CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 07-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2019 |
07-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0051 |
1.0052 |
0.0001 |
0.0% |
1.0100 |
| High |
1.0063 |
1.0057 |
-0.0006 |
-0.1% |
1.0174 |
| Low |
1.0041 |
0.9970 |
-0.0071 |
-0.7% |
1.0086 |
| Close |
1.0046 |
0.9972 |
-0.0074 |
-0.7% |
1.0104 |
| Range |
0.0022 |
0.0087 |
0.0065 |
295.5% |
0.0088 |
| ATR |
0.0045 |
0.0048 |
0.0003 |
6.7% |
0.0000 |
| Volume |
1,540 |
3,548 |
2,008 |
130.4% |
1,017 |
|
| Daily Pivots for day following 07-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0261 |
1.0203 |
1.0020 |
|
| R3 |
1.0174 |
1.0116 |
0.9996 |
|
| R2 |
1.0087 |
1.0087 |
0.9988 |
|
| R1 |
1.0029 |
1.0029 |
0.9980 |
1.0015 |
| PP |
1.0000 |
1.0000 |
1.0000 |
0.9992 |
| S1 |
0.9942 |
0.9942 |
0.9964 |
0.9928 |
| S2 |
0.9913 |
0.9913 |
0.9956 |
|
| S3 |
0.9826 |
0.9855 |
0.9948 |
|
| S4 |
0.9739 |
0.9768 |
0.9924 |
|
|
| 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 |
1.0135 |
0.9970 |
0.0165 |
1.7% |
0.0051 |
0.5% |
1% |
False |
True |
1,258 |
| 10 |
1.0174 |
0.9970 |
0.0204 |
2.0% |
0.0048 |
0.5% |
1% |
False |
True |
704 |
| 20 |
1.0174 |
0.9970 |
0.0204 |
2.0% |
0.0045 |
0.5% |
1% |
False |
True |
367 |
| 40 |
1.0442 |
0.9970 |
0.0472 |
4.7% |
0.0047 |
0.5% |
0% |
False |
True |
187 |
| 60 |
1.0442 |
0.9970 |
0.0472 |
4.7% |
0.0050 |
0.5% |
0% |
False |
True |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0427 |
|
2.618 |
1.0285 |
|
1.618 |
1.0198 |
|
1.000 |
1.0144 |
|
0.618 |
1.0111 |
|
HIGH |
1.0057 |
|
0.618 |
1.0024 |
|
0.500 |
1.0014 |
|
0.382 |
1.0003 |
|
LOW |
0.9970 |
|
0.618 |
0.9916 |
|
1.000 |
0.9883 |
|
1.618 |
0.9829 |
|
2.618 |
0.9742 |
|
4.250 |
0.9600 |
|
|
| Fisher Pivots for day following 07-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0014 |
1.0039 |
| PP |
1.0000 |
1.0017 |
| S1 |
0.9986 |
0.9994 |
|