CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 05-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2019 |
05-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0028 |
1.0016 |
-0.0012 |
-0.1% |
1.0012 |
| High |
1.0028 |
1.0023 |
-0.0005 |
0.0% |
1.0089 |
| Low |
0.9993 |
0.9957 |
-0.0036 |
-0.4% |
0.9999 |
| Close |
1.0017 |
0.9967 |
-0.0050 |
-0.5% |
1.0018 |
| Range |
0.0035 |
0.0066 |
0.0031 |
88.6% |
0.0090 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
2.7% |
0.0000 |
| Volume |
18,084 |
23,667 |
5,583 |
30.9% |
112,097 |
|
| Daily Pivots for day following 05-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0180 |
1.0140 |
1.0003 |
|
| R3 |
1.0114 |
1.0074 |
0.9985 |
|
| R2 |
1.0048 |
1.0048 |
0.9979 |
|
| R1 |
1.0008 |
1.0008 |
0.9973 |
0.9995 |
| PP |
0.9982 |
0.9982 |
0.9982 |
0.9976 |
| S1 |
0.9942 |
0.9942 |
0.9961 |
0.9929 |
| S2 |
0.9916 |
0.9916 |
0.9955 |
|
| S3 |
0.9850 |
0.9876 |
0.9949 |
|
| S4 |
0.9784 |
0.9810 |
0.9931 |
|
|
| 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 |
0.9957 |
0.0132 |
1.3% |
0.0057 |
0.6% |
8% |
False |
True |
24,889 |
| 10 |
1.0089 |
0.9957 |
0.0132 |
1.3% |
0.0045 |
0.5% |
8% |
False |
True |
20,414 |
| 20 |
1.0089 |
0.9930 |
0.0159 |
1.6% |
0.0046 |
0.5% |
23% |
False |
False |
18,622 |
| 40 |
1.0354 |
0.9930 |
0.0424 |
4.3% |
0.0051 |
0.5% |
9% |
False |
False |
19,615 |
| 60 |
1.0354 |
0.9930 |
0.0424 |
4.3% |
0.0059 |
0.6% |
9% |
False |
False |
20,745 |
| 80 |
1.0354 |
0.9930 |
0.0424 |
4.3% |
0.0058 |
0.6% |
9% |
False |
False |
15,624 |
| 100 |
1.0354 |
0.9930 |
0.0424 |
4.3% |
0.0056 |
0.6% |
9% |
False |
False |
12,504 |
| 120 |
1.0654 |
0.9930 |
0.0724 |
7.3% |
0.0054 |
0.5% |
5% |
False |
False |
10,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0303 |
|
2.618 |
1.0196 |
|
1.618 |
1.0130 |
|
1.000 |
1.0089 |
|
0.618 |
1.0064 |
|
HIGH |
1.0023 |
|
0.618 |
0.9998 |
|
0.500 |
0.9990 |
|
0.382 |
0.9982 |
|
LOW |
0.9957 |
|
0.618 |
0.9916 |
|
1.000 |
0.9891 |
|
1.618 |
0.9850 |
|
2.618 |
0.9784 |
|
4.250 |
0.9677 |
|
|
| Fisher Pivots for day following 05-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9990 |
1.0004 |
| PP |
0.9982 |
0.9992 |
| S1 |
0.9975 |
0.9979 |
|