CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 02-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2018 |
02-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0329 |
1.0326 |
-0.0003 |
0.0% |
1.0593 |
| High |
1.0329 |
1.0339 |
0.0010 |
0.1% |
1.0593 |
| Low |
1.0318 |
1.0308 |
-0.0010 |
-0.1% |
1.0359 |
| Close |
1.0329 |
1.0320 |
-0.0009 |
-0.1% |
1.0383 |
| Range |
0.0011 |
0.0031 |
0.0020 |
181.8% |
0.0234 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
5 |
1 |
-4 |
-80.0% |
333 |
|
| Daily Pivots for day following 02-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0415 |
1.0399 |
1.0337 |
|
| R3 |
1.0384 |
1.0368 |
1.0329 |
|
| R2 |
1.0353 |
1.0353 |
1.0326 |
|
| R1 |
1.0337 |
1.0337 |
1.0323 |
1.0330 |
| PP |
1.0322 |
1.0322 |
1.0322 |
1.0319 |
| S1 |
1.0306 |
1.0306 |
1.0317 |
1.0299 |
| S2 |
1.0291 |
1.0291 |
1.0314 |
|
| S3 |
1.0260 |
1.0275 |
1.0311 |
|
| S4 |
1.0229 |
1.0244 |
1.0303 |
|
|
| 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 |
1.0471 |
|
2.618 |
1.0420 |
|
1.618 |
1.0389 |
|
1.000 |
1.0370 |
|
0.618 |
1.0358 |
|
HIGH |
1.0339 |
|
0.618 |
1.0327 |
|
0.500 |
1.0324 |
|
0.382 |
1.0320 |
|
LOW |
1.0308 |
|
0.618 |
1.0289 |
|
1.000 |
1.0277 |
|
1.618 |
1.0258 |
|
2.618 |
1.0227 |
|
4.250 |
1.0176 |
|
|
| Fisher Pivots for day following 02-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0324 |
1.0373 |
| PP |
1.0322 |
1.0355 |
| S1 |
1.0321 |
1.0338 |
|