CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 28-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2019 |
28-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0105 |
1.0093 |
-0.0012 |
-0.1% |
1.0067 |
| High |
1.0141 |
1.0174 |
0.0033 |
0.3% |
1.0128 |
| Low |
1.0089 |
1.0090 |
0.0001 |
0.0% |
1.0053 |
| Close |
1.0091 |
1.0124 |
0.0033 |
0.3% |
1.0106 |
| Range |
0.0052 |
0.0084 |
0.0032 |
61.5% |
0.0075 |
| ATR |
0.0043 |
0.0046 |
0.0003 |
6.8% |
0.0000 |
| Volume |
71 |
616 |
545 |
767.6% |
150 |
|
| Daily Pivots for day following 28-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0381 |
1.0337 |
1.0170 |
|
| R3 |
1.0297 |
1.0253 |
1.0147 |
|
| R2 |
1.0213 |
1.0213 |
1.0139 |
|
| R1 |
1.0169 |
1.0169 |
1.0132 |
1.0191 |
| PP |
1.0129 |
1.0129 |
1.0129 |
1.0141 |
| S1 |
1.0085 |
1.0085 |
1.0116 |
1.0107 |
| S2 |
1.0045 |
1.0045 |
1.0109 |
|
| S3 |
0.9961 |
1.0001 |
1.0101 |
|
| S4 |
0.9877 |
0.9917 |
1.0078 |
|
|
| 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 |
1.0174 |
1.0082 |
0.0092 |
0.9% |
0.0045 |
0.4% |
46% |
True |
False |
150 |
| 10 |
1.0174 |
1.0018 |
0.0156 |
1.5% |
0.0043 |
0.4% |
68% |
True |
False |
93 |
| 20 |
1.0222 |
1.0018 |
0.0204 |
2.0% |
0.0041 |
0.4% |
52% |
False |
False |
55 |
| 40 |
1.0442 |
1.0018 |
0.0424 |
4.2% |
0.0049 |
0.5% |
25% |
False |
False |
30 |
| 60 |
1.0442 |
1.0018 |
0.0424 |
4.2% |
0.0048 |
0.5% |
25% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0531 |
|
2.618 |
1.0394 |
|
1.618 |
1.0310 |
|
1.000 |
1.0258 |
|
0.618 |
1.0226 |
|
HIGH |
1.0174 |
|
0.618 |
1.0142 |
|
0.500 |
1.0132 |
|
0.382 |
1.0122 |
|
LOW |
1.0090 |
|
0.618 |
1.0038 |
|
1.000 |
1.0006 |
|
1.618 |
0.9954 |
|
2.618 |
0.9870 |
|
4.250 |
0.9733 |
|
|
| Fisher Pivots for day following 28-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0132 |
1.0130 |
| PP |
1.0129 |
1.0128 |
| S1 |
1.0127 |
1.0126 |
|