CME Swiss Franc Future March 2019
Trading Metrics calculated at close of trading on 30-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2018 |
30-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
1.0174 |
1.0146 |
-0.0028 |
-0.3% |
1.0146 |
High |
1.0192 |
1.0154 |
-0.0038 |
-0.4% |
1.0192 |
Low |
1.0131 |
1.0104 |
-0.0027 |
-0.3% |
1.0104 |
Close |
1.0144 |
1.0110 |
-0.0034 |
-0.3% |
1.0110 |
Range |
0.0061 |
0.0050 |
-0.0011 |
-18.0% |
0.0088 |
ATR |
0.0055 |
0.0055 |
0.0000 |
-0.7% |
0.0000 |
Volume |
317 |
561 |
244 |
77.0% |
1,903 |
|
Daily Pivots for day following 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0273 |
1.0241 |
1.0138 |
|
R3 |
1.0223 |
1.0191 |
1.0124 |
|
R2 |
1.0173 |
1.0173 |
1.0119 |
|
R1 |
1.0141 |
1.0141 |
1.0115 |
1.0132 |
PP |
1.0123 |
1.0123 |
1.0123 |
1.0118 |
S1 |
1.0091 |
1.0091 |
1.0105 |
1.0082 |
S2 |
1.0073 |
1.0073 |
1.0101 |
|
S3 |
1.0023 |
1.0041 |
1.0096 |
|
S4 |
0.9973 |
0.9991 |
1.0083 |
|
|
Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0399 |
1.0343 |
1.0158 |
|
R3 |
1.0311 |
1.0255 |
1.0134 |
|
R2 |
1.0223 |
1.0223 |
1.0126 |
|
R1 |
1.0167 |
1.0167 |
1.0118 |
1.0151 |
PP |
1.0135 |
1.0135 |
1.0135 |
1.0128 |
S1 |
1.0079 |
1.0079 |
1.0102 |
1.0063 |
S2 |
1.0047 |
1.0047 |
1.0094 |
|
S3 |
0.9959 |
0.9991 |
1.0086 |
|
S4 |
0.9871 |
0.9903 |
1.0062 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0367 |
2.618 |
1.0285 |
1.618 |
1.0235 |
1.000 |
1.0204 |
0.618 |
1.0185 |
HIGH |
1.0154 |
0.618 |
1.0135 |
0.500 |
1.0129 |
0.382 |
1.0123 |
LOW |
1.0104 |
0.618 |
1.0073 |
1.000 |
1.0054 |
1.618 |
1.0023 |
2.618 |
0.9973 |
4.250 |
0.9892 |
|
|
Fisher Pivots for day following 30-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
1.0129 |
1.0148 |
PP |
1.0123 |
1.0135 |
S1 |
1.0116 |
1.0123 |
|