CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 16-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2018 |
16-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0146 |
1.0187 |
0.0041 |
0.4% |
1.0142 |
| High |
1.0212 |
1.0198 |
-0.0014 |
-0.1% |
1.0204 |
| Low |
1.0136 |
1.0147 |
0.0011 |
0.1% |
1.0106 |
| Close |
1.0184 |
1.0157 |
-0.0027 |
-0.3% |
1.0150 |
| Range |
0.0076 |
0.0051 |
-0.0025 |
-32.9% |
0.0098 |
| ATR |
0.0061 |
0.0061 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
22,328 |
24,344 |
2,016 |
9.0% |
120,873 |
|
| Daily Pivots for day following 16-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0320 |
1.0290 |
1.0185 |
|
| R3 |
1.0269 |
1.0239 |
1.0171 |
|
| R2 |
1.0218 |
1.0218 |
1.0166 |
|
| R1 |
1.0188 |
1.0188 |
1.0162 |
1.0178 |
| PP |
1.0167 |
1.0167 |
1.0167 |
1.0162 |
| S1 |
1.0137 |
1.0137 |
1.0152 |
1.0127 |
| S2 |
1.0116 |
1.0116 |
1.0148 |
|
| S3 |
1.0065 |
1.0086 |
1.0143 |
|
| S4 |
1.0014 |
1.0035 |
1.0129 |
|
|
| 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 |
1.0125 |
0.0087 |
0.9% |
0.0057 |
0.6% |
37% |
False |
False |
25,790 |
| 10 |
1.0237 |
1.0106 |
0.0131 |
1.3% |
0.0055 |
0.5% |
39% |
False |
False |
23,977 |
| 20 |
1.0559 |
1.0106 |
0.0453 |
4.5% |
0.0065 |
0.6% |
11% |
False |
False |
26,419 |
| 40 |
1.0559 |
1.0106 |
0.0453 |
4.5% |
0.0061 |
0.6% |
11% |
False |
False |
17,132 |
| 60 |
1.0559 |
1.0106 |
0.0453 |
4.5% |
0.0055 |
0.5% |
11% |
False |
False |
11,425 |
| 80 |
1.0559 |
1.0069 |
0.0490 |
4.8% |
0.0055 |
0.5% |
18% |
False |
False |
8,570 |
| 100 |
1.0559 |
1.0069 |
0.0490 |
4.8% |
0.0055 |
0.5% |
18% |
False |
False |
6,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0415 |
|
2.618 |
1.0332 |
|
1.618 |
1.0281 |
|
1.000 |
1.0249 |
|
0.618 |
1.0230 |
|
HIGH |
1.0198 |
|
0.618 |
1.0179 |
|
0.500 |
1.0173 |
|
0.382 |
1.0166 |
|
LOW |
1.0147 |
|
0.618 |
1.0115 |
|
1.000 |
1.0096 |
|
1.618 |
1.0064 |
|
2.618 |
1.0013 |
|
4.250 |
0.9930 |
|
|
| Fisher Pivots for day following 16-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0173 |
1.0169 |
| PP |
1.0167 |
1.0165 |
| S1 |
1.0162 |
1.0161 |
|