CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 09-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2018 |
09-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0142 |
1.0138 |
-0.0004 |
0.0% |
1.0267 |
| High |
1.0156 |
1.0151 |
-0.0005 |
0.0% |
1.0267 |
| Low |
1.0118 |
1.0106 |
-0.0012 |
-0.1% |
1.0108 |
| Close |
1.0135 |
1.0140 |
0.0005 |
0.0% |
1.0149 |
| Range |
0.0038 |
0.0045 |
0.0007 |
18.4% |
0.0159 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
16,431 |
22,162 |
5,731 |
34.9% |
120,361 |
|
| Daily Pivots for day following 09-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0267 |
1.0249 |
1.0165 |
|
| R3 |
1.0222 |
1.0204 |
1.0152 |
|
| R2 |
1.0177 |
1.0177 |
1.0148 |
|
| R1 |
1.0159 |
1.0159 |
1.0144 |
1.0168 |
| PP |
1.0132 |
1.0132 |
1.0132 |
1.0137 |
| S1 |
1.0114 |
1.0114 |
1.0136 |
1.0123 |
| S2 |
1.0087 |
1.0087 |
1.0132 |
|
| S3 |
1.0042 |
1.0069 |
1.0128 |
|
| S4 |
0.9997 |
1.0024 |
1.0115 |
|
|
| 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 |
1.0237 |
1.0106 |
0.0131 |
1.3% |
0.0053 |
0.5% |
26% |
False |
True |
22,163 |
| 10 |
1.0467 |
1.0106 |
0.0361 |
3.6% |
0.0067 |
0.7% |
9% |
False |
True |
26,900 |
| 20 |
1.0559 |
1.0106 |
0.0453 |
4.5% |
0.0065 |
0.6% |
8% |
False |
True |
26,072 |
| 40 |
1.0559 |
1.0106 |
0.0453 |
4.5% |
0.0061 |
0.6% |
8% |
False |
True |
13,911 |
| 60 |
1.0559 |
1.0091 |
0.0468 |
4.6% |
0.0056 |
0.5% |
10% |
False |
False |
9,276 |
| 80 |
1.0559 |
1.0069 |
0.0490 |
4.8% |
0.0055 |
0.5% |
14% |
False |
False |
6,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0342 |
|
2.618 |
1.0269 |
|
1.618 |
1.0224 |
|
1.000 |
1.0196 |
|
0.618 |
1.0179 |
|
HIGH |
1.0151 |
|
0.618 |
1.0134 |
|
0.500 |
1.0129 |
|
0.382 |
1.0123 |
|
LOW |
1.0106 |
|
0.618 |
1.0078 |
|
1.000 |
1.0061 |
|
1.618 |
1.0033 |
|
2.618 |
0.9988 |
|
4.250 |
0.9915 |
|
|
| Fisher Pivots for day following 09-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0136 |
1.0137 |
| PP |
1.0132 |
1.0134 |
| S1 |
1.0129 |
1.0131 |
|