CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 12-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2019 |
12-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0040 |
0.9992 |
-0.0048 |
-0.5% |
1.0082 |
| High |
1.0041 |
0.9993 |
-0.0048 |
-0.5% |
1.0088 |
| Low |
0.9978 |
0.9940 |
-0.0038 |
-0.4% |
1.0005 |
| Close |
0.9992 |
0.9969 |
-0.0023 |
-0.2% |
1.0034 |
| Range |
0.0063 |
0.0053 |
-0.0010 |
-15.9% |
0.0083 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.1% |
0.0000 |
| Volume |
15,312 |
20,529 |
5,217 |
34.1% |
73,886 |
|
| Daily Pivots for day following 12-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0126 |
1.0101 |
0.9998 |
|
| R3 |
1.0073 |
1.0048 |
0.9984 |
|
| R2 |
1.0020 |
1.0020 |
0.9979 |
|
| R1 |
0.9995 |
0.9995 |
0.9974 |
0.9981 |
| PP |
0.9967 |
0.9967 |
0.9967 |
0.9961 |
| S1 |
0.9942 |
0.9942 |
0.9964 |
0.9928 |
| S2 |
0.9914 |
0.9914 |
0.9959 |
|
| S3 |
0.9861 |
0.9889 |
0.9954 |
|
| S4 |
0.9808 |
0.9836 |
0.9940 |
|
|
| 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 |
1.0051 |
0.9940 |
0.0111 |
1.1% |
0.0044 |
0.4% |
26% |
False |
True |
16,362 |
| 10 |
1.0135 |
0.9940 |
0.0195 |
2.0% |
0.0046 |
0.5% |
15% |
False |
True |
17,074 |
| 20 |
1.0262 |
0.9940 |
0.0322 |
3.2% |
0.0048 |
0.5% |
9% |
False |
True |
17,451 |
| 40 |
1.0354 |
0.9940 |
0.0414 |
4.2% |
0.0064 |
0.6% |
7% |
False |
True |
21,588 |
| 60 |
1.0354 |
0.9940 |
0.0414 |
4.2% |
0.0061 |
0.6% |
7% |
False |
True |
16,244 |
| 80 |
1.0354 |
0.9940 |
0.0414 |
4.2% |
0.0059 |
0.6% |
7% |
False |
True |
12,195 |
| 100 |
1.0654 |
0.9940 |
0.0714 |
7.2% |
0.0056 |
0.6% |
4% |
False |
True |
9,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0218 |
|
2.618 |
1.0132 |
|
1.618 |
1.0079 |
|
1.000 |
1.0046 |
|
0.618 |
1.0026 |
|
HIGH |
0.9993 |
|
0.618 |
0.9973 |
|
0.500 |
0.9967 |
|
0.382 |
0.9960 |
|
LOW |
0.9940 |
|
0.618 |
0.9907 |
|
1.000 |
0.9887 |
|
1.618 |
0.9854 |
|
2.618 |
0.9801 |
|
4.250 |
0.9715 |
|
|
| Fisher Pivots for day following 12-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9968 |
0.9991 |
| PP |
0.9967 |
0.9983 |
| S1 |
0.9967 |
0.9976 |
|