CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 04-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2019 |
04-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0037 |
1.0028 |
-0.0009 |
-0.1% |
1.0012 |
| High |
1.0051 |
1.0028 |
-0.0023 |
-0.2% |
1.0089 |
| Low |
1.0004 |
0.9993 |
-0.0011 |
-0.1% |
0.9999 |
| Close |
1.0018 |
1.0017 |
-0.0001 |
0.0% |
1.0018 |
| Range |
0.0047 |
0.0035 |
-0.0012 |
-25.5% |
0.0090 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
19,287 |
18,084 |
-1,203 |
-6.2% |
112,097 |
|
| Daily Pivots for day following 04-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0118 |
1.0102 |
1.0036 |
|
| R3 |
1.0083 |
1.0067 |
1.0027 |
|
| R2 |
1.0048 |
1.0048 |
1.0023 |
|
| R1 |
1.0032 |
1.0032 |
1.0020 |
1.0023 |
| PP |
1.0013 |
1.0013 |
1.0013 |
1.0008 |
| S1 |
0.9997 |
0.9997 |
1.0014 |
0.9988 |
| S2 |
0.9978 |
0.9978 |
1.0011 |
|
| S3 |
0.9943 |
0.9962 |
1.0007 |
|
| S4 |
0.9908 |
0.9927 |
0.9998 |
|
|
| 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 |
0.9993 |
0.0096 |
1.0% |
0.0050 |
0.5% |
25% |
False |
True |
23,608 |
| 10 |
1.0089 |
0.9965 |
0.0124 |
1.2% |
0.0044 |
0.4% |
42% |
False |
False |
20,441 |
| 20 |
1.0089 |
0.9930 |
0.0159 |
1.6% |
0.0044 |
0.4% |
55% |
False |
False |
18,042 |
| 40 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0051 |
0.5% |
21% |
False |
False |
19,764 |
| 60 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0059 |
0.6% |
21% |
False |
False |
20,359 |
| 80 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0058 |
0.6% |
21% |
False |
False |
15,329 |
| 100 |
1.0354 |
0.9930 |
0.0424 |
4.2% |
0.0056 |
0.6% |
21% |
False |
False |
12,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0177 |
|
2.618 |
1.0120 |
|
1.618 |
1.0085 |
|
1.000 |
1.0063 |
|
0.618 |
1.0050 |
|
HIGH |
1.0028 |
|
0.618 |
1.0015 |
|
0.500 |
1.0011 |
|
0.382 |
1.0006 |
|
LOW |
0.9993 |
|
0.618 |
0.9971 |
|
1.000 |
0.9958 |
|
1.618 |
0.9936 |
|
2.618 |
0.9901 |
|
4.250 |
0.9844 |
|
|
| Fisher Pivots for day following 04-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0015 |
1.0041 |
| PP |
1.0013 |
1.0033 |
| S1 |
1.0011 |
1.0025 |
|