CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 15-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2018 |
15-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0254 |
1.0246 |
-0.0008 |
-0.1% |
1.0231 |
| High |
1.0272 |
1.0308 |
0.0036 |
0.4% |
1.0299 |
| Low |
1.0227 |
1.0236 |
0.0009 |
0.1% |
1.0203 |
| Close |
1.0249 |
1.0284 |
0.0035 |
0.3% |
1.0249 |
| Range |
0.0045 |
0.0072 |
0.0027 |
60.0% |
0.0096 |
| ATR |
0.0053 |
0.0055 |
0.0001 |
2.5% |
0.0000 |
| Volume |
4 |
2 |
-2 |
-50.0% |
14 |
|
| Daily Pivots for day following 15-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0492 |
1.0460 |
1.0324 |
|
| R3 |
1.0420 |
1.0388 |
1.0304 |
|
| R2 |
1.0348 |
1.0348 |
1.0297 |
|
| R1 |
1.0316 |
1.0316 |
1.0291 |
1.0332 |
| PP |
1.0276 |
1.0276 |
1.0276 |
1.0284 |
| S1 |
1.0244 |
1.0244 |
1.0277 |
1.0260 |
| S2 |
1.0204 |
1.0204 |
1.0271 |
|
| S3 |
1.0132 |
1.0172 |
1.0264 |
|
| S4 |
1.0060 |
1.0100 |
1.0244 |
|
|
| 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 |
1.0614 |
|
2.618 |
1.0496 |
|
1.618 |
1.0424 |
|
1.000 |
1.0380 |
|
0.618 |
1.0352 |
|
HIGH |
1.0308 |
|
0.618 |
1.0280 |
|
0.500 |
1.0272 |
|
0.382 |
1.0264 |
|
LOW |
1.0236 |
|
0.618 |
1.0192 |
|
1.000 |
1.0164 |
|
1.618 |
1.0120 |
|
2.618 |
1.0048 |
|
4.250 |
0.9930 |
|
|
| Fisher Pivots for day following 15-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0280 |
1.0279 |
| PP |
1.0276 |
1.0273 |
| S1 |
1.0272 |
1.0268 |
|