CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 27-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0500 |
1.0400 |
-0.0100 |
-1.0% |
1.0530 |
| High |
1.0559 |
1.0400 |
-0.0159 |
-1.5% |
1.0654 |
| Low |
1.0487 |
1.0397 |
-0.0090 |
-0.9% |
1.0492 |
| Close |
1.0536 |
1.0400 |
-0.0136 |
-1.3% |
1.0611 |
| Range |
0.0072 |
0.0003 |
-0.0069 |
-95.8% |
0.0162 |
| ATR |
|
|
|
|
|
| Volume |
22 |
24 |
2 |
9.1% |
82 |
|
| Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0408 |
1.0407 |
1.0402 |
|
| R3 |
1.0405 |
1.0404 |
1.0401 |
|
| R2 |
1.0402 |
1.0402 |
1.0401 |
|
| R1 |
1.0401 |
1.0401 |
1.0400 |
1.0402 |
| PP |
1.0399 |
1.0399 |
1.0399 |
1.0399 |
| S1 |
1.0398 |
1.0398 |
1.0400 |
1.0399 |
| S2 |
1.0396 |
1.0396 |
1.0399 |
|
| S3 |
1.0393 |
1.0395 |
1.0399 |
|
| S4 |
1.0390 |
1.0392 |
1.0398 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1072 |
1.1003 |
1.0700 |
|
| R3 |
1.0910 |
1.0841 |
1.0656 |
|
| R2 |
1.0748 |
1.0748 |
1.0641 |
|
| R1 |
1.0679 |
1.0679 |
1.0626 |
1.0714 |
| PP |
1.0586 |
1.0586 |
1.0586 |
1.0603 |
| S1 |
1.0517 |
1.0517 |
1.0596 |
1.0552 |
| S2 |
1.0424 |
1.0424 |
1.0581 |
|
| S3 |
1.0262 |
1.0355 |
1.0566 |
|
| S4 |
1.0100 |
1.0193 |
1.0522 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0413 |
|
2.618 |
1.0408 |
|
1.618 |
1.0405 |
|
1.000 |
1.0403 |
|
0.618 |
1.0402 |
|
HIGH |
1.0400 |
|
0.618 |
1.0399 |
|
0.500 |
1.0399 |
|
0.382 |
1.0398 |
|
LOW |
1.0397 |
|
0.618 |
1.0395 |
|
1.000 |
1.0394 |
|
1.618 |
1.0392 |
|
2.618 |
1.0389 |
|
4.250 |
1.0384 |
|
|
| Fisher Pivots for day following 27-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0400 |
1.0478 |
| PP |
1.0399 |
1.0452 |
| S1 |
1.0399 |
1.0426 |
|