CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 18-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2019 |
18-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9964 |
0.9979 |
0.0015 |
0.2% |
0.9930 |
| High |
0.9990 |
1.0002 |
0.0012 |
0.1% |
0.9990 |
| Low |
0.9949 |
0.9976 |
0.0027 |
0.3% |
0.9888 |
| Close |
0.9977 |
0.9984 |
0.0007 |
0.1% |
0.9977 |
| Range |
0.0041 |
0.0026 |
-0.0015 |
-36.6% |
0.0102 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
5,774 |
278 |
-5,496 |
-95.2% |
163,067 |
|
| Daily Pivots for day following 18-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0065 |
1.0051 |
0.9998 |
|
| R3 |
1.0039 |
1.0025 |
0.9991 |
|
| R2 |
1.0013 |
1.0013 |
0.9989 |
|
| R1 |
0.9999 |
0.9999 |
0.9986 |
1.0006 |
| PP |
0.9987 |
0.9987 |
0.9987 |
0.9991 |
| S1 |
0.9973 |
0.9973 |
0.9982 |
0.9980 |
| S2 |
0.9961 |
0.9961 |
0.9979 |
|
| S3 |
0.9935 |
0.9947 |
0.9977 |
|
| S4 |
0.9909 |
0.9921 |
0.9970 |
|
|
| 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 |
1.0002 |
0.9894 |
0.0108 |
1.1% |
0.0039 |
0.4% |
83% |
True |
False |
27,148 |
| 10 |
1.0023 |
0.9886 |
0.0137 |
1.4% |
0.0047 |
0.5% |
72% |
False |
False |
26,218 |
| 20 |
1.0089 |
0.9886 |
0.0203 |
2.0% |
0.0045 |
0.5% |
48% |
False |
False |
23,329 |
| 40 |
1.0142 |
0.9886 |
0.0256 |
2.6% |
0.0045 |
0.5% |
38% |
False |
False |
20,104 |
| 60 |
1.0354 |
0.9886 |
0.0468 |
4.7% |
0.0057 |
0.6% |
21% |
False |
False |
21,777 |
| 80 |
1.0354 |
0.9886 |
0.0468 |
4.7% |
0.0056 |
0.6% |
21% |
False |
False |
18,589 |
| 100 |
1.0354 |
0.9886 |
0.0468 |
4.7% |
0.0056 |
0.6% |
21% |
False |
False |
14,889 |
| 120 |
1.0559 |
0.9886 |
0.0673 |
6.7% |
0.0054 |
0.5% |
15% |
False |
False |
12,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0113 |
|
2.618 |
1.0070 |
|
1.618 |
1.0044 |
|
1.000 |
1.0028 |
|
0.618 |
1.0018 |
|
HIGH |
1.0002 |
|
0.618 |
0.9992 |
|
0.500 |
0.9989 |
|
0.382 |
0.9986 |
|
LOW |
0.9976 |
|
0.618 |
0.9960 |
|
1.000 |
0.9950 |
|
1.618 |
0.9934 |
|
2.618 |
0.9908 |
|
4.250 |
0.9866 |
|
|
| Fisher Pivots for day following 18-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9989 |
0.9981 |
| PP |
0.9987 |
0.9978 |
| S1 |
0.9986 |
0.9976 |
|