CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 04-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2018 |
04-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0305 |
1.0243 |
-0.0062 |
-0.6% |
1.0593 |
| High |
1.0333 |
1.0267 |
-0.0066 |
-0.6% |
1.0593 |
| Low |
1.0245 |
1.0228 |
-0.0017 |
-0.2% |
1.0359 |
| Close |
1.0267 |
1.0245 |
-0.0022 |
-0.2% |
1.0383 |
| Range |
0.0088 |
0.0039 |
-0.0049 |
-55.7% |
0.0234 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
1 |
8 |
7 |
700.0% |
333 |
|
| Daily Pivots for day following 04-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0364 |
1.0343 |
1.0266 |
|
| R3 |
1.0325 |
1.0304 |
1.0256 |
|
| R2 |
1.0286 |
1.0286 |
1.0252 |
|
| R1 |
1.0265 |
1.0265 |
1.0249 |
1.0276 |
| PP |
1.0247 |
1.0247 |
1.0247 |
1.0252 |
| S1 |
1.0226 |
1.0226 |
1.0241 |
1.0237 |
| S2 |
1.0208 |
1.0208 |
1.0238 |
|
| S3 |
1.0169 |
1.0187 |
1.0234 |
|
| S4 |
1.0130 |
1.0148 |
1.0224 |
|
|
| 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 |
1.0433 |
|
2.618 |
1.0369 |
|
1.618 |
1.0330 |
|
1.000 |
1.0306 |
|
0.618 |
1.0291 |
|
HIGH |
1.0267 |
|
0.618 |
1.0252 |
|
0.500 |
1.0248 |
|
0.382 |
1.0243 |
|
LOW |
1.0228 |
|
0.618 |
1.0204 |
|
1.000 |
1.0189 |
|
1.618 |
1.0165 |
|
2.618 |
1.0126 |
|
4.250 |
1.0062 |
|
|
| Fisher Pivots for day following 04-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0248 |
1.0284 |
| PP |
1.0247 |
1.0271 |
| S1 |
1.0246 |
1.0258 |
|