CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 09-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2018 |
09-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0231 |
1.0203 |
-0.0028 |
-0.3% |
1.0329 |
| High |
1.0249 |
1.0246 |
-0.0003 |
0.0% |
1.0339 |
| Low |
1.0216 |
1.0203 |
-0.0013 |
-0.1% |
1.0211 |
| Close |
1.0231 |
1.0237 |
0.0006 |
0.1% |
1.0245 |
| Range |
0.0033 |
0.0043 |
0.0010 |
30.3% |
0.0128 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
3 |
2 |
-1 |
-33.3% |
18 |
|
| Daily Pivots for day following 09-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0358 |
1.0340 |
1.0261 |
|
| R3 |
1.0315 |
1.0297 |
1.0249 |
|
| R2 |
1.0272 |
1.0272 |
1.0245 |
|
| R1 |
1.0254 |
1.0254 |
1.0241 |
1.0263 |
| PP |
1.0229 |
1.0229 |
1.0229 |
1.0233 |
| S1 |
1.0211 |
1.0211 |
1.0233 |
1.0220 |
| S2 |
1.0186 |
1.0186 |
1.0229 |
|
| S3 |
1.0143 |
1.0168 |
1.0225 |
|
| S4 |
1.0100 |
1.0125 |
1.0213 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0649 |
1.0575 |
1.0315 |
|
| R3 |
1.0521 |
1.0447 |
1.0280 |
|
| R2 |
1.0393 |
1.0393 |
1.0268 |
|
| R1 |
1.0319 |
1.0319 |
1.0257 |
1.0292 |
| PP |
1.0265 |
1.0265 |
1.0265 |
1.0252 |
| S1 |
1.0191 |
1.0191 |
1.0233 |
1.0164 |
| S2 |
1.0137 |
1.0137 |
1.0222 |
|
| S3 |
1.0009 |
1.0063 |
1.0210 |
|
| S4 |
0.9881 |
0.9935 |
1.0175 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0429 |
|
2.618 |
1.0359 |
|
1.618 |
1.0316 |
|
1.000 |
1.0289 |
|
0.618 |
1.0273 |
|
HIGH |
1.0246 |
|
0.618 |
1.0230 |
|
0.500 |
1.0225 |
|
0.382 |
1.0219 |
|
LOW |
1.0203 |
|
0.618 |
1.0176 |
|
1.000 |
1.0160 |
|
1.618 |
1.0133 |
|
2.618 |
1.0090 |
|
4.250 |
1.0020 |
|
|
| Fisher Pivots for day following 09-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0233 |
1.0233 |
| PP |
1.0229 |
1.0230 |
| S1 |
1.0225 |
1.0226 |
|