CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 25-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2019 |
25-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0007 |
1.0012 |
0.0005 |
0.0% |
0.9979 |
| High |
1.0032 |
1.0036 |
0.0004 |
0.0% |
1.0042 |
| Low |
0.9996 |
1.0007 |
0.0011 |
0.1% |
0.9965 |
| Close |
1.0020 |
1.0017 |
-0.0003 |
0.0% |
1.0020 |
| Range |
0.0036 |
0.0029 |
-0.0007 |
-19.4% |
0.0077 |
| ATR |
0.0049 |
0.0047 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
14,774 |
12,138 |
-2,636 |
-17.8% |
74,230 |
|
| Daily Pivots for day following 25-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0107 |
1.0091 |
1.0033 |
|
| R3 |
1.0078 |
1.0062 |
1.0025 |
|
| R2 |
1.0049 |
1.0049 |
1.0022 |
|
| R1 |
1.0033 |
1.0033 |
1.0020 |
1.0041 |
| PP |
1.0020 |
1.0020 |
1.0020 |
1.0024 |
| S1 |
1.0004 |
1.0004 |
1.0014 |
1.0012 |
| S2 |
0.9991 |
0.9991 |
1.0012 |
|
| S3 |
0.9962 |
0.9975 |
1.0009 |
|
| S4 |
0.9933 |
0.9946 |
1.0001 |
|
|
| 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 |
0.9965 |
0.0077 |
0.8% |
0.0038 |
0.4% |
68% |
False |
False |
17,273 |
| 10 |
1.0042 |
0.9930 |
0.0112 |
1.1% |
0.0045 |
0.4% |
78% |
False |
False |
16,891 |
| 20 |
1.0142 |
0.9930 |
0.0212 |
2.1% |
0.0043 |
0.4% |
41% |
False |
False |
16,542 |
| 40 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0056 |
0.6% |
21% |
False |
False |
20,309 |
| 60 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0059 |
0.6% |
21% |
False |
False |
18,434 |
| 80 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0058 |
0.6% |
21% |
False |
False |
13,856 |
| 100 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0056 |
0.6% |
21% |
False |
False |
11,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0159 |
|
2.618 |
1.0112 |
|
1.618 |
1.0083 |
|
1.000 |
1.0065 |
|
0.618 |
1.0054 |
|
HIGH |
1.0036 |
|
0.618 |
1.0025 |
|
0.500 |
1.0022 |
|
0.382 |
1.0018 |
|
LOW |
1.0007 |
|
0.618 |
0.9989 |
|
1.000 |
0.9978 |
|
1.618 |
0.9960 |
|
2.618 |
0.9931 |
|
4.250 |
0.9884 |
|
|
| Fisher Pivots for day following 25-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0022 |
1.0017 |
| PP |
1.0020 |
1.0016 |
| S1 |
1.0019 |
1.0016 |
|