CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 16-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2018 |
16-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9966 |
0.9961 |
-0.0005 |
-0.1% |
0.9971 |
| High |
0.9990 |
1.0033 |
0.0043 |
0.4% |
1.0033 |
| Low |
0.9946 |
0.9938 |
-0.0008 |
-0.1% |
0.9902 |
| Close |
0.9969 |
1.0026 |
0.0057 |
0.6% |
1.0026 |
| Range |
0.0044 |
0.0095 |
0.0051 |
115.9% |
0.0131 |
| ATR |
0.0058 |
0.0061 |
0.0003 |
4.6% |
0.0000 |
| Volume |
27,393 |
25,843 |
-1,550 |
-5.7% |
128,649 |
|
| Daily Pivots for day following 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0284 |
1.0250 |
1.0078 |
|
| R3 |
1.0189 |
1.0155 |
1.0052 |
|
| R2 |
1.0094 |
1.0094 |
1.0043 |
|
| R1 |
1.0060 |
1.0060 |
1.0035 |
1.0077 |
| PP |
0.9999 |
0.9999 |
0.9999 |
1.0008 |
| S1 |
0.9965 |
0.9965 |
1.0017 |
0.9982 |
| S2 |
0.9904 |
0.9904 |
1.0009 |
|
| S3 |
0.9809 |
0.9870 |
1.0000 |
|
| S4 |
0.9714 |
0.9775 |
0.9974 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0380 |
1.0334 |
1.0098 |
|
| R3 |
1.0249 |
1.0203 |
1.0062 |
|
| R2 |
1.0118 |
1.0118 |
1.0050 |
|
| R1 |
1.0072 |
1.0072 |
1.0038 |
1.0095 |
| PP |
0.9987 |
0.9987 |
0.9987 |
0.9999 |
| S1 |
0.9941 |
0.9941 |
1.0014 |
0.9964 |
| S2 |
0.9856 |
0.9856 |
1.0002 |
|
| S3 |
0.9725 |
0.9810 |
0.9990 |
|
| S4 |
0.9594 |
0.9679 |
0.9954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0033 |
0.9902 |
0.0131 |
1.3% |
0.0063 |
0.6% |
95% |
True |
False |
25,729 |
| 10 |
1.0082 |
0.9902 |
0.0180 |
1.8% |
0.0060 |
0.6% |
69% |
False |
False |
22,870 |
| 20 |
1.0112 |
0.9902 |
0.0210 |
2.1% |
0.0059 |
0.6% |
59% |
False |
False |
24,545 |
| 40 |
1.0518 |
0.9902 |
0.0616 |
6.1% |
0.0060 |
0.6% |
20% |
False |
False |
25,170 |
| 60 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0060 |
0.6% |
19% |
False |
False |
20,825 |
| 80 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0056 |
0.6% |
19% |
False |
False |
15,622 |
| 100 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0056 |
0.6% |
19% |
False |
False |
12,499 |
| 120 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0055 |
0.5% |
19% |
False |
False |
10,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0437 |
|
2.618 |
1.0282 |
|
1.618 |
1.0187 |
|
1.000 |
1.0128 |
|
0.618 |
1.0092 |
|
HIGH |
1.0033 |
|
0.618 |
0.9997 |
|
0.500 |
0.9986 |
|
0.382 |
0.9974 |
|
LOW |
0.9938 |
|
0.618 |
0.9879 |
|
1.000 |
0.9843 |
|
1.618 |
0.9784 |
|
2.618 |
0.9689 |
|
4.250 |
0.9534 |
|
|
| Fisher Pivots for day following 16-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0013 |
1.0010 |
| PP |
0.9999 |
0.9994 |
| S1 |
0.9986 |
0.9979 |
|