CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 01-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2018 |
01-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0406 |
1.0329 |
-0.0077 |
-0.7% |
1.0593 |
| High |
1.0438 |
1.0329 |
-0.0109 |
-1.0% |
1.0593 |
| Low |
1.0359 |
1.0318 |
-0.0041 |
-0.4% |
1.0359 |
| Close |
1.0383 |
1.0329 |
-0.0054 |
-0.5% |
1.0383 |
| Range |
0.0079 |
0.0011 |
-0.0068 |
-86.1% |
0.0234 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.5% |
0.0000 |
| Volume |
223 |
5 |
-218 |
-97.8% |
333 |
|
| Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0358 |
1.0355 |
1.0335 |
|
| R3 |
1.0347 |
1.0344 |
1.0332 |
|
| R2 |
1.0336 |
1.0336 |
1.0331 |
|
| R1 |
1.0333 |
1.0333 |
1.0330 |
1.0335 |
| PP |
1.0325 |
1.0325 |
1.0325 |
1.0326 |
| S1 |
1.0322 |
1.0322 |
1.0328 |
1.0324 |
| S2 |
1.0314 |
1.0314 |
1.0327 |
|
| S3 |
1.0303 |
1.0311 |
1.0326 |
|
| S4 |
1.0292 |
1.0300 |
1.0323 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1147 |
1.0999 |
1.0512 |
|
| R3 |
1.0913 |
1.0765 |
1.0447 |
|
| R2 |
1.0679 |
1.0679 |
1.0426 |
|
| R1 |
1.0531 |
1.0531 |
1.0404 |
1.0488 |
| PP |
1.0445 |
1.0445 |
1.0445 |
1.0424 |
| S1 |
1.0297 |
1.0297 |
1.0362 |
1.0254 |
| S2 |
1.0211 |
1.0211 |
1.0340 |
|
| S3 |
0.9977 |
1.0063 |
1.0319 |
|
| S4 |
0.9743 |
0.9829 |
1.0254 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0376 |
|
2.618 |
1.0358 |
|
1.618 |
1.0347 |
|
1.000 |
1.0340 |
|
0.618 |
1.0336 |
|
HIGH |
1.0329 |
|
0.618 |
1.0325 |
|
0.500 |
1.0324 |
|
0.382 |
1.0322 |
|
LOW |
1.0318 |
|
0.618 |
1.0311 |
|
1.000 |
1.0307 |
|
1.618 |
1.0300 |
|
2.618 |
1.0289 |
|
4.250 |
1.0271 |
|
|
| Fisher Pivots for day following 01-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0327 |
1.0378 |
| PP |
1.0325 |
1.0362 |
| S1 |
1.0324 |
1.0345 |
|