CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 28-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2019 |
28-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0136 |
1.0130 |
-0.0006 |
-0.1% |
1.0064 |
| High |
1.0175 |
1.0131 |
-0.0044 |
-0.4% |
1.0191 |
| Low |
1.0113 |
1.0101 |
-0.0012 |
-0.1% |
1.0060 |
| Close |
1.0129 |
1.0121 |
-0.0008 |
-0.1% |
1.0137 |
| Range |
0.0062 |
0.0030 |
-0.0032 |
-51.6% |
0.0131 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
32,949 |
25,219 |
-7,730 |
-23.5% |
124,913 |
|
| Daily Pivots for day following 28-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0208 |
1.0194 |
1.0138 |
|
| R3 |
1.0178 |
1.0164 |
1.0129 |
|
| R2 |
1.0148 |
1.0148 |
1.0127 |
|
| R1 |
1.0134 |
1.0134 |
1.0124 |
1.0126 |
| PP |
1.0118 |
1.0118 |
1.0118 |
1.0114 |
| S1 |
1.0104 |
1.0104 |
1.0118 |
1.0096 |
| S2 |
1.0088 |
1.0088 |
1.0116 |
|
| S3 |
1.0058 |
1.0074 |
1.0113 |
|
| S4 |
1.0028 |
1.0044 |
1.0105 |
|
|
| Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0522 |
1.0461 |
1.0209 |
|
| R3 |
1.0391 |
1.0330 |
1.0173 |
|
| R2 |
1.0260 |
1.0260 |
1.0161 |
|
| R1 |
1.0199 |
1.0199 |
1.0149 |
1.0230 |
| PP |
1.0129 |
1.0129 |
1.0129 |
1.0145 |
| S1 |
1.0068 |
1.0068 |
1.0125 |
1.0099 |
| S2 |
0.9998 |
0.9998 |
1.0113 |
|
| S3 |
0.9867 |
0.9937 |
1.0101 |
|
| S4 |
0.9736 |
0.9806 |
1.0065 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0175 |
1.0101 |
0.0074 |
0.7% |
0.0045 |
0.4% |
27% |
False |
True |
26,830 |
| 10 |
1.0191 |
1.0034 |
0.0157 |
1.6% |
0.0048 |
0.5% |
55% |
False |
False |
25,372 |
| 20 |
1.0191 |
0.9970 |
0.0221 |
2.2% |
0.0048 |
0.5% |
68% |
False |
False |
18,151 |
| 40 |
1.0222 |
0.9970 |
0.0252 |
2.5% |
0.0045 |
0.4% |
60% |
False |
False |
9,103 |
| 60 |
1.0442 |
0.9970 |
0.0472 |
4.7% |
0.0048 |
0.5% |
32% |
False |
False |
6,070 |
| 80 |
1.0442 |
0.9970 |
0.0472 |
4.7% |
0.0048 |
0.5% |
32% |
False |
False |
4,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0259 |
|
2.618 |
1.0210 |
|
1.618 |
1.0180 |
|
1.000 |
1.0161 |
|
0.618 |
1.0150 |
|
HIGH |
1.0131 |
|
0.618 |
1.0120 |
|
0.500 |
1.0116 |
|
0.382 |
1.0112 |
|
LOW |
1.0101 |
|
0.618 |
1.0082 |
|
1.000 |
1.0071 |
|
1.618 |
1.0052 |
|
2.618 |
1.0022 |
|
4.250 |
0.9974 |
|
|
| Fisher Pivots for day following 28-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0119 |
1.0138 |
| PP |
1.0118 |
1.0132 |
| S1 |
1.0116 |
1.0127 |
|