CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 28-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2018 |
28-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0400 |
1.0406 |
0.0006 |
0.1% |
1.0593 |
| High |
1.0400 |
1.0438 |
0.0038 |
0.4% |
1.0593 |
| Low |
1.0397 |
1.0359 |
-0.0038 |
-0.4% |
1.0359 |
| Close |
1.0400 |
1.0383 |
-0.0017 |
-0.2% |
1.0383 |
| Range |
0.0003 |
0.0079 |
0.0076 |
2,533.3% |
0.0234 |
| ATR |
0.0000 |
0.0061 |
0.0061 |
|
0.0000 |
| Volume |
24 |
223 |
199 |
829.2% |
333 |
|
| Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0630 |
1.0586 |
1.0426 |
|
| R3 |
1.0551 |
1.0507 |
1.0405 |
|
| R2 |
1.0472 |
1.0472 |
1.0397 |
|
| R1 |
1.0428 |
1.0428 |
1.0390 |
1.0411 |
| PP |
1.0393 |
1.0393 |
1.0393 |
1.0385 |
| S1 |
1.0349 |
1.0349 |
1.0376 |
1.0332 |
| S2 |
1.0314 |
1.0314 |
1.0369 |
|
| S3 |
1.0235 |
1.0270 |
1.0361 |
|
| S4 |
1.0156 |
1.0191 |
1.0340 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1147 |
1.0999 |
1.0512 |
|
| R3 |
1.0913 |
1.0765 |
1.0447 |
|
| R2 |
1.0679 |
1.0679 |
1.0426 |
|
| R1 |
1.0531 |
1.0531 |
1.0404 |
1.0488 |
| PP |
1.0445 |
1.0445 |
1.0445 |
1.0424 |
| S1 |
1.0297 |
1.0297 |
1.0362 |
1.0254 |
| S2 |
1.0211 |
1.0211 |
1.0340 |
|
| S3 |
0.9977 |
1.0063 |
1.0319 |
|
| S4 |
0.9743 |
0.9829 |
1.0254 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0774 |
|
2.618 |
1.0645 |
|
1.618 |
1.0566 |
|
1.000 |
1.0517 |
|
0.618 |
1.0487 |
|
HIGH |
1.0438 |
|
0.618 |
1.0408 |
|
0.500 |
1.0399 |
|
0.382 |
1.0389 |
|
LOW |
1.0359 |
|
0.618 |
1.0310 |
|
1.000 |
1.0280 |
|
1.618 |
1.0231 |
|
2.618 |
1.0152 |
|
4.250 |
1.0023 |
|
|
| Fisher Pivots for day following 28-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0399 |
1.0459 |
| PP |
1.0393 |
1.0434 |
| S1 |
1.0388 |
1.0408 |
|