CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 06-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2019 |
06-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0016 |
0.9968 |
-0.0048 |
-0.5% |
1.0012 |
| High |
1.0023 |
0.9979 |
-0.0044 |
-0.4% |
1.0089 |
| Low |
0.9957 |
0.9955 |
-0.0002 |
0.0% |
0.9999 |
| Close |
0.9967 |
0.9961 |
-0.0006 |
-0.1% |
1.0018 |
| Range |
0.0066 |
0.0024 |
-0.0042 |
-63.6% |
0.0090 |
| ATR |
0.0049 |
0.0048 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
23,667 |
17,800 |
-5,867 |
-24.8% |
112,097 |
|
| Daily Pivots for day following 06-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0037 |
1.0023 |
0.9974 |
|
| R3 |
1.0013 |
0.9999 |
0.9968 |
|
| R2 |
0.9989 |
0.9989 |
0.9965 |
|
| R1 |
0.9975 |
0.9975 |
0.9963 |
0.9970 |
| PP |
0.9965 |
0.9965 |
0.9965 |
0.9963 |
| S1 |
0.9951 |
0.9951 |
0.9959 |
0.9946 |
| S2 |
0.9941 |
0.9941 |
0.9957 |
|
| S3 |
0.9917 |
0.9927 |
0.9954 |
|
| S4 |
0.9893 |
0.9903 |
0.9948 |
|
|
| 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 |
0.9955 |
0.0134 |
1.3% |
0.0051 |
0.5% |
4% |
False |
True |
23,002 |
| 10 |
1.0089 |
0.9955 |
0.0134 |
1.3% |
0.0043 |
0.4% |
4% |
False |
True |
20,385 |
| 20 |
1.0089 |
0.9930 |
0.0159 |
1.6% |
0.0045 |
0.4% |
19% |
False |
False |
18,720 |
| 40 |
1.0354 |
0.9930 |
0.0424 |
4.3% |
0.0050 |
0.5% |
7% |
False |
False |
19,283 |
| 60 |
1.0354 |
0.9930 |
0.0424 |
4.3% |
0.0058 |
0.6% |
7% |
False |
False |
21,012 |
| 80 |
1.0354 |
0.9930 |
0.0424 |
4.3% |
0.0057 |
0.6% |
7% |
False |
False |
15,846 |
| 100 |
1.0354 |
0.9930 |
0.0424 |
4.3% |
0.0056 |
0.6% |
7% |
False |
False |
12,682 |
| 120 |
1.0654 |
0.9930 |
0.0724 |
7.3% |
0.0054 |
0.5% |
4% |
False |
False |
10,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0081 |
|
2.618 |
1.0042 |
|
1.618 |
1.0018 |
|
1.000 |
1.0003 |
|
0.618 |
0.9994 |
|
HIGH |
0.9979 |
|
0.618 |
0.9970 |
|
0.500 |
0.9967 |
|
0.382 |
0.9964 |
|
LOW |
0.9955 |
|
0.618 |
0.9940 |
|
1.000 |
0.9931 |
|
1.618 |
0.9916 |
|
2.618 |
0.9892 |
|
4.250 |
0.9853 |
|
|
| Fisher Pivots for day following 06-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9967 |
0.9992 |
| PP |
0.9965 |
0.9981 |
| S1 |
0.9963 |
0.9971 |
|