CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 20-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2018 |
20-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0123 |
1.0191 |
0.0068 |
0.7% |
1.0032 |
| High |
1.0196 |
1.0210 |
0.0014 |
0.1% |
1.0129 |
| Low |
1.0115 |
1.0163 |
0.0048 |
0.5% |
1.0002 |
| Close |
1.0184 |
1.0171 |
-0.0013 |
-0.1% |
1.0123 |
| Range |
0.0081 |
0.0047 |
-0.0034 |
-42.0% |
0.0127 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
270 |
159 |
-111 |
-41.1% |
933 |
|
| Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0322 |
1.0294 |
1.0197 |
|
| R3 |
1.0275 |
1.0247 |
1.0184 |
|
| R2 |
1.0228 |
1.0228 |
1.0180 |
|
| R1 |
1.0200 |
1.0200 |
1.0175 |
1.0191 |
| PP |
1.0181 |
1.0181 |
1.0181 |
1.0177 |
| S1 |
1.0153 |
1.0153 |
1.0167 |
1.0144 |
| S2 |
1.0134 |
1.0134 |
1.0162 |
|
| S3 |
1.0087 |
1.0106 |
1.0158 |
|
| S4 |
1.0040 |
1.0059 |
1.0145 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0466 |
1.0421 |
1.0193 |
|
| R3 |
1.0339 |
1.0294 |
1.0158 |
|
| R2 |
1.0212 |
1.0212 |
1.0146 |
|
| R1 |
1.0167 |
1.0167 |
1.0135 |
1.0190 |
| PP |
1.0085 |
1.0085 |
1.0085 |
1.0096 |
| S1 |
1.0040 |
1.0040 |
1.0111 |
1.0063 |
| S2 |
0.9958 |
0.9958 |
1.0100 |
|
| S3 |
0.9831 |
0.9913 |
1.0088 |
|
| S4 |
0.9704 |
0.9786 |
1.0053 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0410 |
|
2.618 |
1.0333 |
|
1.618 |
1.0286 |
|
1.000 |
1.0257 |
|
0.618 |
1.0239 |
|
HIGH |
1.0210 |
|
0.618 |
1.0192 |
|
0.500 |
1.0187 |
|
0.382 |
1.0181 |
|
LOW |
1.0163 |
|
0.618 |
1.0134 |
|
1.000 |
1.0116 |
|
1.618 |
1.0087 |
|
2.618 |
1.0040 |
|
4.250 |
0.9963 |
|
|
| Fisher Pivots for day following 20-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0187 |
1.0155 |
| PP |
1.0181 |
1.0139 |
| S1 |
1.0176 |
1.0123 |
|