CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 28-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2018 |
28-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0130 |
1.0120 |
-0.0010 |
-0.1% |
1.0123 |
| High |
1.0136 |
1.0185 |
0.0049 |
0.5% |
1.0210 |
| Low |
1.0110 |
1.0106 |
-0.0004 |
0.0% |
1.0115 |
| Close |
1.0127 |
1.0181 |
0.0054 |
0.5% |
1.0139 |
| Range |
0.0026 |
0.0079 |
0.0053 |
203.8% |
0.0095 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
3.5% |
0.0000 |
| Volume |
406 |
544 |
138 |
34.0% |
652 |
|
| Daily Pivots for day following 28-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0394 |
1.0367 |
1.0224 |
|
| R3 |
1.0315 |
1.0288 |
1.0203 |
|
| R2 |
1.0236 |
1.0236 |
1.0195 |
|
| R1 |
1.0209 |
1.0209 |
1.0188 |
1.0223 |
| PP |
1.0157 |
1.0157 |
1.0157 |
1.0164 |
| S1 |
1.0130 |
1.0130 |
1.0174 |
1.0144 |
| S2 |
1.0078 |
1.0078 |
1.0167 |
|
| S3 |
0.9999 |
1.0051 |
1.0159 |
|
| S4 |
0.9920 |
0.9972 |
1.0138 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0440 |
1.0384 |
1.0191 |
|
| R3 |
1.0345 |
1.0289 |
1.0165 |
|
| R2 |
1.0250 |
1.0250 |
1.0156 |
|
| R1 |
1.0194 |
1.0194 |
1.0148 |
1.0222 |
| PP |
1.0155 |
1.0155 |
1.0155 |
1.0169 |
| S1 |
1.0099 |
1.0099 |
1.0130 |
1.0127 |
| S2 |
1.0060 |
1.0060 |
1.0122 |
|
| S3 |
0.9965 |
1.0004 |
1.0113 |
|
| S4 |
0.9870 |
0.9909 |
1.0087 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0521 |
|
2.618 |
1.0392 |
|
1.618 |
1.0313 |
|
1.000 |
1.0264 |
|
0.618 |
1.0234 |
|
HIGH |
1.0185 |
|
0.618 |
1.0155 |
|
0.500 |
1.0146 |
|
0.382 |
1.0136 |
|
LOW |
1.0106 |
|
0.618 |
1.0057 |
|
1.000 |
1.0027 |
|
1.618 |
0.9978 |
|
2.618 |
0.9899 |
|
4.250 |
0.9770 |
|
|
| Fisher Pivots for day following 28-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0169 |
1.0169 |
| PP |
1.0157 |
1.0157 |
| S1 |
1.0146 |
1.0146 |
|