CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 30-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2018 |
30-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0068 |
1.0028 |
-0.0040 |
-0.4% |
1.0088 |
| High |
1.0072 |
1.0033 |
-0.0039 |
-0.4% |
1.0112 |
| Low |
1.0019 |
0.9988 |
-0.0031 |
-0.3% |
1.0017 |
| Close |
1.0031 |
0.9990 |
-0.0041 |
-0.4% |
1.0074 |
| Range |
0.0053 |
0.0045 |
-0.0008 |
-15.1% |
0.0095 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
19,100 |
20,406 |
1,306 |
6.8% |
124,440 |
|
| Daily Pivots for day following 30-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0139 |
1.0109 |
1.0015 |
|
| R3 |
1.0094 |
1.0064 |
1.0002 |
|
| R2 |
1.0049 |
1.0049 |
0.9998 |
|
| R1 |
1.0019 |
1.0019 |
0.9994 |
1.0012 |
| PP |
1.0004 |
1.0004 |
1.0004 |
1.0000 |
| S1 |
0.9974 |
0.9974 |
0.9986 |
0.9967 |
| S2 |
0.9959 |
0.9959 |
0.9982 |
|
| S3 |
0.9914 |
0.9929 |
0.9978 |
|
| S4 |
0.9869 |
0.9884 |
0.9965 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0353 |
1.0308 |
1.0126 |
|
| R3 |
1.0258 |
1.0213 |
1.0100 |
|
| R2 |
1.0163 |
1.0163 |
1.0091 |
|
| R1 |
1.0118 |
1.0118 |
1.0083 |
1.0093 |
| PP |
1.0068 |
1.0068 |
1.0068 |
1.0055 |
| S1 |
1.0023 |
1.0023 |
1.0065 |
0.9998 |
| S2 |
0.9973 |
0.9973 |
1.0057 |
|
| S3 |
0.9878 |
0.9928 |
1.0048 |
|
| S4 |
0.9783 |
0.9833 |
1.0022 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0106 |
0.9988 |
0.0118 |
1.2% |
0.0055 |
0.6% |
2% |
False |
True |
24,356 |
| 10 |
1.0155 |
0.9988 |
0.0167 |
1.7% |
0.0049 |
0.5% |
1% |
False |
True |
23,732 |
| 20 |
1.0237 |
0.9988 |
0.0249 |
2.5% |
0.0052 |
0.5% |
1% |
False |
True |
23,854 |
| 40 |
1.0559 |
0.9988 |
0.0571 |
5.7% |
0.0059 |
0.6% |
0% |
False |
True |
22,992 |
| 60 |
1.0559 |
0.9988 |
0.0571 |
5.7% |
0.0057 |
0.6% |
0% |
False |
True |
15,379 |
| 80 |
1.0559 |
0.9988 |
0.0571 |
5.7% |
0.0055 |
0.6% |
0% |
False |
True |
11,536 |
| 100 |
1.0559 |
0.9988 |
0.0571 |
5.7% |
0.0054 |
0.5% |
0% |
False |
True |
9,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0224 |
|
2.618 |
1.0151 |
|
1.618 |
1.0106 |
|
1.000 |
1.0078 |
|
0.618 |
1.0061 |
|
HIGH |
1.0033 |
|
0.618 |
1.0016 |
|
0.500 |
1.0011 |
|
0.382 |
1.0005 |
|
LOW |
0.9988 |
|
0.618 |
0.9960 |
|
1.000 |
0.9943 |
|
1.618 |
0.9915 |
|
2.618 |
0.9870 |
|
4.250 |
0.9797 |
|
|
| Fisher Pivots for day following 30-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0011 |
1.0034 |
| PP |
1.0004 |
1.0019 |
| S1 |
0.9997 |
1.0005 |
|