CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 18-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2018 |
18-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0221 |
1.0195 |
-0.0026 |
-0.3% |
1.0231 |
| High |
1.0221 |
1.0229 |
0.0008 |
0.1% |
1.0299 |
| Low |
1.0201 |
1.0177 |
-0.0024 |
-0.2% |
1.0203 |
| Close |
1.0203 |
1.0198 |
-0.0005 |
0.0% |
1.0249 |
| Range |
0.0020 |
0.0052 |
0.0032 |
160.0% |
0.0096 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
9 |
3 |
-6 |
-66.7% |
14 |
|
| Daily Pivots for day following 18-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0357 |
1.0330 |
1.0227 |
|
| R3 |
1.0305 |
1.0278 |
1.0212 |
|
| R2 |
1.0253 |
1.0253 |
1.0208 |
|
| R1 |
1.0226 |
1.0226 |
1.0203 |
1.0240 |
| PP |
1.0201 |
1.0201 |
1.0201 |
1.0208 |
| S1 |
1.0174 |
1.0174 |
1.0193 |
1.0188 |
| S2 |
1.0149 |
1.0149 |
1.0188 |
|
| S3 |
1.0097 |
1.0122 |
1.0184 |
|
| S4 |
1.0045 |
1.0070 |
1.0169 |
|
|
| 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 |
1.0450 |
|
2.618 |
1.0365 |
|
1.618 |
1.0313 |
|
1.000 |
1.0281 |
|
0.618 |
1.0261 |
|
HIGH |
1.0229 |
|
0.618 |
1.0209 |
|
0.500 |
1.0203 |
|
0.382 |
1.0197 |
|
LOW |
1.0177 |
|
0.618 |
1.0145 |
|
1.000 |
1.0125 |
|
1.618 |
1.0093 |
|
2.618 |
1.0041 |
|
4.250 |
0.9956 |
|
|
| Fisher Pivots for day following 18-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0203 |
1.0236 |
| PP |
1.0201 |
1.0223 |
| S1 |
1.0200 |
1.0211 |
|