CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 01-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2019 |
01-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0004 |
1.0037 |
0.0033 |
0.3% |
1.0012 |
| High |
1.0089 |
1.0051 |
-0.0038 |
-0.4% |
1.0089 |
| Low |
1.0004 |
1.0004 |
0.0000 |
0.0% |
0.9999 |
| Close |
1.0038 |
1.0018 |
-0.0020 |
-0.2% |
1.0018 |
| Range |
0.0085 |
0.0047 |
-0.0038 |
-44.7% |
0.0090 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
36,176 |
19,287 |
-16,889 |
-46.7% |
112,097 |
|
| Daily Pivots for day following 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0165 |
1.0139 |
1.0044 |
|
| R3 |
1.0118 |
1.0092 |
1.0031 |
|
| R2 |
1.0071 |
1.0071 |
1.0027 |
|
| R1 |
1.0045 |
1.0045 |
1.0022 |
1.0035 |
| PP |
1.0024 |
1.0024 |
1.0024 |
1.0019 |
| S1 |
0.9998 |
0.9998 |
1.0014 |
0.9988 |
| S2 |
0.9977 |
0.9977 |
1.0009 |
|
| S3 |
0.9930 |
0.9951 |
1.0005 |
|
| S4 |
0.9883 |
0.9904 |
0.9992 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0305 |
1.0252 |
1.0068 |
|
| R3 |
1.0215 |
1.0162 |
1.0043 |
|
| R2 |
1.0125 |
1.0125 |
1.0035 |
|
| R1 |
1.0072 |
1.0072 |
1.0026 |
1.0099 |
| PP |
1.0035 |
1.0035 |
1.0035 |
1.0049 |
| S1 |
0.9982 |
0.9982 |
1.0010 |
1.0009 |
| S2 |
0.9945 |
0.9945 |
1.0002 |
|
| S3 |
0.9855 |
0.9892 |
0.9993 |
|
| S4 |
0.9765 |
0.9802 |
0.9969 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0089 |
0.9999 |
0.0090 |
0.9% |
0.0049 |
0.5% |
21% |
False |
False |
22,419 |
| 10 |
1.0089 |
0.9938 |
0.0151 |
1.5% |
0.0045 |
0.4% |
53% |
False |
False |
20,020 |
| 20 |
1.0119 |
0.9930 |
0.0189 |
1.9% |
0.0045 |
0.4% |
47% |
False |
False |
17,931 |
| 40 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0052 |
0.5% |
21% |
False |
False |
20,055 |
| 60 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0059 |
0.6% |
21% |
False |
False |
20,071 |
| 80 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0058 |
0.6% |
21% |
False |
False |
15,103 |
| 100 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0056 |
0.6% |
21% |
False |
False |
12,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0251 |
|
2.618 |
1.0174 |
|
1.618 |
1.0127 |
|
1.000 |
1.0098 |
|
0.618 |
1.0080 |
|
HIGH |
1.0051 |
|
0.618 |
1.0033 |
|
0.500 |
1.0028 |
|
0.382 |
1.0022 |
|
LOW |
1.0004 |
|
0.618 |
0.9975 |
|
1.000 |
0.9957 |
|
1.618 |
0.9928 |
|
2.618 |
0.9881 |
|
4.250 |
0.9804 |
|
|
| Fisher Pivots for day following 01-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0028 |
1.0046 |
| PP |
1.0024 |
1.0036 |
| S1 |
1.0021 |
1.0027 |
|