CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 11-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2018 |
11-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0233 |
1.0268 |
0.0035 |
0.3% |
1.0329 |
| High |
1.0258 |
1.0299 |
0.0041 |
0.4% |
1.0339 |
| Low |
1.0225 |
1.0235 |
0.0010 |
0.1% |
1.0211 |
| Close |
1.0236 |
1.0265 |
0.0029 |
0.3% |
1.0245 |
| Range |
0.0033 |
0.0064 |
0.0031 |
93.9% |
0.0128 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
1.4% |
0.0000 |
| Volume |
3 |
2 |
-1 |
-33.3% |
18 |
|
| Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0458 |
1.0426 |
1.0300 |
|
| R3 |
1.0394 |
1.0362 |
1.0283 |
|
| R2 |
1.0330 |
1.0330 |
1.0277 |
|
| R1 |
1.0298 |
1.0298 |
1.0271 |
1.0282 |
| PP |
1.0266 |
1.0266 |
1.0266 |
1.0259 |
| S1 |
1.0234 |
1.0234 |
1.0259 |
1.0218 |
| S2 |
1.0202 |
1.0202 |
1.0253 |
|
| S3 |
1.0138 |
1.0170 |
1.0247 |
|
| S4 |
1.0074 |
1.0106 |
1.0230 |
|
|
| 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 |
1.0571 |
|
2.618 |
1.0467 |
|
1.618 |
1.0403 |
|
1.000 |
1.0363 |
|
0.618 |
1.0339 |
|
HIGH |
1.0299 |
|
0.618 |
1.0275 |
|
0.500 |
1.0267 |
|
0.382 |
1.0259 |
|
LOW |
1.0235 |
|
0.618 |
1.0195 |
|
1.000 |
1.0171 |
|
1.618 |
1.0131 |
|
2.618 |
1.0067 |
|
4.250 |
0.9963 |
|
|
| Fisher Pivots for day following 11-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0267 |
1.0260 |
| PP |
1.0266 |
1.0256 |
| S1 |
1.0266 |
1.0251 |
|