CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 26-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2019 |
26-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0012 |
1.0012 |
0.0000 |
0.0% |
0.9979 |
| High |
1.0036 |
1.0030 |
-0.0006 |
-0.1% |
1.0042 |
| Low |
1.0007 |
0.9999 |
-0.0008 |
-0.1% |
0.9965 |
| Close |
1.0017 |
1.0027 |
0.0010 |
0.1% |
1.0020 |
| Range |
0.0029 |
0.0031 |
0.0002 |
6.9% |
0.0077 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
12,138 |
17,261 |
5,123 |
42.2% |
74,230 |
|
| Daily Pivots for day following 26-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0112 |
1.0100 |
1.0044 |
|
| R3 |
1.0081 |
1.0069 |
1.0036 |
|
| R2 |
1.0050 |
1.0050 |
1.0033 |
|
| R1 |
1.0038 |
1.0038 |
1.0030 |
1.0044 |
| PP |
1.0019 |
1.0019 |
1.0019 |
1.0022 |
| S1 |
1.0007 |
1.0007 |
1.0024 |
1.0013 |
| S2 |
0.9988 |
0.9988 |
1.0021 |
|
| S3 |
0.9957 |
0.9976 |
1.0018 |
|
| S4 |
0.9926 |
0.9945 |
1.0010 |
|
|
| 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 |
0.9996 |
0.0046 |
0.5% |
0.0032 |
0.3% |
67% |
False |
False |
15,940 |
| 10 |
1.0042 |
0.9930 |
0.0112 |
1.1% |
0.0042 |
0.4% |
87% |
False |
False |
17,086 |
| 20 |
1.0138 |
0.9930 |
0.0208 |
2.1% |
0.0044 |
0.4% |
47% |
False |
False |
16,758 |
| 40 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0054 |
0.5% |
23% |
False |
False |
19,925 |
| 60 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0059 |
0.6% |
23% |
False |
False |
18,712 |
| 80 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0058 |
0.6% |
23% |
False |
False |
14,071 |
| 100 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0056 |
0.6% |
23% |
False |
False |
11,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0162 |
|
2.618 |
1.0111 |
|
1.618 |
1.0080 |
|
1.000 |
1.0061 |
|
0.618 |
1.0049 |
|
HIGH |
1.0030 |
|
0.618 |
1.0018 |
|
0.500 |
1.0015 |
|
0.382 |
1.0011 |
|
LOW |
0.9999 |
|
0.618 |
0.9980 |
|
1.000 |
0.9968 |
|
1.618 |
0.9949 |
|
2.618 |
0.9918 |
|
4.250 |
0.9867 |
|
|
| Fisher Pivots for day following 26-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0023 |
1.0023 |
| PP |
1.0019 |
1.0020 |
| S1 |
1.0015 |
1.0016 |
|