CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 24-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2018 |
24-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0192 |
1.0197 |
0.0005 |
0.0% |
1.0246 |
| High |
1.0208 |
1.0202 |
-0.0006 |
-0.1% |
1.0308 |
| Low |
1.0178 |
1.0158 |
-0.0020 |
-0.2% |
1.0170 |
| Close |
1.0189 |
1.0172 |
-0.0017 |
-0.2% |
1.0179 |
| Range |
0.0030 |
0.0044 |
0.0014 |
46.7% |
0.0138 |
| ATR |
0.0050 |
0.0049 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
2 |
16 |
14 |
700.0% |
23 |
|
| Daily Pivots for day following 24-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0309 |
1.0285 |
1.0196 |
|
| R3 |
1.0265 |
1.0241 |
1.0184 |
|
| R2 |
1.0221 |
1.0221 |
1.0180 |
|
| R1 |
1.0197 |
1.0197 |
1.0176 |
1.0187 |
| PP |
1.0177 |
1.0177 |
1.0177 |
1.0173 |
| S1 |
1.0153 |
1.0153 |
1.0168 |
1.0143 |
| S2 |
1.0133 |
1.0133 |
1.0164 |
|
| S3 |
1.0089 |
1.0109 |
1.0160 |
|
| S4 |
1.0045 |
1.0065 |
1.0148 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0633 |
1.0544 |
1.0255 |
|
| R3 |
1.0495 |
1.0406 |
1.0217 |
|
| R2 |
1.0357 |
1.0357 |
1.0204 |
|
| R1 |
1.0268 |
1.0268 |
1.0192 |
1.0244 |
| PP |
1.0219 |
1.0219 |
1.0219 |
1.0207 |
| S1 |
1.0130 |
1.0130 |
1.0166 |
1.0106 |
| S2 |
1.0081 |
1.0081 |
1.0154 |
|
| S3 |
0.9943 |
0.9992 |
1.0141 |
|
| S4 |
0.9805 |
0.9854 |
1.0103 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0389 |
|
2.618 |
1.0317 |
|
1.618 |
1.0273 |
|
1.000 |
1.0246 |
|
0.618 |
1.0229 |
|
HIGH |
1.0202 |
|
0.618 |
1.0185 |
|
0.500 |
1.0180 |
|
0.382 |
1.0175 |
|
LOW |
1.0158 |
|
0.618 |
1.0131 |
|
1.000 |
1.0114 |
|
1.618 |
1.0087 |
|
2.618 |
1.0043 |
|
4.250 |
0.9971 |
|
|
| Fisher Pivots for day following 24-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0180 |
1.0183 |
| PP |
1.0177 |
1.0179 |
| S1 |
1.0175 |
1.0176 |
|