CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 05-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2018 |
05-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0128 |
1.0088 |
-0.0040 |
-0.4% |
1.0163 |
| High |
1.0166 |
1.0107 |
-0.0059 |
-0.6% |
1.0166 |
| Low |
1.0084 |
1.0065 |
-0.0019 |
-0.2% |
1.0046 |
| Close |
1.0084 |
1.0094 |
0.0010 |
0.1% |
1.0084 |
| Range |
0.0082 |
0.0042 |
-0.0040 |
-48.8% |
0.0120 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
2 |
6 |
4 |
200.0% |
258 |
|
| Daily Pivots for day following 05-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0215 |
1.0196 |
1.0117 |
|
| R3 |
1.0173 |
1.0154 |
1.0106 |
|
| R2 |
1.0131 |
1.0131 |
1.0102 |
|
| R1 |
1.0112 |
1.0112 |
1.0098 |
1.0122 |
| PP |
1.0089 |
1.0089 |
1.0089 |
1.0093 |
| S1 |
1.0070 |
1.0070 |
1.0090 |
1.0080 |
| S2 |
1.0047 |
1.0047 |
1.0086 |
|
| S3 |
1.0005 |
1.0028 |
1.0082 |
|
| S4 |
0.9963 |
0.9986 |
1.0071 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0459 |
1.0391 |
1.0150 |
|
| R3 |
1.0339 |
1.0271 |
1.0117 |
|
| R2 |
1.0219 |
1.0219 |
1.0106 |
|
| R1 |
1.0151 |
1.0151 |
1.0095 |
1.0125 |
| PP |
1.0099 |
1.0099 |
1.0099 |
1.0086 |
| S1 |
1.0031 |
1.0031 |
1.0073 |
1.0005 |
| S2 |
0.9979 |
0.9979 |
1.0062 |
|
| S3 |
0.9859 |
0.9911 |
1.0051 |
|
| S4 |
0.9739 |
0.9791 |
1.0018 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0286 |
|
2.618 |
1.0217 |
|
1.618 |
1.0175 |
|
1.000 |
1.0149 |
|
0.618 |
1.0133 |
|
HIGH |
1.0107 |
|
0.618 |
1.0091 |
|
0.500 |
1.0086 |
|
0.382 |
1.0081 |
|
LOW |
1.0065 |
|
0.618 |
1.0039 |
|
1.000 |
1.0023 |
|
1.618 |
0.9997 |
|
2.618 |
0.9955 |
|
4.250 |
0.9887 |
|
|
| Fisher Pivots for day following 05-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0091 |
1.0109 |
| PP |
1.0089 |
1.0104 |
| S1 |
1.0086 |
1.0099 |
|