CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 25-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2018 |
25-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0197 |
1.0186 |
-0.0011 |
-0.1% |
1.0246 |
| High |
1.0202 |
1.0186 |
-0.0016 |
-0.2% |
1.0308 |
| Low |
1.0158 |
1.0126 |
-0.0032 |
-0.3% |
1.0170 |
| Close |
1.0172 |
1.0141 |
-0.0031 |
-0.3% |
1.0179 |
| Range |
0.0044 |
0.0060 |
0.0016 |
36.4% |
0.0138 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.5% |
0.0000 |
| Volume |
16 |
45 |
29 |
181.3% |
23 |
|
| Daily Pivots for day following 25-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0331 |
1.0296 |
1.0174 |
|
| R3 |
1.0271 |
1.0236 |
1.0158 |
|
| R2 |
1.0211 |
1.0211 |
1.0152 |
|
| R1 |
1.0176 |
1.0176 |
1.0147 |
1.0164 |
| PP |
1.0151 |
1.0151 |
1.0151 |
1.0145 |
| S1 |
1.0116 |
1.0116 |
1.0136 |
1.0104 |
| S2 |
1.0091 |
1.0091 |
1.0130 |
|
| S3 |
1.0031 |
1.0056 |
1.0125 |
|
| S4 |
0.9971 |
0.9996 |
1.0108 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0633 |
1.0544 |
1.0255 |
|
| R3 |
1.0495 |
1.0406 |
1.0217 |
|
| R2 |
1.0357 |
1.0357 |
1.0204 |
|
| R1 |
1.0268 |
1.0268 |
1.0192 |
1.0244 |
| PP |
1.0219 |
1.0219 |
1.0219 |
1.0207 |
| S1 |
1.0130 |
1.0130 |
1.0166 |
1.0106 |
| S2 |
1.0081 |
1.0081 |
1.0154 |
|
| S3 |
0.9943 |
0.9992 |
1.0141 |
|
| S4 |
0.9805 |
0.9854 |
1.0103 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0441 |
|
2.618 |
1.0343 |
|
1.618 |
1.0283 |
|
1.000 |
1.0246 |
|
0.618 |
1.0223 |
|
HIGH |
1.0186 |
|
0.618 |
1.0163 |
|
0.500 |
1.0156 |
|
0.382 |
1.0149 |
|
LOW |
1.0126 |
|
0.618 |
1.0089 |
|
1.000 |
1.0066 |
|
1.618 |
1.0029 |
|
2.618 |
0.9969 |
|
4.250 |
0.9871 |
|
|
| Fisher Pivots for day following 25-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0156 |
1.0167 |
| PP |
1.0151 |
1.0158 |
| S1 |
1.0146 |
1.0150 |
|