CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 12-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2019 |
12-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9930 |
0.9903 |
-0.0027 |
-0.3% |
1.0028 |
| High |
0.9937 |
0.9943 |
0.0006 |
0.1% |
1.0028 |
| Low |
0.9888 |
0.9894 |
0.0006 |
0.1% |
0.9886 |
| Close |
0.9895 |
0.9936 |
0.0041 |
0.4% |
0.9934 |
| Range |
0.0049 |
0.0049 |
0.0000 |
0.0% |
0.0142 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
27,603 |
33,538 |
5,935 |
21.5% |
116,926 |
|
| Daily Pivots for day following 12-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0071 |
1.0053 |
0.9963 |
|
| R3 |
1.0022 |
1.0004 |
0.9949 |
|
| R2 |
0.9973 |
0.9973 |
0.9945 |
|
| R1 |
0.9955 |
0.9955 |
0.9940 |
0.9964 |
| PP |
0.9924 |
0.9924 |
0.9924 |
0.9929 |
| S1 |
0.9906 |
0.9906 |
0.9932 |
0.9915 |
| S2 |
0.9875 |
0.9875 |
0.9927 |
|
| S3 |
0.9826 |
0.9857 |
0.9923 |
|
| S4 |
0.9777 |
0.9808 |
0.9909 |
|
|
| 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 |
0.9979 |
0.9886 |
0.0093 |
0.9% |
0.0051 |
0.5% |
54% |
False |
False |
27,263 |
| 10 |
1.0089 |
0.9886 |
0.0203 |
2.0% |
0.0054 |
0.5% |
25% |
False |
False |
26,076 |
| 20 |
1.0089 |
0.9886 |
0.0203 |
2.0% |
0.0048 |
0.5% |
25% |
False |
False |
21,581 |
| 40 |
1.0265 |
0.9886 |
0.0379 |
3.8% |
0.0048 |
0.5% |
13% |
False |
False |
19,426 |
| 60 |
1.0354 |
0.9886 |
0.0468 |
4.7% |
0.0058 |
0.6% |
11% |
False |
False |
21,887 |
| 80 |
1.0354 |
0.9886 |
0.0468 |
4.7% |
0.0058 |
0.6% |
11% |
False |
False |
17,322 |
| 100 |
1.0354 |
0.9886 |
0.0468 |
4.7% |
0.0056 |
0.6% |
11% |
False |
False |
13,867 |
| 120 |
1.0654 |
0.9886 |
0.0768 |
7.7% |
0.0055 |
0.6% |
7% |
False |
False |
11,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0151 |
|
2.618 |
1.0071 |
|
1.618 |
1.0022 |
|
1.000 |
0.9992 |
|
0.618 |
0.9973 |
|
HIGH |
0.9943 |
|
0.618 |
0.9924 |
|
0.500 |
0.9919 |
|
0.382 |
0.9913 |
|
LOW |
0.9894 |
|
0.618 |
0.9864 |
|
1.000 |
0.9845 |
|
1.618 |
0.9815 |
|
2.618 |
0.9766 |
|
4.250 |
0.9686 |
|
|
| Fisher Pivots for day following 12-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9930 |
0.9929 |
| PP |
0.9924 |
0.9922 |
| S1 |
0.9919 |
0.9916 |
|