CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 27-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2019 |
27-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0012 |
1.0017 |
0.0005 |
0.0% |
0.9979 |
| High |
1.0030 |
1.0056 |
0.0026 |
0.3% |
1.0042 |
| Low |
0.9999 |
1.0002 |
0.0003 |
0.0% |
0.9965 |
| Close |
1.0027 |
1.0006 |
-0.0021 |
-0.2% |
1.0020 |
| Range |
0.0031 |
0.0054 |
0.0023 |
74.2% |
0.0077 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
1.2% |
0.0000 |
| Volume |
17,261 |
27,235 |
9,974 |
57.8% |
74,230 |
|
| Daily Pivots for day following 27-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0183 |
1.0149 |
1.0036 |
|
| R3 |
1.0129 |
1.0095 |
1.0021 |
|
| R2 |
1.0075 |
1.0075 |
1.0016 |
|
| R1 |
1.0041 |
1.0041 |
1.0011 |
1.0031 |
| PP |
1.0021 |
1.0021 |
1.0021 |
1.0017 |
| S1 |
0.9987 |
0.9987 |
1.0001 |
0.9977 |
| S2 |
0.9967 |
0.9967 |
0.9996 |
|
| S3 |
0.9913 |
0.9933 |
0.9991 |
|
| S4 |
0.9859 |
0.9879 |
0.9976 |
|
|
| 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 |
1.0056 |
0.9996 |
0.0060 |
0.6% |
0.0036 |
0.4% |
17% |
True |
False |
17,767 |
| 10 |
1.0056 |
0.9930 |
0.0126 |
1.3% |
0.0042 |
0.4% |
60% |
True |
False |
17,757 |
| 20 |
1.0135 |
0.9930 |
0.0205 |
2.0% |
0.0044 |
0.4% |
37% |
False |
False |
17,415 |
| 40 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0053 |
0.5% |
18% |
False |
False |
19,862 |
| 60 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0059 |
0.6% |
18% |
False |
False |
19,161 |
| 80 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0058 |
0.6% |
18% |
False |
False |
14,410 |
| 100 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0055 |
0.6% |
18% |
False |
False |
11,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0286 |
|
2.618 |
1.0197 |
|
1.618 |
1.0143 |
|
1.000 |
1.0110 |
|
0.618 |
1.0089 |
|
HIGH |
1.0056 |
|
0.618 |
1.0035 |
|
0.500 |
1.0029 |
|
0.382 |
1.0023 |
|
LOW |
1.0002 |
|
0.618 |
0.9969 |
|
1.000 |
0.9948 |
|
1.618 |
0.9915 |
|
2.618 |
0.9861 |
|
4.250 |
0.9773 |
|
|
| Fisher Pivots for day following 27-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0029 |
1.0028 |
| PP |
1.0021 |
1.0020 |
| S1 |
1.0014 |
1.0013 |
|