 |
|
| S3 |
0.9876 |
0.9914 |
1.0011 |
|
| S4 |
0.9793 |
0.9831 |
0.9988 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0060 |
0.9978 |
0.0082 |
0.8% |
0.0041 |
0.4% |
17% |
False |
True |
15,424 |
| 10 |
1.0138 |
0.9978 |
0.0160 |
1.6% |
0.0045 |
0.5% |
9% |
False |
True |
16,431 |
| 20 |
1.0265 |
0.9978 |
0.0287 |
2.9% |
0.0047 |
0.5% |
5% |
False |
True |
17,270 |
| 40 |
1.0354 |
0.9978 |
0.0376 |
3.8% |
0.0064 |
0.6% |
4% |
False |
True |
22,040 |
| 60 |
1.0354 |
0.9978 |
0.0376 |
3.8% |
0.0061 |
0.6% |
4% |
False |
True |
15,902 |
| 80 |
1.0354 |
0.9978 |
0.0376 |
3.8% |
0.0058 |
0.6% |
4% |
False |
True |
11,938 |
| 100 |
1.0654 |
0.9978 |
0.0676 |
6.8% |
0.0056 |
0.6% |
2% |
False |
True |
9,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0309 |
|
2.618 |
1.0206 |
|
1.618 |
1.0143 |
|
1.000 |
1.0104 |
|
0.618 |
1.0080 |
|
HIGH |
1.0041 |
|
0.618 |
1.0017 |
|
0.500 |
1.0010 |
|
0.382 |
1.0002 |
|
LOW |
0.9978 |
|
0.618 |
0.9939 |
|
1.000 |
0.9915 |
|
1.618 |
0.9876 |
|
2.618 |
0.9813 |
|
4.250 |
0.9710 |
|
|
| Fisher Pivots for day following 11-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0010 |
1.0010 |
| PP |
1.0004 |
1.0004 |
| S1 |
0.9998 |
0.9998 |
|