CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 15-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2018 |
15-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0162 |
1.0146 |
-0.0016 |
-0.2% |
1.0142 |
| High |
1.0176 |
1.0212 |
0.0036 |
0.4% |
1.0204 |
| Low |
1.0126 |
1.0136 |
0.0010 |
0.1% |
1.0106 |
| Close |
1.0150 |
1.0184 |
0.0034 |
0.3% |
1.0150 |
| Range |
0.0050 |
0.0076 |
0.0026 |
52.0% |
0.0098 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.8% |
0.0000 |
| Volume |
22,020 |
22,328 |
308 |
1.4% |
120,873 |
|
| Daily Pivots for day following 15-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0405 |
1.0371 |
1.0226 |
|
| R3 |
1.0329 |
1.0295 |
1.0205 |
|
| R2 |
1.0253 |
1.0253 |
1.0198 |
|
| R1 |
1.0219 |
1.0219 |
1.0191 |
1.0236 |
| PP |
1.0177 |
1.0177 |
1.0177 |
1.0186 |
| S1 |
1.0143 |
1.0143 |
1.0177 |
1.0160 |
| S2 |
1.0101 |
1.0101 |
1.0170 |
|
| S3 |
1.0025 |
1.0067 |
1.0163 |
|
| S4 |
0.9949 |
0.9991 |
1.0142 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0447 |
1.0397 |
1.0204 |
|
| R3 |
1.0349 |
1.0299 |
1.0177 |
|
| R2 |
1.0251 |
1.0251 |
1.0168 |
|
| R1 |
1.0201 |
1.0201 |
1.0159 |
1.0226 |
| PP |
1.0153 |
1.0153 |
1.0153 |
1.0166 |
| S1 |
1.0103 |
1.0103 |
1.0141 |
1.0128 |
| S2 |
1.0055 |
1.0055 |
1.0132 |
|
| S3 |
0.9957 |
1.0005 |
1.0123 |
|
| S4 |
0.9859 |
0.9907 |
1.0096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0212 |
1.0106 |
0.0106 |
1.0% |
0.0056 |
0.5% |
74% |
True |
False |
25,354 |
| 10 |
1.0242 |
1.0106 |
0.0136 |
1.3% |
0.0054 |
0.5% |
57% |
False |
False |
23,752 |
| 20 |
1.0559 |
1.0106 |
0.0453 |
4.4% |
0.0065 |
0.6% |
17% |
False |
False |
26,335 |
| 40 |
1.0559 |
1.0106 |
0.0453 |
4.4% |
0.0061 |
0.6% |
17% |
False |
False |
16,524 |
| 60 |
1.0559 |
1.0106 |
0.0453 |
4.4% |
0.0055 |
0.5% |
17% |
False |
False |
11,019 |
| 80 |
1.0559 |
1.0069 |
0.0490 |
4.8% |
0.0055 |
0.5% |
23% |
False |
False |
8,266 |
| 100 |
1.0559 |
1.0069 |
0.0490 |
4.8% |
0.0054 |
0.5% |
23% |
False |
False |
6,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0535 |
|
2.618 |
1.0411 |
|
1.618 |
1.0335 |
|
1.000 |
1.0288 |
|
0.618 |
1.0259 |
|
HIGH |
1.0212 |
|
0.618 |
1.0183 |
|
0.500 |
1.0174 |
|
0.382 |
1.0165 |
|
LOW |
1.0136 |
|
0.618 |
1.0089 |
|
1.000 |
1.0060 |
|
1.618 |
1.0013 |
|
2.618 |
0.9937 |
|
4.250 |
0.9813 |
|
|
| Fisher Pivots for day following 15-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0181 |
1.0179 |
| PP |
1.0177 |
1.0174 |
| S1 |
1.0174 |
1.0169 |
|