CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 22-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2019 |
22-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0013 |
1.0007 |
-0.0006 |
-0.1% |
0.9979 |
| High |
1.0026 |
1.0032 |
0.0006 |
0.1% |
1.0042 |
| Low |
0.9998 |
0.9996 |
-0.0002 |
0.0% |
0.9965 |
| Close |
1.0008 |
1.0020 |
0.0012 |
0.1% |
1.0020 |
| Range |
0.0028 |
0.0036 |
0.0008 |
28.6% |
0.0077 |
| ATR |
0.0049 |
0.0049 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
17,429 |
14,774 |
-2,655 |
-15.2% |
74,230 |
|
| Daily Pivots for day following 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0124 |
1.0108 |
1.0040 |
|
| R3 |
1.0088 |
1.0072 |
1.0030 |
|
| R2 |
1.0052 |
1.0052 |
1.0027 |
|
| R1 |
1.0036 |
1.0036 |
1.0023 |
1.0044 |
| PP |
1.0016 |
1.0016 |
1.0016 |
1.0020 |
| S1 |
1.0000 |
1.0000 |
1.0017 |
1.0008 |
| S2 |
0.9980 |
0.9980 |
1.0013 |
|
| S3 |
0.9944 |
0.9964 |
1.0010 |
|
| S4 |
0.9908 |
0.9928 |
1.0000 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0240 |
1.0207 |
1.0062 |
|
| R3 |
1.0163 |
1.0130 |
1.0041 |
|
| R2 |
1.0086 |
1.0086 |
1.0034 |
|
| R1 |
1.0053 |
1.0053 |
1.0027 |
1.0069 |
| PP |
1.0009 |
1.0009 |
1.0009 |
1.0017 |
| S1 |
0.9976 |
0.9976 |
1.0013 |
0.9993 |
| S2 |
0.9932 |
0.9932 |
1.0006 |
|
| S3 |
0.9855 |
0.9899 |
0.9999 |
|
| S4 |
0.9778 |
0.9822 |
0.9978 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0042 |
0.9938 |
0.0104 |
1.0% |
0.0041 |
0.4% |
79% |
False |
False |
17,622 |
| 10 |
1.0042 |
0.9930 |
0.0112 |
1.1% |
0.0045 |
0.5% |
80% |
False |
False |
17,098 |
| 20 |
1.0142 |
0.9930 |
0.0212 |
2.1% |
0.0045 |
0.4% |
42% |
False |
False |
16,926 |
| 40 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0059 |
0.6% |
21% |
False |
False |
20,313 |
| 60 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0059 |
0.6% |
21% |
False |
False |
18,238 |
| 80 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0058 |
0.6% |
21% |
False |
False |
13,705 |
| 100 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0055 |
0.6% |
21% |
False |
False |
10,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0185 |
|
2.618 |
1.0126 |
|
1.618 |
1.0090 |
|
1.000 |
1.0068 |
|
0.618 |
1.0054 |
|
HIGH |
1.0032 |
|
0.618 |
1.0018 |
|
0.500 |
1.0014 |
|
0.382 |
1.0010 |
|
LOW |
0.9996 |
|
0.618 |
0.9974 |
|
1.000 |
0.9960 |
|
1.618 |
0.9938 |
|
2.618 |
0.9902 |
|
4.250 |
0.9843 |
|
|
| Fisher Pivots for day following 22-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0018 |
1.0020 |
| PP |
1.0016 |
1.0019 |
| S1 |
1.0014 |
1.0019 |
|