CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 01-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2019 |
01-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0093 |
1.0122 |
0.0029 |
0.3% |
1.0100 |
| High |
1.0174 |
1.0135 |
-0.0039 |
-0.4% |
1.0174 |
| Low |
1.0090 |
1.0091 |
0.0001 |
0.0% |
1.0086 |
| Close |
1.0124 |
1.0104 |
-0.0020 |
-0.2% |
1.0104 |
| Range |
0.0084 |
0.0044 |
-0.0040 |
-47.6% |
0.0088 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
616 |
297 |
-319 |
-51.8% |
1,017 |
|
| Daily Pivots for day following 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0242 |
1.0217 |
1.0128 |
|
| R3 |
1.0198 |
1.0173 |
1.0116 |
|
| R2 |
1.0154 |
1.0154 |
1.0112 |
|
| R1 |
1.0129 |
1.0129 |
1.0108 |
1.0120 |
| PP |
1.0110 |
1.0110 |
1.0110 |
1.0105 |
| S1 |
1.0085 |
1.0085 |
1.0100 |
1.0076 |
| S2 |
1.0066 |
1.0066 |
1.0096 |
|
| S3 |
1.0022 |
1.0041 |
1.0092 |
|
| S4 |
0.9978 |
0.9997 |
1.0080 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0385 |
1.0333 |
1.0152 |
|
| R3 |
1.0297 |
1.0245 |
1.0128 |
|
| R2 |
1.0209 |
1.0209 |
1.0120 |
|
| R1 |
1.0157 |
1.0157 |
1.0112 |
1.0183 |
| PP |
1.0121 |
1.0121 |
1.0121 |
1.0135 |
| S1 |
1.0069 |
1.0069 |
1.0096 |
1.0095 |
| S2 |
1.0033 |
1.0033 |
1.0088 |
|
| S3 |
0.9945 |
0.9981 |
1.0080 |
|
| S4 |
0.9857 |
0.9893 |
1.0056 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0174 |
1.0086 |
0.0088 |
0.9% |
0.0047 |
0.5% |
20% |
False |
False |
203 |
| 10 |
1.0174 |
1.0026 |
0.0148 |
1.5% |
0.0043 |
0.4% |
53% |
False |
False |
117 |
| 20 |
1.0206 |
1.0018 |
0.0188 |
1.9% |
0.0041 |
0.4% |
46% |
False |
False |
69 |
| 40 |
1.0442 |
1.0018 |
0.0424 |
4.2% |
0.0047 |
0.5% |
20% |
False |
False |
37 |
| 60 |
1.0442 |
1.0018 |
0.0424 |
4.2% |
0.0048 |
0.5% |
20% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0322 |
|
2.618 |
1.0250 |
|
1.618 |
1.0206 |
|
1.000 |
1.0179 |
|
0.618 |
1.0162 |
|
HIGH |
1.0135 |
|
0.618 |
1.0118 |
|
0.500 |
1.0113 |
|
0.382 |
1.0108 |
|
LOW |
1.0091 |
|
0.618 |
1.0064 |
|
1.000 |
1.0047 |
|
1.618 |
1.0020 |
|
2.618 |
0.9976 |
|
4.250 |
0.9904 |
|
|
| Fisher Pivots for day following 01-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0113 |
1.0132 |
| PP |
1.0110 |
1.0122 |
| S1 |
1.0107 |
1.0113 |
|