CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 06-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2019 |
06-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0103 |
1.0051 |
-0.0052 |
-0.5% |
1.0100 |
| High |
1.0108 |
1.0063 |
-0.0045 |
-0.4% |
1.0174 |
| Low |
1.0041 |
1.0041 |
0.0000 |
0.0% |
1.0086 |
| Close |
1.0052 |
1.0046 |
-0.0006 |
-0.1% |
1.0104 |
| Range |
0.0067 |
0.0022 |
-0.0045 |
-67.2% |
0.0088 |
| ATR |
0.0047 |
0.0045 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
236 |
1,540 |
1,304 |
552.5% |
1,017 |
|
| Daily Pivots for day following 06-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0116 |
1.0103 |
1.0058 |
|
| R3 |
1.0094 |
1.0081 |
1.0052 |
|
| R2 |
1.0072 |
1.0072 |
1.0050 |
|
| R1 |
1.0059 |
1.0059 |
1.0048 |
1.0055 |
| PP |
1.0050 |
1.0050 |
1.0050 |
1.0048 |
| S1 |
1.0037 |
1.0037 |
1.0044 |
1.0033 |
| S2 |
1.0028 |
1.0028 |
1.0042 |
|
| S3 |
1.0006 |
1.0015 |
1.0040 |
|
| S4 |
0.9984 |
0.9993 |
1.0034 |
|
|
| 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 |
1.0041 |
0.0133 |
1.3% |
0.0050 |
0.5% |
4% |
False |
True |
672 |
| 10 |
1.0174 |
1.0041 |
0.0133 |
1.3% |
0.0042 |
0.4% |
4% |
False |
True |
352 |
| 20 |
1.0174 |
1.0018 |
0.0156 |
1.6% |
0.0043 |
0.4% |
18% |
False |
False |
191 |
| 40 |
1.0442 |
1.0018 |
0.0424 |
4.2% |
0.0046 |
0.5% |
7% |
False |
False |
98 |
| 60 |
1.0442 |
1.0018 |
0.0424 |
4.2% |
0.0049 |
0.5% |
7% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0157 |
|
2.618 |
1.0121 |
|
1.618 |
1.0099 |
|
1.000 |
1.0085 |
|
0.618 |
1.0077 |
|
HIGH |
1.0063 |
|
0.618 |
1.0055 |
|
0.500 |
1.0052 |
|
0.382 |
1.0049 |
|
LOW |
1.0041 |
|
0.618 |
1.0027 |
|
1.000 |
1.0019 |
|
1.618 |
1.0005 |
|
2.618 |
0.9983 |
|
4.250 |
0.9948 |
|
|
| Fisher Pivots for day following 06-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0052 |
1.0078 |
| PP |
1.0050 |
1.0067 |
| S1 |
1.0048 |
1.0057 |
|