CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 06-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2018 |
06-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0006 |
0.9989 |
-0.0017 |
-0.2% |
1.0068 |
| High |
1.0012 |
1.0013 |
0.0001 |
0.0% |
1.0072 |
| Low |
0.9967 |
0.9980 |
0.0013 |
0.1% |
0.9946 |
| Close |
0.9997 |
1.0003 |
0.0006 |
0.1% |
0.9988 |
| Range |
0.0045 |
0.0033 |
-0.0012 |
-26.7% |
0.0126 |
| ATR |
0.0058 |
0.0057 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
17,968 |
15,939 |
-2,029 |
-11.3% |
137,759 |
|
| Daily Pivots for day following 06-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0098 |
1.0083 |
1.0021 |
|
| R3 |
1.0065 |
1.0050 |
1.0012 |
|
| R2 |
1.0032 |
1.0032 |
1.0009 |
|
| R1 |
1.0017 |
1.0017 |
1.0006 |
1.0025 |
| PP |
0.9999 |
0.9999 |
0.9999 |
1.0002 |
| S1 |
0.9984 |
0.9984 |
1.0000 |
0.9992 |
| S2 |
0.9966 |
0.9966 |
0.9997 |
|
| S3 |
0.9933 |
0.9951 |
0.9994 |
|
| S4 |
0.9900 |
0.9918 |
0.9985 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0380 |
1.0310 |
1.0057 |
|
| R3 |
1.0254 |
1.0184 |
1.0023 |
|
| R2 |
1.0128 |
1.0128 |
1.0011 |
|
| R1 |
1.0058 |
1.0058 |
1.0000 |
1.0030 |
| PP |
1.0002 |
1.0002 |
1.0002 |
0.9988 |
| S1 |
0.9932 |
0.9932 |
0.9976 |
0.9904 |
| S2 |
0.9876 |
0.9876 |
0.9965 |
|
| S3 |
0.9750 |
0.9806 |
0.9953 |
|
| S4 |
0.9624 |
0.9680 |
0.9919 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0069 |
0.9946 |
0.0123 |
1.2% |
0.0061 |
0.6% |
46% |
False |
False |
26,432 |
| 10 |
1.0106 |
0.9946 |
0.0160 |
1.6% |
0.0058 |
0.6% |
36% |
False |
False |
25,394 |
| 20 |
1.0212 |
0.9946 |
0.0266 |
2.7% |
0.0054 |
0.5% |
21% |
False |
False |
24,921 |
| 40 |
1.0559 |
0.9946 |
0.0613 |
6.1% |
0.0060 |
0.6% |
9% |
False |
False |
25,497 |
| 60 |
1.0559 |
0.9946 |
0.0613 |
6.1% |
0.0058 |
0.6% |
9% |
False |
False |
17,581 |
| 80 |
1.0559 |
0.9946 |
0.0613 |
6.1% |
0.0055 |
0.6% |
9% |
False |
False |
13,187 |
| 100 |
1.0559 |
0.9946 |
0.0613 |
6.1% |
0.0054 |
0.5% |
9% |
False |
False |
10,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0153 |
|
2.618 |
1.0099 |
|
1.618 |
1.0066 |
|
1.000 |
1.0046 |
|
0.618 |
1.0033 |
|
HIGH |
1.0013 |
|
0.618 |
1.0000 |
|
0.500 |
0.9997 |
|
0.382 |
0.9993 |
|
LOW |
0.9980 |
|
0.618 |
0.9960 |
|
1.000 |
0.9947 |
|
1.618 |
0.9927 |
|
2.618 |
0.9894 |
|
4.250 |
0.9840 |
|
|
| Fisher Pivots for day following 06-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0001 |
1.0018 |
| PP |
0.9999 |
1.0013 |
| S1 |
0.9997 |
1.0008 |
|