CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 01-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2018 |
01-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0086 |
1.0082 |
-0.0004 |
0.0% |
1.0170 |
| High |
1.0104 |
1.0134 |
0.0030 |
0.3% |
1.0208 |
| Low |
1.0046 |
1.0052 |
0.0006 |
0.1% |
1.0117 |
| Close |
1.0056 |
1.0116 |
0.0060 |
0.6% |
1.0173 |
| Range |
0.0058 |
0.0082 |
0.0024 |
41.4% |
0.0091 |
| ATR |
0.0051 |
0.0053 |
0.0002 |
4.4% |
0.0000 |
| Volume |
146 |
20 |
-126 |
-86.3% |
115 |
|
| Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0347 |
1.0313 |
1.0161 |
|
| R3 |
1.0265 |
1.0231 |
1.0139 |
|
| R2 |
1.0183 |
1.0183 |
1.0131 |
|
| R1 |
1.0149 |
1.0149 |
1.0124 |
1.0166 |
| PP |
1.0101 |
1.0101 |
1.0101 |
1.0109 |
| S1 |
1.0067 |
1.0067 |
1.0108 |
1.0084 |
| S2 |
1.0019 |
1.0019 |
1.0101 |
|
| S3 |
0.9937 |
0.9985 |
1.0093 |
|
| S4 |
0.9855 |
0.9903 |
1.0071 |
|
|
| 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 |
1.0483 |
|
2.618 |
1.0349 |
|
1.618 |
1.0267 |
|
1.000 |
1.0216 |
|
0.618 |
1.0185 |
|
HIGH |
1.0134 |
|
0.618 |
1.0103 |
|
0.500 |
1.0093 |
|
0.382 |
1.0083 |
|
LOW |
1.0052 |
|
0.618 |
1.0001 |
|
1.000 |
0.9970 |
|
1.618 |
0.9919 |
|
2.618 |
0.9837 |
|
4.250 |
0.9704 |
|
|
| Fisher Pivots for day following 01-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0108 |
1.0107 |
| PP |
1.0101 |
1.0099 |
| S1 |
1.0093 |
1.0090 |
|