CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 30-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2018 |
30-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0163 |
1.0119 |
-0.0044 |
-0.4% |
1.0170 |
| High |
1.0165 |
1.0131 |
-0.0034 |
-0.3% |
1.0208 |
| Low |
1.0120 |
1.0089 |
-0.0031 |
-0.3% |
1.0117 |
| Close |
1.0131 |
1.0089 |
-0.0042 |
-0.4% |
1.0173 |
| Range |
0.0045 |
0.0042 |
-0.0003 |
-6.7% |
0.0091 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
69 |
21 |
-48 |
-69.6% |
115 |
|
| Daily Pivots for day following 30-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0229 |
1.0201 |
1.0112 |
|
| R3 |
1.0187 |
1.0159 |
1.0101 |
|
| R2 |
1.0145 |
1.0145 |
1.0097 |
|
| R1 |
1.0117 |
1.0117 |
1.0093 |
1.0110 |
| PP |
1.0103 |
1.0103 |
1.0103 |
1.0100 |
| S1 |
1.0075 |
1.0075 |
1.0085 |
1.0068 |
| S2 |
1.0061 |
1.0061 |
1.0081 |
|
| S3 |
1.0019 |
1.0033 |
1.0077 |
|
| S4 |
0.9977 |
0.9991 |
1.0066 |
|
|
| 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 |
1.0310 |
|
2.618 |
1.0241 |
|
1.618 |
1.0199 |
|
1.000 |
1.0173 |
|
0.618 |
1.0157 |
|
HIGH |
1.0131 |
|
0.618 |
1.0115 |
|
0.500 |
1.0110 |
|
0.382 |
1.0105 |
|
LOW |
1.0089 |
|
0.618 |
1.0063 |
|
1.000 |
1.0047 |
|
1.618 |
1.0021 |
|
2.618 |
0.9979 |
|
4.250 |
0.9911 |
|
|
| Fisher Pivots for day following 30-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0110 |
1.0132 |
| PP |
1.0103 |
1.0117 |
| S1 |
1.0096 |
1.0103 |
|