CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 10-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2018 |
10-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0138 |
1.0144 |
0.0006 |
0.1% |
1.0267 |
| High |
1.0151 |
1.0166 |
0.0015 |
0.1% |
1.0267 |
| Low |
1.0106 |
1.0125 |
0.0019 |
0.2% |
1.0108 |
| Close |
1.0140 |
1.0139 |
-0.0001 |
0.0% |
1.0149 |
| Range |
0.0045 |
0.0041 |
-0.0004 |
-8.9% |
0.0159 |
| ATR |
0.0062 |
0.0061 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
22,162 |
22,941 |
779 |
3.5% |
120,361 |
|
| Daily Pivots for day following 10-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0266 |
1.0244 |
1.0162 |
|
| R3 |
1.0225 |
1.0203 |
1.0150 |
|
| R2 |
1.0184 |
1.0184 |
1.0147 |
|
| R1 |
1.0162 |
1.0162 |
1.0143 |
1.0153 |
| PP |
1.0143 |
1.0143 |
1.0143 |
1.0139 |
| S1 |
1.0121 |
1.0121 |
1.0135 |
1.0112 |
| S2 |
1.0102 |
1.0102 |
1.0131 |
|
| S3 |
1.0061 |
1.0080 |
1.0128 |
|
| S4 |
1.0020 |
1.0039 |
1.0116 |
|
|
| 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 |
1.0172 |
1.0106 |
0.0066 |
0.7% |
0.0043 |
0.4% |
50% |
False |
False |
21,820 |
| 10 |
1.0438 |
1.0106 |
0.0332 |
3.3% |
0.0063 |
0.6% |
10% |
False |
False |
26,089 |
| 20 |
1.0559 |
1.0106 |
0.0453 |
4.5% |
0.0064 |
0.6% |
7% |
False |
False |
26,027 |
| 40 |
1.0559 |
1.0106 |
0.0453 |
4.5% |
0.0060 |
0.6% |
7% |
False |
False |
14,484 |
| 60 |
1.0559 |
1.0091 |
0.0468 |
4.6% |
0.0055 |
0.5% |
10% |
False |
False |
9,658 |
| 80 |
1.0559 |
1.0069 |
0.0490 |
4.8% |
0.0055 |
0.5% |
14% |
False |
False |
7,245 |
| 100 |
1.0559 |
1.0069 |
0.0490 |
4.8% |
0.0054 |
0.5% |
14% |
False |
False |
5,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0340 |
|
2.618 |
1.0273 |
|
1.618 |
1.0232 |
|
1.000 |
1.0207 |
|
0.618 |
1.0191 |
|
HIGH |
1.0166 |
|
0.618 |
1.0150 |
|
0.500 |
1.0146 |
|
0.382 |
1.0141 |
|
LOW |
1.0125 |
|
0.618 |
1.0100 |
|
1.000 |
1.0084 |
|
1.618 |
1.0059 |
|
2.618 |
1.0018 |
|
4.250 |
0.9951 |
|
|
| Fisher Pivots for day following 10-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0146 |
1.0138 |
| PP |
1.0143 |
1.0137 |
| S1 |
1.0141 |
1.0136 |
|