CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 05-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2018 |
05-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0157 |
1.0145 |
-0.0012 |
-0.1% |
1.0267 |
| High |
1.0172 |
1.0154 |
-0.0018 |
-0.2% |
1.0267 |
| Low |
1.0129 |
1.0108 |
-0.0021 |
-0.2% |
1.0108 |
| Close |
1.0149 |
1.0149 |
0.0000 |
0.0% |
1.0149 |
| Range |
0.0043 |
0.0046 |
0.0003 |
7.0% |
0.0159 |
| ATR |
0.0067 |
0.0065 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
23,439 |
24,131 |
692 |
3.0% |
120,361 |
|
| Daily Pivots for day following 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0275 |
1.0258 |
1.0174 |
|
| R3 |
1.0229 |
1.0212 |
1.0162 |
|
| R2 |
1.0183 |
1.0183 |
1.0157 |
|
| R1 |
1.0166 |
1.0166 |
1.0153 |
1.0175 |
| PP |
1.0137 |
1.0137 |
1.0137 |
1.0141 |
| S1 |
1.0120 |
1.0120 |
1.0145 |
1.0129 |
| S2 |
1.0091 |
1.0091 |
1.0141 |
|
| S3 |
1.0045 |
1.0074 |
1.0136 |
|
| S4 |
0.9999 |
1.0028 |
1.0124 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0652 |
1.0559 |
1.0236 |
|
| R3 |
1.0493 |
1.0400 |
1.0193 |
|
| R2 |
1.0334 |
1.0334 |
1.0178 |
|
| R1 |
1.0241 |
1.0241 |
1.0164 |
1.0208 |
| PP |
1.0175 |
1.0175 |
1.0175 |
1.0158 |
| S1 |
1.0082 |
1.0082 |
1.0134 |
1.0049 |
| S2 |
1.0016 |
1.0016 |
1.0120 |
|
| S3 |
0.9857 |
0.9923 |
1.0105 |
|
| S4 |
0.9698 |
0.9764 |
1.0062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0267 |
1.0108 |
0.0159 |
1.6% |
0.0054 |
0.5% |
26% |
False |
True |
24,072 |
| 10 |
1.0518 |
1.0108 |
0.0410 |
4.0% |
0.0070 |
0.7% |
10% |
False |
True |
27,500 |
| 20 |
1.0559 |
1.0108 |
0.0451 |
4.4% |
0.0067 |
0.7% |
9% |
False |
True |
25,272 |
| 40 |
1.0559 |
1.0108 |
0.0451 |
4.4% |
0.0060 |
0.6% |
9% |
False |
True |
12,947 |
| 60 |
1.0559 |
1.0069 |
0.0490 |
4.8% |
0.0056 |
0.6% |
16% |
False |
False |
8,633 |
| 80 |
1.0559 |
1.0069 |
0.0490 |
4.8% |
0.0056 |
0.5% |
16% |
False |
False |
6,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0350 |
|
2.618 |
1.0274 |
|
1.618 |
1.0228 |
|
1.000 |
1.0200 |
|
0.618 |
1.0182 |
|
HIGH |
1.0154 |
|
0.618 |
1.0136 |
|
0.500 |
1.0131 |
|
0.382 |
1.0126 |
|
LOW |
1.0108 |
|
0.618 |
1.0080 |
|
1.000 |
1.0062 |
|
1.618 |
1.0034 |
|
2.618 |
0.9988 |
|
4.250 |
0.9913 |
|
|
| Fisher Pivots for day following 05-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0143 |
1.0173 |
| PP |
1.0137 |
1.0165 |
| S1 |
1.0131 |
1.0157 |
|