CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 27-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2019 |
27-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0108 |
1.0105 |
-0.0003 |
0.0% |
1.0067 |
| High |
1.0115 |
1.0141 |
0.0026 |
0.3% |
1.0128 |
| Low |
1.0086 |
1.0089 |
0.0003 |
0.0% |
1.0053 |
| Close |
1.0113 |
1.0091 |
-0.0022 |
-0.2% |
1.0106 |
| Range |
0.0029 |
0.0052 |
0.0023 |
79.3% |
0.0075 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
1.6% |
0.0000 |
| Volume |
14 |
71 |
57 |
407.1% |
150 |
|
| Daily Pivots for day following 27-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0263 |
1.0229 |
1.0120 |
|
| R3 |
1.0211 |
1.0177 |
1.0105 |
|
| R2 |
1.0159 |
1.0159 |
1.0101 |
|
| R1 |
1.0125 |
1.0125 |
1.0096 |
1.0116 |
| PP |
1.0107 |
1.0107 |
1.0107 |
1.0103 |
| S1 |
1.0073 |
1.0073 |
1.0086 |
1.0064 |
| S2 |
1.0055 |
1.0055 |
1.0081 |
|
| S3 |
1.0003 |
1.0021 |
1.0077 |
|
| S4 |
0.9951 |
0.9969 |
1.0062 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0321 |
1.0288 |
1.0147 |
|
| R3 |
1.0246 |
1.0213 |
1.0127 |
|
| R2 |
1.0171 |
1.0171 |
1.0120 |
|
| R1 |
1.0138 |
1.0138 |
1.0113 |
1.0155 |
| PP |
1.0096 |
1.0096 |
1.0096 |
1.0104 |
| S1 |
1.0063 |
1.0063 |
1.0099 |
1.0080 |
| S2 |
1.0021 |
1.0021 |
1.0092 |
|
| S3 |
0.9946 |
0.9988 |
1.0085 |
|
| S4 |
0.9871 |
0.9913 |
1.0065 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0141 |
1.0082 |
0.0059 |
0.6% |
0.0034 |
0.3% |
15% |
True |
False |
32 |
| 10 |
1.0141 |
1.0018 |
0.0123 |
1.2% |
0.0040 |
0.4% |
59% |
True |
False |
36 |
| 20 |
1.0222 |
1.0018 |
0.0204 |
2.0% |
0.0040 |
0.4% |
36% |
False |
False |
26 |
| 40 |
1.0442 |
1.0018 |
0.0424 |
4.2% |
0.0048 |
0.5% |
17% |
False |
False |
14 |
| 60 |
1.0442 |
1.0018 |
0.0424 |
4.2% |
0.0047 |
0.5% |
17% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0362 |
|
2.618 |
1.0277 |
|
1.618 |
1.0225 |
|
1.000 |
1.0193 |
|
0.618 |
1.0173 |
|
HIGH |
1.0141 |
|
0.618 |
1.0121 |
|
0.500 |
1.0115 |
|
0.382 |
1.0109 |
|
LOW |
1.0089 |
|
0.618 |
1.0057 |
|
1.000 |
1.0037 |
|
1.618 |
1.0005 |
|
2.618 |
0.9953 |
|
4.250 |
0.9868 |
|
|
| Fisher Pivots for day following 27-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0115 |
1.0114 |
| PP |
1.0107 |
1.0106 |
| S1 |
1.0099 |
1.0099 |
|