CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 19-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2018 |
19-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9961 |
1.0031 |
0.0070 |
0.7% |
0.9971 |
| High |
1.0033 |
1.0100 |
0.0067 |
0.7% |
1.0033 |
| Low |
0.9938 |
1.0017 |
0.0079 |
0.8% |
0.9902 |
| Close |
1.0026 |
1.0087 |
0.0061 |
0.6% |
1.0026 |
| Range |
0.0095 |
0.0083 |
-0.0012 |
-12.6% |
0.0131 |
| ATR |
0.0061 |
0.0062 |
0.0002 |
2.6% |
0.0000 |
| Volume |
25,843 |
26,449 |
606 |
2.3% |
128,649 |
|
| Daily Pivots for day following 19-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0317 |
1.0285 |
1.0133 |
|
| R3 |
1.0234 |
1.0202 |
1.0110 |
|
| R2 |
1.0151 |
1.0151 |
1.0102 |
|
| R1 |
1.0119 |
1.0119 |
1.0095 |
1.0135 |
| PP |
1.0068 |
1.0068 |
1.0068 |
1.0076 |
| S1 |
1.0036 |
1.0036 |
1.0079 |
1.0052 |
| S2 |
0.9985 |
0.9985 |
1.0072 |
|
| S3 |
0.9902 |
0.9953 |
1.0064 |
|
| S4 |
0.9819 |
0.9870 |
1.0041 |
|
|
| 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 |
1.0100 |
0.9902 |
0.0198 |
2.0% |
0.0069 |
0.7% |
93% |
True |
False |
26,743 |
| 10 |
1.0100 |
0.9902 |
0.0198 |
2.0% |
0.0063 |
0.6% |
93% |
True |
False |
23,718 |
| 20 |
1.0112 |
0.9902 |
0.0210 |
2.1% |
0.0061 |
0.6% |
88% |
False |
False |
24,959 |
| 40 |
1.0467 |
0.9902 |
0.0565 |
5.6% |
0.0060 |
0.6% |
33% |
False |
False |
25,281 |
| 60 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0061 |
0.6% |
28% |
False |
False |
21,264 |
| 80 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0057 |
0.6% |
28% |
False |
False |
15,953 |
| 100 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0056 |
0.6% |
28% |
False |
False |
12,763 |
| 120 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0055 |
0.5% |
28% |
False |
False |
10,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0453 |
|
2.618 |
1.0317 |
|
1.618 |
1.0234 |
|
1.000 |
1.0183 |
|
0.618 |
1.0151 |
|
HIGH |
1.0100 |
|
0.618 |
1.0068 |
|
0.500 |
1.0059 |
|
0.382 |
1.0049 |
|
LOW |
1.0017 |
|
0.618 |
0.9966 |
|
1.000 |
0.9934 |
|
1.618 |
0.9883 |
|
2.618 |
0.9800 |
|
4.250 |
0.9664 |
|
|
| Fisher Pivots for day following 19-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0078 |
1.0064 |
| PP |
1.0068 |
1.0042 |
| S1 |
1.0059 |
1.0019 |
|