CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 25-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2018 |
25-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0593 |
1.0526 |
-0.0067 |
-0.6% |
1.0530 |
| High |
1.0593 |
1.0547 |
-0.0046 |
-0.4% |
1.0654 |
| Low |
1.0559 |
1.0517 |
-0.0042 |
-0.4% |
1.0492 |
| Close |
1.0559 |
1.0539 |
-0.0020 |
-0.2% |
1.0611 |
| Range |
0.0034 |
0.0030 |
-0.0004 |
-11.8% |
0.0162 |
| ATR |
|
|
|
|
|
| Volume |
22 |
42 |
20 |
90.9% |
82 |
|
| Daily Pivots for day following 25-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0624 |
1.0612 |
1.0556 |
|
| R3 |
1.0594 |
1.0582 |
1.0547 |
|
| R2 |
1.0564 |
1.0564 |
1.0545 |
|
| R1 |
1.0552 |
1.0552 |
1.0542 |
1.0558 |
| PP |
1.0534 |
1.0534 |
1.0534 |
1.0538 |
| S1 |
1.0522 |
1.0522 |
1.0536 |
1.0528 |
| S2 |
1.0504 |
1.0504 |
1.0534 |
|
| S3 |
1.0474 |
1.0492 |
1.0531 |
|
| S4 |
1.0444 |
1.0462 |
1.0523 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1072 |
1.1003 |
1.0700 |
|
| R3 |
1.0910 |
1.0841 |
1.0656 |
|
| R2 |
1.0748 |
1.0748 |
1.0641 |
|
| R1 |
1.0679 |
1.0679 |
1.0626 |
1.0714 |
| PP |
1.0586 |
1.0586 |
1.0586 |
1.0603 |
| S1 |
1.0517 |
1.0517 |
1.0596 |
1.0552 |
| S2 |
1.0424 |
1.0424 |
1.0581 |
|
| S3 |
1.0262 |
1.0355 |
1.0566 |
|
| S4 |
1.0100 |
1.0193 |
1.0522 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0675 |
|
2.618 |
1.0626 |
|
1.618 |
1.0596 |
|
1.000 |
1.0577 |
|
0.618 |
1.0566 |
|
HIGH |
1.0547 |
|
0.618 |
1.0536 |
|
0.500 |
1.0532 |
|
0.382 |
1.0528 |
|
LOW |
1.0517 |
|
0.618 |
1.0498 |
|
1.000 |
1.0487 |
|
1.618 |
1.0468 |
|
2.618 |
1.0438 |
|
4.250 |
1.0390 |
|
|
| Fisher Pivots for day following 25-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0537 |
1.0586 |
| PP |
1.0534 |
1.0570 |
| S1 |
1.0532 |
1.0555 |
|