CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 20-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2019 |
20-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0067 |
1.0104 |
0.0037 |
0.4% |
1.0092 |
| High |
1.0109 |
1.0128 |
0.0019 |
0.2% |
1.0128 |
| Low |
1.0053 |
1.0093 |
0.0040 |
0.4% |
1.0018 |
| Close |
1.0104 |
1.0108 |
0.0004 |
0.0% |
1.0066 |
| Range |
0.0056 |
0.0035 |
-0.0021 |
-37.5% |
0.0110 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
55 |
35 |
-20 |
-36.4% |
159 |
|
| Daily Pivots for day following 20-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0215 |
1.0196 |
1.0127 |
|
| R3 |
1.0180 |
1.0161 |
1.0118 |
|
| R2 |
1.0145 |
1.0145 |
1.0114 |
|
| R1 |
1.0126 |
1.0126 |
1.0111 |
1.0136 |
| PP |
1.0110 |
1.0110 |
1.0110 |
1.0114 |
| S1 |
1.0091 |
1.0091 |
1.0105 |
1.0101 |
| S2 |
1.0075 |
1.0075 |
1.0102 |
|
| S3 |
1.0040 |
1.0056 |
1.0098 |
|
| S4 |
1.0005 |
1.0021 |
1.0089 |
|
|
| Weekly Pivots for week ending 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0401 |
1.0343 |
1.0127 |
|
| R3 |
1.0291 |
1.0233 |
1.0096 |
|
| R2 |
1.0181 |
1.0181 |
1.0086 |
|
| R1 |
1.0123 |
1.0123 |
1.0076 |
1.0097 |
| PP |
1.0071 |
1.0071 |
1.0071 |
1.0058 |
| S1 |
1.0013 |
1.0013 |
1.0056 |
0.9987 |
| S2 |
0.9961 |
0.9961 |
1.0046 |
|
| S3 |
0.9851 |
0.9903 |
1.0036 |
|
| S4 |
0.9741 |
0.9793 |
1.0006 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0128 |
1.0018 |
0.0110 |
1.1% |
0.0046 |
0.5% |
82% |
True |
False |
41 |
| 10 |
1.0139 |
1.0018 |
0.0121 |
1.2% |
0.0043 |
0.4% |
74% |
False |
False |
29 |
| 20 |
1.0229 |
1.0018 |
0.0211 |
2.1% |
0.0042 |
0.4% |
43% |
False |
False |
19 |
| 40 |
1.0442 |
1.0018 |
0.0424 |
4.2% |
0.0054 |
0.5% |
21% |
False |
False |
10 |
| 60 |
1.0442 |
1.0018 |
0.0424 |
4.2% |
0.0047 |
0.5% |
21% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0277 |
|
2.618 |
1.0220 |
|
1.618 |
1.0185 |
|
1.000 |
1.0163 |
|
0.618 |
1.0150 |
|
HIGH |
1.0128 |
|
0.618 |
1.0115 |
|
0.500 |
1.0111 |
|
0.382 |
1.0106 |
|
LOW |
1.0093 |
|
0.618 |
1.0071 |
|
1.000 |
1.0058 |
|
1.618 |
1.0036 |
|
2.618 |
1.0001 |
|
4.250 |
0.9944 |
|
|
| Fisher Pivots for day following 20-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0111 |
1.0098 |
| PP |
1.0110 |
1.0087 |
| S1 |
1.0109 |
1.0077 |
|