CME Swiss Franc Future March 2019
Trading Metrics calculated at close of trading on 12-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2018 |
12-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
1.0046 |
1.0032 |
-0.0014 |
-0.1% |
1.0088 |
High |
1.0084 |
1.0049 |
-0.0035 |
-0.3% |
1.0180 |
Low |
1.0045 |
1.0020 |
-0.0025 |
-0.2% |
1.0045 |
Close |
1.0075 |
1.0032 |
-0.0043 |
-0.4% |
1.0075 |
Range |
0.0039 |
0.0029 |
-0.0010 |
-25.6% |
0.0135 |
ATR |
0.0055 |
0.0055 |
0.0000 |
0.0% |
0.0000 |
Volume |
59 |
239 |
180 |
305.1% |
198 |
|
Daily Pivots for day following 12-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0121 |
1.0105 |
1.0048 |
|
R3 |
1.0092 |
1.0076 |
1.0040 |
|
R2 |
1.0063 |
1.0063 |
1.0037 |
|
R1 |
1.0047 |
1.0047 |
1.0035 |
1.0047 |
PP |
1.0034 |
1.0034 |
1.0034 |
1.0033 |
S1 |
1.0018 |
1.0018 |
1.0029 |
1.0018 |
S2 |
1.0005 |
1.0005 |
1.0027 |
|
S3 |
0.9976 |
0.9989 |
1.0024 |
|
S4 |
0.9947 |
0.9960 |
1.0016 |
|
|
Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0505 |
1.0425 |
1.0149 |
|
R3 |
1.0370 |
1.0290 |
1.0112 |
|
R2 |
1.0235 |
1.0235 |
1.0100 |
|
R1 |
1.0155 |
1.0155 |
1.0087 |
1.0128 |
PP |
1.0100 |
1.0100 |
1.0100 |
1.0086 |
S1 |
1.0020 |
1.0020 |
1.0063 |
0.9993 |
S2 |
0.9965 |
0.9965 |
1.0050 |
|
S3 |
0.9830 |
0.9885 |
1.0038 |
|
S4 |
0.9695 |
0.9750 |
1.0001 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0172 |
2.618 |
1.0125 |
1.618 |
1.0096 |
1.000 |
1.0078 |
0.618 |
1.0067 |
HIGH |
1.0049 |
0.618 |
1.0038 |
0.500 |
1.0035 |
0.382 |
1.0031 |
LOW |
1.0020 |
0.618 |
1.0002 |
1.000 |
0.9991 |
1.618 |
0.9973 |
2.618 |
0.9944 |
4.250 |
0.9897 |
|
|
Fisher Pivots for day following 12-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
1.0035 |
1.0071 |
PP |
1.0034 |
1.0058 |
S1 |
1.0033 |
1.0045 |
|