CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 19-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2018 |
19-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0102 |
1.0094 |
-0.0008 |
-0.1% |
1.0146 |
| High |
1.0131 |
1.0102 |
-0.0029 |
-0.3% |
1.0212 |
| Low |
1.0076 |
1.0072 |
-0.0004 |
0.0% |
1.0072 |
| Close |
1.0097 |
1.0079 |
-0.0018 |
-0.2% |
1.0079 |
| Range |
0.0055 |
0.0030 |
-0.0025 |
-45.5% |
0.0140 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
29,574 |
21,009 |
-8,565 |
-29.0% |
120,053 |
|
| Daily Pivots for day following 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0174 |
1.0157 |
1.0096 |
|
| R3 |
1.0144 |
1.0127 |
1.0087 |
|
| R2 |
1.0114 |
1.0114 |
1.0085 |
|
| R1 |
1.0097 |
1.0097 |
1.0082 |
1.0091 |
| PP |
1.0084 |
1.0084 |
1.0084 |
1.0081 |
| S1 |
1.0067 |
1.0067 |
1.0076 |
1.0061 |
| S2 |
1.0054 |
1.0054 |
1.0074 |
|
| S3 |
1.0024 |
1.0037 |
1.0071 |
|
| S4 |
0.9994 |
1.0007 |
1.0063 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0541 |
1.0450 |
1.0156 |
|
| R3 |
1.0401 |
1.0310 |
1.0118 |
|
| R2 |
1.0261 |
1.0261 |
1.0105 |
|
| R1 |
1.0170 |
1.0170 |
1.0092 |
1.0146 |
| PP |
1.0121 |
1.0121 |
1.0121 |
1.0109 |
| S1 |
1.0030 |
1.0030 |
1.0066 |
1.0006 |
| S2 |
0.9981 |
0.9981 |
1.0053 |
|
| S3 |
0.9841 |
0.9890 |
1.0041 |
|
| S4 |
0.9701 |
0.9750 |
1.0002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0212 |
1.0072 |
0.0140 |
1.4% |
0.0054 |
0.5% |
5% |
False |
True |
24,010 |
| 10 |
1.0212 |
1.0072 |
0.0140 |
1.4% |
0.0051 |
0.5% |
5% |
False |
True |
24,092 |
| 20 |
1.0518 |
1.0072 |
0.0446 |
4.4% |
0.0061 |
0.6% |
2% |
False |
True |
25,796 |
| 40 |
1.0559 |
1.0072 |
0.0487 |
4.8% |
0.0061 |
0.6% |
1% |
False |
True |
18,965 |
| 60 |
1.0559 |
1.0072 |
0.0487 |
4.8% |
0.0055 |
0.6% |
1% |
False |
True |
12,648 |
| 80 |
1.0559 |
1.0069 |
0.0490 |
4.9% |
0.0055 |
0.5% |
2% |
False |
False |
9,487 |
| 100 |
1.0559 |
1.0069 |
0.0490 |
4.9% |
0.0054 |
0.5% |
2% |
False |
False |
7,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0230 |
|
2.618 |
1.0181 |
|
1.618 |
1.0151 |
|
1.000 |
1.0132 |
|
0.618 |
1.0121 |
|
HIGH |
1.0102 |
|
0.618 |
1.0091 |
|
0.500 |
1.0087 |
|
0.382 |
1.0083 |
|
LOW |
1.0072 |
|
0.618 |
1.0053 |
|
1.000 |
1.0042 |
|
1.618 |
1.0023 |
|
2.618 |
0.9993 |
|
4.250 |
0.9945 |
|
|
| Fisher Pivots for day following 19-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0087 |
1.0114 |
| PP |
1.0084 |
1.0102 |
| S1 |
1.0082 |
1.0091 |
|