CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 12-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2018 |
12-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0268 |
1.0254 |
-0.0014 |
-0.1% |
1.0231 |
| High |
1.0299 |
1.0272 |
-0.0027 |
-0.3% |
1.0299 |
| Low |
1.0235 |
1.0227 |
-0.0008 |
-0.1% |
1.0203 |
| Close |
1.0265 |
1.0249 |
-0.0016 |
-0.2% |
1.0249 |
| Range |
0.0064 |
0.0045 |
-0.0019 |
-29.7% |
0.0096 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
2 |
4 |
2 |
100.0% |
14 |
|
| Daily Pivots for day following 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0384 |
1.0362 |
1.0274 |
|
| R3 |
1.0339 |
1.0317 |
1.0261 |
|
| R2 |
1.0294 |
1.0294 |
1.0257 |
|
| R1 |
1.0272 |
1.0272 |
1.0253 |
1.0261 |
| PP |
1.0249 |
1.0249 |
1.0249 |
1.0244 |
| S1 |
1.0227 |
1.0227 |
1.0245 |
1.0216 |
| S2 |
1.0204 |
1.0204 |
1.0241 |
|
| S3 |
1.0159 |
1.0182 |
1.0237 |
|
| S4 |
1.0114 |
1.0137 |
1.0224 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0538 |
1.0490 |
1.0302 |
|
| R3 |
1.0442 |
1.0394 |
1.0275 |
|
| R2 |
1.0346 |
1.0346 |
1.0267 |
|
| R1 |
1.0298 |
1.0298 |
1.0258 |
1.0322 |
| PP |
1.0250 |
1.0250 |
1.0250 |
1.0263 |
| S1 |
1.0202 |
1.0202 |
1.0240 |
1.0226 |
| S2 |
1.0154 |
1.0154 |
1.0231 |
|
| S3 |
1.0058 |
1.0106 |
1.0223 |
|
| S4 |
0.9962 |
1.0010 |
1.0196 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0463 |
|
2.618 |
1.0390 |
|
1.618 |
1.0345 |
|
1.000 |
1.0317 |
|
0.618 |
1.0300 |
|
HIGH |
1.0272 |
|
0.618 |
1.0255 |
|
0.500 |
1.0250 |
|
0.382 |
1.0244 |
|
LOW |
1.0227 |
|
0.618 |
1.0199 |
|
1.000 |
1.0182 |
|
1.618 |
1.0154 |
|
2.618 |
1.0109 |
|
4.250 |
1.0036 |
|
|
| Fisher Pivots for day following 12-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0250 |
1.0262 |
| PP |
1.0249 |
1.0258 |
| S1 |
1.0249 |
1.0253 |
|