CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 12-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2018 |
12-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9975 |
0.9971 |
-0.0004 |
0.0% |
1.0006 |
| High |
0.9986 |
0.9974 |
-0.0012 |
-0.1% |
1.0082 |
| Low |
0.9945 |
0.9919 |
-0.0026 |
-0.3% |
0.9945 |
| Close |
0.9976 |
0.9933 |
-0.0043 |
-0.4% |
0.9976 |
| Range |
0.0041 |
0.0055 |
0.0014 |
34.1% |
0.0137 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
20,644 |
21,383 |
739 |
3.6% |
100,052 |
|
| Daily Pivots for day following 12-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0107 |
1.0075 |
0.9963 |
|
| R3 |
1.0052 |
1.0020 |
0.9948 |
|
| R2 |
0.9997 |
0.9997 |
0.9943 |
|
| R1 |
0.9965 |
0.9965 |
0.9938 |
0.9954 |
| PP |
0.9942 |
0.9942 |
0.9942 |
0.9936 |
| S1 |
0.9910 |
0.9910 |
0.9928 |
0.9899 |
| S2 |
0.9887 |
0.9887 |
0.9923 |
|
| S3 |
0.9832 |
0.9855 |
0.9918 |
|
| S4 |
0.9777 |
0.9800 |
0.9903 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0412 |
1.0331 |
1.0051 |
|
| R3 |
1.0275 |
1.0194 |
1.0014 |
|
| R2 |
1.0138 |
1.0138 |
1.0001 |
|
| R1 |
1.0057 |
1.0057 |
0.9989 |
1.0029 |
| PP |
1.0001 |
1.0001 |
1.0001 |
0.9987 |
| S1 |
0.9920 |
0.9920 |
0.9963 |
0.9892 |
| S2 |
0.9864 |
0.9864 |
0.9951 |
|
| S3 |
0.9727 |
0.9783 |
0.9938 |
|
| S4 |
0.9590 |
0.9646 |
0.9901 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0082 |
0.9919 |
0.0163 |
1.6% |
0.0058 |
0.6% |
9% |
False |
True |
20,693 |
| 10 |
1.0082 |
0.9919 |
0.0163 |
1.6% |
0.0061 |
0.6% |
9% |
False |
True |
24,009 |
| 20 |
1.0198 |
0.9919 |
0.0279 |
2.8% |
0.0055 |
0.6% |
5% |
False |
True |
24,067 |
| 40 |
1.0559 |
0.9919 |
0.0640 |
6.4% |
0.0060 |
0.6% |
2% |
False |
True |
25,201 |
| 60 |
1.0559 |
0.9919 |
0.0640 |
6.4% |
0.0059 |
0.6% |
2% |
False |
True |
19,038 |
| 80 |
1.0559 |
0.9919 |
0.0640 |
6.4% |
0.0055 |
0.6% |
2% |
False |
True |
14,281 |
| 100 |
1.0559 |
0.9919 |
0.0640 |
6.4% |
0.0055 |
0.6% |
2% |
False |
True |
11,426 |
| 120 |
1.0559 |
0.9919 |
0.0640 |
6.4% |
0.0055 |
0.5% |
2% |
False |
True |
9,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0208 |
|
2.618 |
1.0118 |
|
1.618 |
1.0063 |
|
1.000 |
1.0029 |
|
0.618 |
1.0008 |
|
HIGH |
0.9974 |
|
0.618 |
0.9953 |
|
0.500 |
0.9947 |
|
0.382 |
0.9940 |
|
LOW |
0.9919 |
|
0.618 |
0.9885 |
|
1.000 |
0.9864 |
|
1.618 |
0.9830 |
|
2.618 |
0.9775 |
|
4.250 |
0.9685 |
|
|
| Fisher Pivots for day following 12-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9947 |
0.9972 |
| PP |
0.9942 |
0.9959 |
| S1 |
0.9938 |
0.9946 |
|