CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 29-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2018 |
29-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0120 |
1.0174 |
0.0054 |
0.5% |
1.0123 |
| High |
1.0185 |
1.0192 |
0.0007 |
0.1% |
1.0210 |
| Low |
1.0106 |
1.0131 |
0.0025 |
0.2% |
1.0115 |
| Close |
1.0181 |
1.0144 |
-0.0037 |
-0.4% |
1.0139 |
| Range |
0.0079 |
0.0061 |
-0.0018 |
-22.8% |
0.0095 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.8% |
0.0000 |
| Volume |
544 |
317 |
-227 |
-41.7% |
652 |
|
| Daily Pivots for day following 29-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0339 |
1.0302 |
1.0178 |
|
| R3 |
1.0278 |
1.0241 |
1.0161 |
|
| R2 |
1.0217 |
1.0217 |
1.0155 |
|
| R1 |
1.0180 |
1.0180 |
1.0150 |
1.0168 |
| PP |
1.0156 |
1.0156 |
1.0156 |
1.0150 |
| S1 |
1.0119 |
1.0119 |
1.0138 |
1.0107 |
| S2 |
1.0095 |
1.0095 |
1.0133 |
|
| S3 |
1.0034 |
1.0058 |
1.0127 |
|
| S4 |
0.9973 |
0.9997 |
1.0110 |
|
|
| 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 |
1.0451 |
|
2.618 |
1.0352 |
|
1.618 |
1.0291 |
|
1.000 |
1.0253 |
|
0.618 |
1.0230 |
|
HIGH |
1.0192 |
|
0.618 |
1.0169 |
|
0.500 |
1.0162 |
|
0.382 |
1.0154 |
|
LOW |
1.0131 |
|
0.618 |
1.0093 |
|
1.000 |
1.0070 |
|
1.618 |
1.0032 |
|
2.618 |
0.9971 |
|
4.250 |
0.9872 |
|
|
| Fisher Pivots for day following 29-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0162 |
1.0149 |
| PP |
1.0156 |
1.0147 |
| S1 |
1.0150 |
1.0146 |
|