CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 15-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2018 |
15-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9958 |
0.9966 |
0.0008 |
0.1% |
1.0006 |
| High |
0.9987 |
0.9990 |
0.0003 |
0.0% |
1.0082 |
| Low |
0.9924 |
0.9946 |
0.0022 |
0.2% |
0.9945 |
| Close |
0.9981 |
0.9969 |
-0.0012 |
-0.1% |
0.9976 |
| Range |
0.0063 |
0.0044 |
-0.0019 |
-30.2% |
0.0137 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
27,691 |
27,393 |
-298 |
-1.1% |
100,052 |
|
| Daily Pivots for day following 15-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0100 |
1.0079 |
0.9993 |
|
| R3 |
1.0056 |
1.0035 |
0.9981 |
|
| R2 |
1.0012 |
1.0012 |
0.9977 |
|
| R1 |
0.9991 |
0.9991 |
0.9973 |
1.0002 |
| PP |
0.9968 |
0.9968 |
0.9968 |
0.9974 |
| S1 |
0.9947 |
0.9947 |
0.9965 |
0.9958 |
| S2 |
0.9924 |
0.9924 |
0.9961 |
|
| S3 |
0.9880 |
0.9903 |
0.9957 |
|
| S4 |
0.9836 |
0.9859 |
0.9945 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0412 |
1.0331 |
1.0051 |
|
| R3 |
1.0275 |
1.0194 |
1.0014 |
|
| R2 |
1.0138 |
1.0138 |
1.0001 |
|
| R1 |
1.0057 |
1.0057 |
0.9989 |
1.0029 |
| PP |
1.0001 |
1.0001 |
1.0001 |
0.9987 |
| S1 |
0.9920 |
0.9920 |
0.9963 |
0.9892 |
| S2 |
0.9864 |
0.9864 |
0.9951 |
|
| S3 |
0.9727 |
0.9783 |
0.9938 |
|
| S4 |
0.9590 |
0.9646 |
0.9901 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9990 |
0.9902 |
0.0088 |
0.9% |
0.0052 |
0.5% |
76% |
True |
False |
24,690 |
| 10 |
1.0082 |
0.9902 |
0.0180 |
1.8% |
0.0058 |
0.6% |
37% |
False |
False |
23,117 |
| 20 |
1.0112 |
0.9902 |
0.0210 |
2.1% |
0.0055 |
0.6% |
32% |
False |
False |
24,303 |
| 40 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0059 |
0.6% |
10% |
False |
False |
25,318 |
| 60 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0059 |
0.6% |
10% |
False |
False |
20,394 |
| 80 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0056 |
0.6% |
10% |
False |
False |
15,299 |
| 100 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0055 |
0.6% |
10% |
False |
False |
12,240 |
| 120 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0054 |
0.5% |
10% |
False |
False |
10,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0177 |
|
2.618 |
1.0105 |
|
1.618 |
1.0061 |
|
1.000 |
1.0034 |
|
0.618 |
1.0017 |
|
HIGH |
0.9990 |
|
0.618 |
0.9973 |
|
0.500 |
0.9968 |
|
0.382 |
0.9963 |
|
LOW |
0.9946 |
|
0.618 |
0.9919 |
|
1.000 |
0.9902 |
|
1.618 |
0.9875 |
|
2.618 |
0.9831 |
|
4.250 |
0.9759 |
|
|
| Fisher Pivots for day following 15-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9969 |
0.9961 |
| PP |
0.9968 |
0.9954 |
| S1 |
0.9968 |
0.9946 |
|