CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 08-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2019 |
08-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9957 |
0.9899 |
-0.0058 |
-0.6% |
1.0028 |
| High |
0.9972 |
0.9938 |
-0.0034 |
-0.3% |
1.0028 |
| Low |
0.9886 |
0.9891 |
0.0005 |
0.1% |
0.9886 |
| Close |
0.9888 |
0.9934 |
0.0046 |
0.5% |
0.9934 |
| Range |
0.0086 |
0.0047 |
-0.0039 |
-45.3% |
0.0142 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.0% |
0.0000 |
| Volume |
29,448 |
27,927 |
-1,521 |
-5.2% |
116,926 |
|
| Daily Pivots for day following 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0062 |
1.0045 |
0.9960 |
|
| R3 |
1.0015 |
0.9998 |
0.9947 |
|
| R2 |
0.9968 |
0.9968 |
0.9943 |
|
| R1 |
0.9951 |
0.9951 |
0.9938 |
0.9960 |
| PP |
0.9921 |
0.9921 |
0.9921 |
0.9925 |
| S1 |
0.9904 |
0.9904 |
0.9930 |
0.9913 |
| S2 |
0.9874 |
0.9874 |
0.9925 |
|
| S3 |
0.9827 |
0.9857 |
0.9921 |
|
| S4 |
0.9780 |
0.9810 |
0.9908 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0375 |
1.0297 |
1.0012 |
|
| R3 |
1.0233 |
1.0155 |
0.9973 |
|
| R2 |
1.0091 |
1.0091 |
0.9960 |
|
| R1 |
1.0013 |
1.0013 |
0.9947 |
0.9981 |
| PP |
0.9949 |
0.9949 |
0.9949 |
0.9934 |
| S1 |
0.9871 |
0.9871 |
0.9921 |
0.9839 |
| S2 |
0.9807 |
0.9807 |
0.9908 |
|
| S3 |
0.9665 |
0.9729 |
0.9895 |
|
| S4 |
0.9523 |
0.9587 |
0.9856 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0028 |
0.9886 |
0.0142 |
1.4% |
0.0052 |
0.5% |
34% |
False |
False |
23,385 |
| 10 |
1.0089 |
0.9886 |
0.0203 |
2.0% |
0.0050 |
0.5% |
24% |
False |
False |
22,902 |
| 20 |
1.0089 |
0.9886 |
0.0203 |
2.0% |
0.0048 |
0.5% |
24% |
False |
False |
20,000 |
| 40 |
1.0354 |
0.9886 |
0.0468 |
4.7% |
0.0050 |
0.5% |
10% |
False |
False |
19,386 |
| 60 |
1.0354 |
0.9886 |
0.0468 |
4.7% |
0.0059 |
0.6% |
10% |
False |
False |
21,748 |
| 80 |
1.0354 |
0.9886 |
0.0468 |
4.7% |
0.0058 |
0.6% |
10% |
False |
False |
16,562 |
| 100 |
1.0354 |
0.9886 |
0.0468 |
4.7% |
0.0056 |
0.6% |
10% |
False |
False |
13,255 |
| 120 |
1.0654 |
0.9886 |
0.0768 |
7.7% |
0.0055 |
0.6% |
6% |
False |
False |
11,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0138 |
|
2.618 |
1.0061 |
|
1.618 |
1.0014 |
|
1.000 |
0.9985 |
|
0.618 |
0.9967 |
|
HIGH |
0.9938 |
|
0.618 |
0.9920 |
|
0.500 |
0.9915 |
|
0.382 |
0.9909 |
|
LOW |
0.9891 |
|
0.618 |
0.9862 |
|
1.000 |
0.9844 |
|
1.618 |
0.9815 |
|
2.618 |
0.9768 |
|
4.250 |
0.9691 |
|
|
| Fisher Pivots for day following 08-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9928 |
0.9934 |
| PP |
0.9921 |
0.9933 |
| S1 |
0.9915 |
0.9933 |
|