CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 28-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2019 |
28-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0017 |
1.0004 |
-0.0013 |
-0.1% |
0.9979 |
| High |
1.0056 |
1.0089 |
0.0033 |
0.3% |
1.0042 |
| Low |
1.0002 |
1.0004 |
0.0002 |
0.0% |
0.9965 |
| Close |
1.0006 |
1.0038 |
0.0032 |
0.3% |
1.0020 |
| Range |
0.0054 |
0.0085 |
0.0031 |
57.4% |
0.0077 |
| ATR |
0.0047 |
0.0049 |
0.0003 |
5.9% |
0.0000 |
| Volume |
27,235 |
36,176 |
8,941 |
32.8% |
74,230 |
|
| Daily Pivots for day following 28-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0299 |
1.0253 |
1.0085 |
|
| R3 |
1.0214 |
1.0168 |
1.0061 |
|
| R2 |
1.0129 |
1.0129 |
1.0054 |
|
| R1 |
1.0083 |
1.0083 |
1.0046 |
1.0106 |
| PP |
1.0044 |
1.0044 |
1.0044 |
1.0055 |
| S1 |
0.9998 |
0.9998 |
1.0030 |
1.0021 |
| S2 |
0.9959 |
0.9959 |
1.0022 |
|
| S3 |
0.9874 |
0.9913 |
1.0015 |
|
| S4 |
0.9789 |
0.9828 |
0.9991 |
|
|
| 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 |
1.0089 |
0.9996 |
0.0093 |
0.9% |
0.0047 |
0.5% |
45% |
True |
False |
21,516 |
| 10 |
1.0089 |
0.9930 |
0.0159 |
1.6% |
0.0045 |
0.5% |
68% |
True |
False |
19,881 |
| 20 |
1.0135 |
0.9930 |
0.0205 |
2.0% |
0.0045 |
0.4% |
53% |
False |
False |
18,181 |
| 40 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0054 |
0.5% |
25% |
False |
False |
20,253 |
| 60 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0059 |
0.6% |
25% |
False |
False |
19,754 |
| 80 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0058 |
0.6% |
25% |
False |
False |
14,862 |
| 100 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0056 |
0.6% |
25% |
False |
False |
11,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0450 |
|
2.618 |
1.0312 |
|
1.618 |
1.0227 |
|
1.000 |
1.0174 |
|
0.618 |
1.0142 |
|
HIGH |
1.0089 |
|
0.618 |
1.0057 |
|
0.500 |
1.0047 |
|
0.382 |
1.0036 |
|
LOW |
1.0004 |
|
0.618 |
0.9951 |
|
1.000 |
0.9919 |
|
1.618 |
0.9866 |
|
2.618 |
0.9781 |
|
4.250 |
0.9643 |
|
|
| Fisher Pivots for day following 28-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0047 |
1.0044 |
| PP |
1.0044 |
1.0042 |
| S1 |
1.0041 |
1.0040 |
|