CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 29-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2018 |
29-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0135 |
1.0163 |
0.0028 |
0.3% |
1.0170 |
| High |
1.0174 |
1.0165 |
-0.0009 |
-0.1% |
1.0208 |
| Low |
1.0117 |
1.0120 |
0.0003 |
0.0% |
1.0117 |
| Close |
1.0173 |
1.0131 |
-0.0042 |
-0.4% |
1.0173 |
| Range |
0.0057 |
0.0045 |
-0.0012 |
-21.1% |
0.0091 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.3% |
0.0000 |
| Volume |
47 |
69 |
22 |
46.8% |
115 |
|
| Daily Pivots for day following 29-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0274 |
1.0247 |
1.0156 |
|
| R3 |
1.0229 |
1.0202 |
1.0143 |
|
| R2 |
1.0184 |
1.0184 |
1.0139 |
|
| R1 |
1.0157 |
1.0157 |
1.0135 |
1.0148 |
| PP |
1.0139 |
1.0139 |
1.0139 |
1.0134 |
| S1 |
1.0112 |
1.0112 |
1.0127 |
1.0103 |
| S2 |
1.0094 |
1.0094 |
1.0123 |
|
| S3 |
1.0049 |
1.0067 |
1.0119 |
|
| S4 |
1.0004 |
1.0022 |
1.0106 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0439 |
1.0397 |
1.0223 |
|
| R3 |
1.0348 |
1.0306 |
1.0198 |
|
| R2 |
1.0257 |
1.0257 |
1.0190 |
|
| R1 |
1.0215 |
1.0215 |
1.0181 |
1.0236 |
| PP |
1.0166 |
1.0166 |
1.0166 |
1.0177 |
| S1 |
1.0124 |
1.0124 |
1.0165 |
1.0145 |
| S2 |
1.0075 |
1.0075 |
1.0156 |
|
| S3 |
0.9984 |
1.0033 |
1.0148 |
|
| S4 |
0.9893 |
0.9942 |
1.0123 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0356 |
|
2.618 |
1.0283 |
|
1.618 |
1.0238 |
|
1.000 |
1.0210 |
|
0.618 |
1.0193 |
|
HIGH |
1.0165 |
|
0.618 |
1.0148 |
|
0.500 |
1.0143 |
|
0.382 |
1.0137 |
|
LOW |
1.0120 |
|
0.618 |
1.0092 |
|
1.000 |
1.0075 |
|
1.618 |
1.0047 |
|
2.618 |
1.0002 |
|
4.250 |
0.9929 |
|
|
| Fisher Pivots for day following 29-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0143 |
1.0152 |
| PP |
1.0139 |
1.0145 |
| S1 |
1.0135 |
1.0138 |
|