CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 04-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2019 |
04-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0300 |
1.0297 |
-0.0003 |
0.0% |
1.0336 |
| High |
1.0312 |
1.0305 |
-0.0007 |
-0.1% |
1.0368 |
| Low |
1.0265 |
1.0257 |
-0.0008 |
-0.1% |
1.0248 |
| Close |
1.0277 |
1.0297 |
0.0020 |
0.2% |
1.0297 |
| Range |
0.0047 |
0.0048 |
0.0001 |
2.1% |
0.0120 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
4 |
|
| Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0430 |
1.0412 |
1.0323 |
|
| R3 |
1.0382 |
1.0364 |
1.0310 |
|
| R2 |
1.0334 |
1.0334 |
1.0306 |
|
| R1 |
1.0316 |
1.0316 |
1.0301 |
1.0321 |
| PP |
1.0286 |
1.0286 |
1.0286 |
1.0289 |
| S1 |
1.0268 |
1.0268 |
1.0293 |
1.0273 |
| S2 |
1.0238 |
1.0238 |
1.0288 |
|
| S3 |
1.0190 |
1.0220 |
1.0284 |
|
| S4 |
1.0142 |
1.0172 |
1.0271 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0664 |
1.0601 |
1.0363 |
|
| R3 |
1.0544 |
1.0481 |
1.0330 |
|
| R2 |
1.0424 |
1.0424 |
1.0319 |
|
| R1 |
1.0361 |
1.0361 |
1.0308 |
1.0333 |
| PP |
1.0304 |
1.0304 |
1.0304 |
1.0290 |
| S1 |
1.0241 |
1.0241 |
1.0286 |
1.0213 |
| S2 |
1.0184 |
1.0184 |
1.0275 |
|
| S3 |
1.0064 |
1.0121 |
1.0264 |
|
| S4 |
0.9944 |
1.0001 |
1.0231 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0509 |
|
2.618 |
1.0431 |
|
1.618 |
1.0383 |
|
1.000 |
1.0353 |
|
0.618 |
1.0335 |
|
HIGH |
1.0305 |
|
0.618 |
1.0287 |
|
0.500 |
1.0281 |
|
0.382 |
1.0275 |
|
LOW |
1.0257 |
|
0.618 |
1.0227 |
|
1.000 |
1.0209 |
|
1.618 |
1.0179 |
|
2.618 |
1.0131 |
|
4.250 |
1.0053 |
|
|
| Fisher Pivots for day following 04-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0292 |
1.0308 |
| PP |
1.0286 |
1.0304 |
| S1 |
1.0281 |
1.0301 |
|