CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 15-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2019 |
15-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9967 |
0.9964 |
-0.0003 |
0.0% |
0.9930 |
| High |
0.9972 |
0.9990 |
0.0018 |
0.2% |
0.9990 |
| Low |
0.9951 |
0.9949 |
-0.0002 |
0.0% |
0.9888 |
| Close |
0.9960 |
0.9977 |
0.0017 |
0.2% |
0.9977 |
| Range |
0.0021 |
0.0041 |
0.0020 |
95.2% |
0.0102 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
51,306 |
5,774 |
-45,532 |
-88.7% |
163,067 |
|
| Daily Pivots for day following 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0095 |
1.0077 |
1.0000 |
|
| R3 |
1.0054 |
1.0036 |
0.9988 |
|
| R2 |
1.0013 |
1.0013 |
0.9985 |
|
| R1 |
0.9995 |
0.9995 |
0.9981 |
1.0004 |
| PP |
0.9972 |
0.9972 |
0.9972 |
0.9977 |
| S1 |
0.9954 |
0.9954 |
0.9973 |
0.9963 |
| S2 |
0.9931 |
0.9931 |
0.9969 |
|
| S3 |
0.9890 |
0.9913 |
0.9966 |
|
| S4 |
0.9849 |
0.9872 |
0.9954 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0258 |
1.0219 |
1.0033 |
|
| R3 |
1.0156 |
1.0117 |
1.0005 |
|
| R2 |
1.0054 |
1.0054 |
0.9996 |
|
| R1 |
1.0015 |
1.0015 |
0.9986 |
1.0035 |
| PP |
0.9952 |
0.9952 |
0.9952 |
0.9961 |
| S1 |
0.9913 |
0.9913 |
0.9968 |
0.9933 |
| S2 |
0.9850 |
0.9850 |
0.9958 |
|
| S3 |
0.9748 |
0.9811 |
0.9949 |
|
| S4 |
0.9646 |
0.9709 |
0.9921 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9990 |
0.9888 |
0.0102 |
1.0% |
0.0044 |
0.4% |
87% |
True |
False |
32,613 |
| 10 |
1.0028 |
0.9886 |
0.0142 |
1.4% |
0.0048 |
0.5% |
64% |
False |
False |
27,999 |
| 20 |
1.0089 |
0.9886 |
0.0203 |
2.0% |
0.0046 |
0.5% |
45% |
False |
False |
24,010 |
| 40 |
1.0161 |
0.9886 |
0.0275 |
2.8% |
0.0046 |
0.5% |
33% |
False |
False |
20,543 |
| 60 |
1.0354 |
0.9886 |
0.0468 |
4.7% |
0.0058 |
0.6% |
19% |
False |
False |
22,098 |
| 80 |
1.0354 |
0.9886 |
0.0468 |
4.7% |
0.0057 |
0.6% |
19% |
False |
False |
18,589 |
| 100 |
1.0354 |
0.9886 |
0.0468 |
4.7% |
0.0056 |
0.6% |
19% |
False |
False |
14,886 |
| 120 |
1.0593 |
0.9886 |
0.0707 |
7.1% |
0.0054 |
0.5% |
13% |
False |
False |
12,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0164 |
|
2.618 |
1.0097 |
|
1.618 |
1.0056 |
|
1.000 |
1.0031 |
|
0.618 |
1.0015 |
|
HIGH |
0.9990 |
|
0.618 |
0.9974 |
|
0.500 |
0.9970 |
|
0.382 |
0.9965 |
|
LOW |
0.9949 |
|
0.618 |
0.9924 |
|
1.000 |
0.9908 |
|
1.618 |
0.9883 |
|
2.618 |
0.9842 |
|
4.250 |
0.9775 |
|
|
| Fisher Pivots for day following 15-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9975 |
0.9970 |
| PP |
0.9972 |
0.9962 |
| S1 |
0.9970 |
0.9955 |
|