CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 14-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2019 |
14-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9929 |
0.9967 |
0.0038 |
0.4% |
1.0028 |
| High |
0.9978 |
0.9972 |
-0.0006 |
-0.1% |
1.0028 |
| Low |
0.9920 |
0.9951 |
0.0031 |
0.3% |
0.9886 |
| Close |
0.9972 |
0.9960 |
-0.0012 |
-0.1% |
0.9934 |
| Range |
0.0058 |
0.0021 |
-0.0037 |
-63.8% |
0.0142 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
44,846 |
51,306 |
6,460 |
14.4% |
116,926 |
|
| Daily Pivots for day following 14-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0024 |
1.0013 |
0.9972 |
|
| R3 |
1.0003 |
0.9992 |
0.9966 |
|
| R2 |
0.9982 |
0.9982 |
0.9964 |
|
| R1 |
0.9971 |
0.9971 |
0.9962 |
0.9966 |
| PP |
0.9961 |
0.9961 |
0.9961 |
0.9959 |
| S1 |
0.9950 |
0.9950 |
0.9958 |
0.9945 |
| S2 |
0.9940 |
0.9940 |
0.9956 |
|
| S3 |
0.9919 |
0.9929 |
0.9954 |
|
| S4 |
0.9898 |
0.9908 |
0.9948 |
|
|
| 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 |
0.9978 |
0.9888 |
0.0090 |
0.9% |
0.0045 |
0.4% |
80% |
False |
False |
37,044 |
| 10 |
1.0051 |
0.9886 |
0.0165 |
1.7% |
0.0048 |
0.5% |
45% |
False |
False |
29,350 |
| 20 |
1.0089 |
0.9886 |
0.0203 |
2.0% |
0.0047 |
0.5% |
36% |
False |
False |
24,615 |
| 40 |
1.0188 |
0.9886 |
0.0302 |
3.0% |
0.0046 |
0.5% |
25% |
False |
False |
20,772 |
| 60 |
1.0354 |
0.9886 |
0.0468 |
4.7% |
0.0058 |
0.6% |
16% |
False |
False |
22,367 |
| 80 |
1.0354 |
0.9886 |
0.0468 |
4.7% |
0.0057 |
0.6% |
16% |
False |
False |
18,523 |
| 100 |
1.0354 |
0.9886 |
0.0468 |
4.7% |
0.0056 |
0.6% |
16% |
False |
False |
14,828 |
| 120 |
1.0654 |
0.9886 |
0.0768 |
7.7% |
0.0054 |
0.5% |
10% |
False |
False |
12,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0061 |
|
2.618 |
1.0027 |
|
1.618 |
1.0006 |
|
1.000 |
0.9993 |
|
0.618 |
0.9985 |
|
HIGH |
0.9972 |
|
0.618 |
0.9964 |
|
0.500 |
0.9962 |
|
0.382 |
0.9959 |
|
LOW |
0.9951 |
|
0.618 |
0.9938 |
|
1.000 |
0.9930 |
|
1.618 |
0.9917 |
|
2.618 |
0.9896 |
|
4.250 |
0.9862 |
|
|
| Fisher Pivots for day following 14-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9962 |
0.9952 |
| PP |
0.9961 |
0.9944 |
| S1 |
0.9961 |
0.9936 |
|