CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 31-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2018 |
31-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0119 |
1.0086 |
-0.0033 |
-0.3% |
1.0170 |
| High |
1.0131 |
1.0104 |
-0.0027 |
-0.3% |
1.0208 |
| Low |
1.0089 |
1.0046 |
-0.0043 |
-0.4% |
1.0117 |
| Close |
1.0089 |
1.0056 |
-0.0033 |
-0.3% |
1.0173 |
| Range |
0.0042 |
0.0058 |
0.0016 |
38.1% |
0.0091 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
1.1% |
0.0000 |
| Volume |
21 |
146 |
125 |
595.2% |
115 |
|
| Daily Pivots for day following 31-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0243 |
1.0207 |
1.0088 |
|
| R3 |
1.0185 |
1.0149 |
1.0072 |
|
| R2 |
1.0127 |
1.0127 |
1.0067 |
|
| R1 |
1.0091 |
1.0091 |
1.0061 |
1.0080 |
| PP |
1.0069 |
1.0069 |
1.0069 |
1.0063 |
| S1 |
1.0033 |
1.0033 |
1.0051 |
1.0022 |
| S2 |
1.0011 |
1.0011 |
1.0045 |
|
| S3 |
0.9953 |
0.9975 |
1.0040 |
|
| S4 |
0.9895 |
0.9917 |
1.0024 |
|
|
| 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 |
1.0351 |
|
2.618 |
1.0256 |
|
1.618 |
1.0198 |
|
1.000 |
1.0162 |
|
0.618 |
1.0140 |
|
HIGH |
1.0104 |
|
0.618 |
1.0082 |
|
0.500 |
1.0075 |
|
0.382 |
1.0068 |
|
LOW |
1.0046 |
|
0.618 |
1.0010 |
|
1.000 |
0.9988 |
|
1.618 |
0.9952 |
|
2.618 |
0.9894 |
|
4.250 |
0.9800 |
|
|
| Fisher Pivots for day following 31-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0075 |
1.0106 |
| PP |
1.0069 |
1.0089 |
| S1 |
1.0062 |
1.0073 |
|