CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 26-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2018 |
26-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0186 |
1.0135 |
-0.0051 |
-0.5% |
1.0170 |
| High |
1.0186 |
1.0174 |
-0.0012 |
-0.1% |
1.0208 |
| Low |
1.0126 |
1.0117 |
-0.0009 |
-0.1% |
1.0117 |
| Close |
1.0141 |
1.0173 |
0.0032 |
0.3% |
1.0173 |
| Range |
0.0060 |
0.0057 |
-0.0003 |
-5.0% |
0.0091 |
| ATR |
0.0050 |
0.0051 |
0.0000 |
1.0% |
0.0000 |
| Volume |
45 |
47 |
2 |
4.4% |
115 |
|
| Daily Pivots for day following 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0326 |
1.0306 |
1.0204 |
|
| R3 |
1.0269 |
1.0249 |
1.0189 |
|
| R2 |
1.0212 |
1.0212 |
1.0183 |
|
| R1 |
1.0192 |
1.0192 |
1.0178 |
1.0202 |
| PP |
1.0155 |
1.0155 |
1.0155 |
1.0160 |
| S1 |
1.0135 |
1.0135 |
1.0168 |
1.0145 |
| S2 |
1.0098 |
1.0098 |
1.0163 |
|
| S3 |
1.0041 |
1.0078 |
1.0157 |
|
| S4 |
0.9984 |
1.0021 |
1.0142 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0439 |
1.0397 |
1.0223 |
|
| R3 |
1.0348 |
1.0306 |
1.0198 |
|
| R2 |
1.0257 |
1.0257 |
1.0190 |
|
| R1 |
1.0215 |
1.0215 |
1.0181 |
1.0236 |
| PP |
1.0166 |
1.0166 |
1.0166 |
1.0177 |
| S1 |
1.0124 |
1.0124 |
1.0165 |
1.0145 |
| S2 |
1.0075 |
1.0075 |
1.0156 |
|
| S3 |
0.9984 |
1.0033 |
1.0148 |
|
| S4 |
0.9893 |
0.9942 |
1.0123 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0416 |
|
2.618 |
1.0323 |
|
1.618 |
1.0266 |
|
1.000 |
1.0231 |
|
0.618 |
1.0209 |
|
HIGH |
1.0174 |
|
0.618 |
1.0152 |
|
0.500 |
1.0146 |
|
0.382 |
1.0139 |
|
LOW |
1.0117 |
|
0.618 |
1.0082 |
|
1.000 |
1.0060 |
|
1.618 |
1.0025 |
|
2.618 |
0.9968 |
|
4.250 |
0.9875 |
|
|
| Fisher Pivots for day following 26-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0164 |
1.0169 |
| PP |
1.0155 |
1.0164 |
| S1 |
1.0146 |
1.0160 |
|