CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 14-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2019 |
14-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9969 |
0.9935 |
-0.0034 |
-0.3% |
1.0082 |
| High |
0.9987 |
0.9982 |
-0.0005 |
-0.1% |
1.0088 |
| Low |
0.9938 |
0.9930 |
-0.0008 |
-0.1% |
1.0005 |
| Close |
0.9942 |
0.9979 |
0.0037 |
0.4% |
1.0034 |
| Range |
0.0049 |
0.0052 |
0.0003 |
6.1% |
0.0083 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.0% |
0.0000 |
| Volume |
14,940 |
17,889 |
2,949 |
19.7% |
73,886 |
|
| Daily Pivots for day following 14-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0120 |
1.0101 |
1.0008 |
|
| R3 |
1.0068 |
1.0049 |
0.9993 |
|
| R2 |
1.0016 |
1.0016 |
0.9989 |
|
| R1 |
0.9997 |
0.9997 |
0.9984 |
1.0007 |
| PP |
0.9964 |
0.9964 |
0.9964 |
0.9968 |
| S1 |
0.9945 |
0.9945 |
0.9974 |
0.9955 |
| S2 |
0.9912 |
0.9912 |
0.9969 |
|
| S3 |
0.9860 |
0.9893 |
0.9965 |
|
| S4 |
0.9808 |
0.9841 |
0.9950 |
|
|
| 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 |
1.0041 |
0.9930 |
0.0111 |
1.1% |
0.0050 |
0.5% |
44% |
False |
True |
16,574 |
| 10 |
1.0119 |
0.9930 |
0.0189 |
1.9% |
0.0045 |
0.4% |
26% |
False |
True |
15,841 |
| 20 |
1.0161 |
0.9930 |
0.0231 |
2.3% |
0.0046 |
0.5% |
21% |
False |
True |
17,076 |
| 40 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0063 |
0.6% |
12% |
False |
True |
21,143 |
| 60 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0060 |
0.6% |
12% |
False |
True |
16,782 |
| 80 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0059 |
0.6% |
12% |
False |
True |
12,605 |
| 100 |
1.0593 |
0.9930 |
0.0663 |
6.6% |
0.0056 |
0.6% |
7% |
False |
True |
10,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0203 |
|
2.618 |
1.0118 |
|
1.618 |
1.0066 |
|
1.000 |
1.0034 |
|
0.618 |
1.0014 |
|
HIGH |
0.9982 |
|
0.618 |
0.9962 |
|
0.500 |
0.9956 |
|
0.382 |
0.9950 |
|
LOW |
0.9930 |
|
0.618 |
0.9898 |
|
1.000 |
0.9878 |
|
1.618 |
0.9846 |
|
2.618 |
0.9794 |
|
4.250 |
0.9709 |
|
|
| Fisher Pivots for day following 14-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9971 |
0.9973 |
| PP |
0.9964 |
0.9967 |
| S1 |
0.9956 |
0.9962 |
|