CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 26-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0526 |
1.0500 |
-0.0026 |
-0.2% |
1.0530 |
| High |
1.0547 |
1.0559 |
0.0012 |
0.1% |
1.0654 |
| Low |
1.0517 |
1.0487 |
-0.0030 |
-0.3% |
1.0492 |
| Close |
1.0539 |
1.0536 |
-0.0003 |
0.0% |
1.0611 |
| Range |
0.0030 |
0.0072 |
0.0042 |
140.0% |
0.0162 |
| ATR |
|
|
|
|
|
| Volume |
42 |
22 |
-20 |
-47.6% |
82 |
|
| Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0743 |
1.0712 |
1.0576 |
|
| R3 |
1.0671 |
1.0640 |
1.0556 |
|
| R2 |
1.0599 |
1.0599 |
1.0549 |
|
| R1 |
1.0568 |
1.0568 |
1.0543 |
1.0584 |
| PP |
1.0527 |
1.0527 |
1.0527 |
1.0535 |
| S1 |
1.0496 |
1.0496 |
1.0529 |
1.0512 |
| S2 |
1.0455 |
1.0455 |
1.0523 |
|
| S3 |
1.0383 |
1.0424 |
1.0516 |
|
| S4 |
1.0311 |
1.0352 |
1.0496 |
|
|
| 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 |
1.0865 |
|
2.618 |
1.0747 |
|
1.618 |
1.0675 |
|
1.000 |
1.0631 |
|
0.618 |
1.0603 |
|
HIGH |
1.0559 |
|
0.618 |
1.0531 |
|
0.500 |
1.0523 |
|
0.382 |
1.0515 |
|
LOW |
1.0487 |
|
0.618 |
1.0443 |
|
1.000 |
1.0415 |
|
1.618 |
1.0371 |
|
2.618 |
1.0299 |
|
4.250 |
1.0181 |
|
|
| Fisher Pivots for day following 26-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0532 |
1.0540 |
| PP |
1.0527 |
1.0539 |
| S1 |
1.0523 |
1.0537 |
|