CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 16-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2018 |
16-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0246 |
1.0257 |
0.0011 |
0.1% |
1.0231 |
| High |
1.0308 |
1.0295 |
-0.0013 |
-0.1% |
1.0299 |
| Low |
1.0236 |
1.0248 |
0.0012 |
0.1% |
1.0203 |
| Close |
1.0284 |
1.0257 |
-0.0027 |
-0.3% |
1.0249 |
| Range |
0.0072 |
0.0047 |
-0.0025 |
-34.7% |
0.0096 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
2 |
0 |
-2 |
-100.0% |
14 |
|
| Daily Pivots for day following 16-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0408 |
1.0379 |
1.0283 |
|
| R3 |
1.0361 |
1.0332 |
1.0270 |
|
| R2 |
1.0314 |
1.0314 |
1.0266 |
|
| R1 |
1.0285 |
1.0285 |
1.0261 |
1.0281 |
| PP |
1.0267 |
1.0267 |
1.0267 |
1.0264 |
| S1 |
1.0238 |
1.0238 |
1.0253 |
1.0234 |
| S2 |
1.0220 |
1.0220 |
1.0248 |
|
| S3 |
1.0173 |
1.0191 |
1.0244 |
|
| S4 |
1.0126 |
1.0144 |
1.0231 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0538 |
1.0490 |
1.0302 |
|
| R3 |
1.0442 |
1.0394 |
1.0275 |
|
| R2 |
1.0346 |
1.0346 |
1.0267 |
|
| R1 |
1.0298 |
1.0298 |
1.0258 |
1.0322 |
| PP |
1.0250 |
1.0250 |
1.0250 |
1.0263 |
| S1 |
1.0202 |
1.0202 |
1.0240 |
1.0226 |
| S2 |
1.0154 |
1.0154 |
1.0231 |
|
| S3 |
1.0058 |
1.0106 |
1.0223 |
|
| S4 |
0.9962 |
1.0010 |
1.0196 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0495 |
|
2.618 |
1.0418 |
|
1.618 |
1.0371 |
|
1.000 |
1.0342 |
|
0.618 |
1.0324 |
|
HIGH |
1.0295 |
|
0.618 |
1.0277 |
|
0.500 |
1.0272 |
|
0.382 |
1.0266 |
|
LOW |
1.0248 |
|
0.618 |
1.0219 |
|
1.000 |
1.0201 |
|
1.618 |
1.0172 |
|
2.618 |
1.0125 |
|
4.250 |
1.0048 |
|
|
| Fisher Pivots for day following 16-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0272 |
1.0268 |
| PP |
1.0267 |
1.0264 |
| S1 |
1.0262 |
1.0261 |
|