CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 07-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2019 |
07-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9968 |
0.9957 |
-0.0011 |
-0.1% |
1.0012 |
| High |
0.9979 |
0.9972 |
-0.0007 |
-0.1% |
1.0089 |
| Low |
0.9955 |
0.9886 |
-0.0069 |
-0.7% |
0.9999 |
| Close |
0.9961 |
0.9888 |
-0.0073 |
-0.7% |
1.0018 |
| Range |
0.0024 |
0.0086 |
0.0062 |
258.3% |
0.0090 |
| ATR |
0.0048 |
0.0050 |
0.0003 |
5.8% |
0.0000 |
| Volume |
17,800 |
29,448 |
11,648 |
65.4% |
112,097 |
|
| Daily Pivots for day following 07-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0173 |
1.0117 |
0.9935 |
|
| R3 |
1.0087 |
1.0031 |
0.9912 |
|
| R2 |
1.0001 |
1.0001 |
0.9904 |
|
| R1 |
0.9945 |
0.9945 |
0.9896 |
0.9930 |
| PP |
0.9915 |
0.9915 |
0.9915 |
0.9908 |
| S1 |
0.9859 |
0.9859 |
0.9880 |
0.9844 |
| S2 |
0.9829 |
0.9829 |
0.9872 |
|
| S3 |
0.9743 |
0.9773 |
0.9864 |
|
| S4 |
0.9657 |
0.9687 |
0.9841 |
|
|
| 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 |
1.0051 |
0.9886 |
0.0165 |
1.7% |
0.0052 |
0.5% |
1% |
False |
True |
21,657 |
| 10 |
1.0089 |
0.9886 |
0.0203 |
2.1% |
0.0049 |
0.5% |
1% |
False |
True |
21,587 |
| 20 |
1.0089 |
0.9886 |
0.0203 |
2.1% |
0.0047 |
0.5% |
1% |
False |
True |
19,517 |
| 40 |
1.0354 |
0.9886 |
0.0468 |
4.7% |
0.0051 |
0.5% |
0% |
False |
True |
19,450 |
| 60 |
1.0354 |
0.9886 |
0.0468 |
4.7% |
0.0059 |
0.6% |
0% |
False |
True |
21,491 |
| 80 |
1.0354 |
0.9886 |
0.0468 |
4.7% |
0.0057 |
0.6% |
0% |
False |
True |
16,214 |
| 100 |
1.0354 |
0.9886 |
0.0468 |
4.7% |
0.0056 |
0.6% |
0% |
False |
True |
12,976 |
| 120 |
1.0654 |
0.9886 |
0.0768 |
7.8% |
0.0055 |
0.6% |
0% |
False |
True |
10,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0338 |
|
2.618 |
1.0197 |
|
1.618 |
1.0111 |
|
1.000 |
1.0058 |
|
0.618 |
1.0025 |
|
HIGH |
0.9972 |
|
0.618 |
0.9939 |
|
0.500 |
0.9929 |
|
0.382 |
0.9919 |
|
LOW |
0.9886 |
|
0.618 |
0.9833 |
|
1.000 |
0.9800 |
|
1.618 |
0.9747 |
|
2.618 |
0.9661 |
|
4.250 |
0.9520 |
|
|
| Fisher Pivots for day following 07-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9929 |
0.9955 |
| PP |
0.9915 |
0.9932 |
| S1 |
0.9902 |
0.9910 |
|