CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 11-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2019 |
11-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9899 |
0.9930 |
0.0031 |
0.3% |
1.0028 |
| High |
0.9938 |
0.9937 |
-0.0001 |
0.0% |
1.0028 |
| Low |
0.9891 |
0.9888 |
-0.0003 |
0.0% |
0.9886 |
| Close |
0.9934 |
0.9895 |
-0.0039 |
-0.4% |
0.9934 |
| Range |
0.0047 |
0.0049 |
0.0002 |
4.3% |
0.0142 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
27,927 |
27,603 |
-324 |
-1.2% |
116,926 |
|
| Daily Pivots for day following 11-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0054 |
1.0023 |
0.9922 |
|
| R3 |
1.0005 |
0.9974 |
0.9908 |
|
| R2 |
0.9956 |
0.9956 |
0.9904 |
|
| R1 |
0.9925 |
0.9925 |
0.9899 |
0.9916 |
| PP |
0.9907 |
0.9907 |
0.9907 |
0.9902 |
| S1 |
0.9876 |
0.9876 |
0.9891 |
0.9867 |
| S2 |
0.9858 |
0.9858 |
0.9886 |
|
| S3 |
0.9809 |
0.9827 |
0.9882 |
|
| S4 |
0.9760 |
0.9778 |
0.9868 |
|
|
| 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 |
1.0023 |
0.9886 |
0.0137 |
1.4% |
0.0054 |
0.5% |
7% |
False |
False |
25,289 |
| 10 |
1.0089 |
0.9886 |
0.0203 |
2.1% |
0.0052 |
0.5% |
4% |
False |
False |
24,448 |
| 20 |
1.0089 |
0.9886 |
0.0203 |
2.1% |
0.0049 |
0.5% |
4% |
False |
False |
20,670 |
| 40 |
1.0265 |
0.9886 |
0.0379 |
3.8% |
0.0048 |
0.5% |
2% |
False |
False |
19,266 |
| 60 |
1.0354 |
0.9886 |
0.0468 |
4.7% |
0.0058 |
0.6% |
2% |
False |
False |
22,072 |
| 80 |
1.0354 |
0.9886 |
0.0468 |
4.7% |
0.0058 |
0.6% |
2% |
False |
False |
16,904 |
| 100 |
1.0354 |
0.9886 |
0.0468 |
4.7% |
0.0056 |
0.6% |
2% |
False |
False |
13,531 |
| 120 |
1.0654 |
0.9886 |
0.0768 |
7.8% |
0.0055 |
0.6% |
1% |
False |
False |
11,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0145 |
|
2.618 |
1.0065 |
|
1.618 |
1.0016 |
|
1.000 |
0.9986 |
|
0.618 |
0.9967 |
|
HIGH |
0.9937 |
|
0.618 |
0.9918 |
|
0.500 |
0.9913 |
|
0.382 |
0.9907 |
|
LOW |
0.9888 |
|
0.618 |
0.9858 |
|
1.000 |
0.9839 |
|
1.618 |
0.9809 |
|
2.618 |
0.9760 |
|
4.250 |
0.9680 |
|
|
| Fisher Pivots for day following 11-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9913 |
0.9929 |
| PP |
0.9907 |
0.9918 |
| S1 |
0.9901 |
0.9906 |
|