CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 20-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2019 |
20-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9979 |
1.0011 |
0.0032 |
0.3% |
1.0040 |
| High |
1.0024 |
1.0042 |
0.0018 |
0.2% |
1.0041 |
| Low |
0.9965 |
1.0004 |
0.0039 |
0.4% |
0.9930 |
| Close |
1.0016 |
1.0021 |
0.0005 |
0.0% |
0.9978 |
| Range |
0.0059 |
0.0038 |
-0.0021 |
-35.6% |
0.0111 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
23,929 |
18,098 |
-5,831 |
-24.4% |
82,551 |
|
| Daily Pivots for day following 20-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0136 |
1.0117 |
1.0042 |
|
| R3 |
1.0098 |
1.0079 |
1.0031 |
|
| R2 |
1.0060 |
1.0060 |
1.0028 |
|
| R1 |
1.0041 |
1.0041 |
1.0024 |
1.0051 |
| PP |
1.0022 |
1.0022 |
1.0022 |
1.0027 |
| S1 |
1.0003 |
1.0003 |
1.0018 |
1.0013 |
| S2 |
0.9984 |
0.9984 |
1.0014 |
|
| S3 |
0.9946 |
0.9965 |
1.0011 |
|
| S4 |
0.9908 |
0.9927 |
1.0000 |
|
|
| Weekly Pivots for week ending 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0316 |
1.0258 |
1.0039 |
|
| R3 |
1.0205 |
1.0147 |
1.0009 |
|
| R2 |
1.0094 |
1.0094 |
0.9998 |
|
| R1 |
1.0036 |
1.0036 |
0.9988 |
1.0010 |
| PP |
0.9983 |
0.9983 |
0.9983 |
0.9970 |
| S1 |
0.9925 |
0.9925 |
0.9968 |
0.9899 |
| S2 |
0.9872 |
0.9872 |
0.9958 |
|
| S3 |
0.9761 |
0.9814 |
0.9947 |
|
| S4 |
0.9650 |
0.9703 |
0.9917 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0042 |
0.9930 |
0.0112 |
1.1% |
0.0048 |
0.5% |
81% |
True |
False |
17,747 |
| 10 |
1.0051 |
0.9930 |
0.0121 |
1.2% |
0.0046 |
0.5% |
75% |
False |
False |
17,055 |
| 20 |
1.0142 |
0.9930 |
0.0212 |
2.1% |
0.0046 |
0.5% |
43% |
False |
False |
17,160 |
| 40 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0062 |
0.6% |
21% |
False |
False |
20,583 |
| 60 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0060 |
0.6% |
21% |
False |
False |
17,704 |
| 80 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0059 |
0.6% |
21% |
False |
False |
13,303 |
| 100 |
1.0438 |
0.9930 |
0.0508 |
5.1% |
0.0056 |
0.6% |
18% |
False |
False |
10,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0204 |
|
2.618 |
1.0141 |
|
1.618 |
1.0103 |
|
1.000 |
1.0080 |
|
0.618 |
1.0065 |
|
HIGH |
1.0042 |
|
0.618 |
1.0027 |
|
0.500 |
1.0023 |
|
0.382 |
1.0019 |
|
LOW |
1.0004 |
|
0.618 |
0.9981 |
|
1.000 |
0.9966 |
|
1.618 |
0.9943 |
|
2.618 |
0.9905 |
|
4.250 |
0.9843 |
|
|
| Fisher Pivots for day following 20-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0023 |
1.0011 |
| PP |
1.0022 |
1.0000 |
| S1 |
1.0022 |
0.9990 |
|