CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 18-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2018 |
18-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0151 |
1.0102 |
-0.0049 |
-0.5% |
1.0142 |
| High |
1.0155 |
1.0131 |
-0.0024 |
-0.2% |
1.0204 |
| Low |
1.0096 |
1.0076 |
-0.0020 |
-0.2% |
1.0106 |
| Close |
1.0104 |
1.0097 |
-0.0007 |
-0.1% |
1.0150 |
| Range |
0.0059 |
0.0055 |
-0.0004 |
-6.8% |
0.0098 |
| ATR |
0.0061 |
0.0060 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
22,798 |
29,574 |
6,776 |
29.7% |
120,873 |
|
| Daily Pivots for day following 18-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0266 |
1.0237 |
1.0127 |
|
| R3 |
1.0211 |
1.0182 |
1.0112 |
|
| R2 |
1.0156 |
1.0156 |
1.0107 |
|
| R1 |
1.0127 |
1.0127 |
1.0102 |
1.0114 |
| PP |
1.0101 |
1.0101 |
1.0101 |
1.0095 |
| S1 |
1.0072 |
1.0072 |
1.0092 |
1.0059 |
| S2 |
1.0046 |
1.0046 |
1.0087 |
|
| S3 |
0.9991 |
1.0017 |
1.0082 |
|
| S4 |
0.9936 |
0.9962 |
1.0067 |
|
|
| 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 |
1.0076 |
0.0136 |
1.3% |
0.0058 |
0.6% |
15% |
False |
True |
24,212 |
| 10 |
1.0212 |
1.0076 |
0.0136 |
1.3% |
0.0053 |
0.5% |
15% |
False |
True |
24,404 |
| 20 |
1.0559 |
1.0076 |
0.0483 |
4.8% |
0.0062 |
0.6% |
4% |
False |
True |
26,333 |
| 40 |
1.0559 |
1.0076 |
0.0483 |
4.8% |
0.0062 |
0.6% |
4% |
False |
True |
18,440 |
| 60 |
1.0559 |
1.0076 |
0.0483 |
4.8% |
0.0056 |
0.6% |
4% |
False |
True |
12,298 |
| 80 |
1.0559 |
1.0069 |
0.0490 |
4.9% |
0.0055 |
0.5% |
6% |
False |
False |
9,225 |
| 100 |
1.0559 |
1.0069 |
0.0490 |
4.9% |
0.0054 |
0.5% |
6% |
False |
False |
7,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0365 |
|
2.618 |
1.0275 |
|
1.618 |
1.0220 |
|
1.000 |
1.0186 |
|
0.618 |
1.0165 |
|
HIGH |
1.0131 |
|
0.618 |
1.0110 |
|
0.500 |
1.0104 |
|
0.382 |
1.0097 |
|
LOW |
1.0076 |
|
0.618 |
1.0042 |
|
1.000 |
1.0021 |
|
1.618 |
0.9987 |
|
2.618 |
0.9932 |
|
4.250 |
0.9842 |
|
|
| Fisher Pivots for day following 18-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0104 |
1.0137 |
| PP |
1.0101 |
1.0124 |
| S1 |
1.0099 |
1.0110 |
|