CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 20-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2018 |
20-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0031 |
1.0091 |
0.0060 |
0.6% |
0.9971 |
| High |
1.0100 |
1.0114 |
0.0014 |
0.1% |
1.0033 |
| Low |
1.0017 |
1.0065 |
0.0048 |
0.5% |
0.9902 |
| Close |
1.0087 |
1.0073 |
-0.0014 |
-0.1% |
1.0026 |
| Range |
0.0083 |
0.0049 |
-0.0034 |
-41.0% |
0.0131 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
26,449 |
27,496 |
1,047 |
4.0% |
128,649 |
|
| Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0231 |
1.0201 |
1.0100 |
|
| R3 |
1.0182 |
1.0152 |
1.0086 |
|
| R2 |
1.0133 |
1.0133 |
1.0082 |
|
| R1 |
1.0103 |
1.0103 |
1.0077 |
1.0094 |
| PP |
1.0084 |
1.0084 |
1.0084 |
1.0079 |
| S1 |
1.0054 |
1.0054 |
1.0069 |
1.0045 |
| S2 |
1.0035 |
1.0035 |
1.0064 |
|
| S3 |
0.9986 |
1.0005 |
1.0060 |
|
| S4 |
0.9937 |
0.9956 |
1.0046 |
|
|
| 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 |
1.0114 |
0.9924 |
0.0190 |
1.9% |
0.0067 |
0.7% |
78% |
True |
False |
26,974 |
| 10 |
1.0114 |
0.9902 |
0.0212 |
2.1% |
0.0065 |
0.6% |
81% |
True |
False |
24,873 |
| 20 |
1.0114 |
0.9902 |
0.0212 |
2.1% |
0.0062 |
0.6% |
81% |
True |
False |
25,134 |
| 40 |
1.0467 |
0.9902 |
0.0565 |
5.6% |
0.0060 |
0.6% |
30% |
False |
False |
25,404 |
| 60 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0061 |
0.6% |
26% |
False |
False |
21,721 |
| 80 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0056 |
0.6% |
26% |
False |
False |
16,296 |
| 100 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0056 |
0.6% |
26% |
False |
False |
13,038 |
| 120 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0055 |
0.5% |
26% |
False |
False |
10,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0322 |
|
2.618 |
1.0242 |
|
1.618 |
1.0193 |
|
1.000 |
1.0163 |
|
0.618 |
1.0144 |
|
HIGH |
1.0114 |
|
0.618 |
1.0095 |
|
0.500 |
1.0090 |
|
0.382 |
1.0084 |
|
LOW |
1.0065 |
|
0.618 |
1.0035 |
|
1.000 |
1.0016 |
|
1.618 |
0.9986 |
|
2.618 |
0.9937 |
|
4.250 |
0.9857 |
|
|
| Fisher Pivots for day following 20-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0090 |
1.0057 |
| PP |
1.0084 |
1.0042 |
| S1 |
1.0079 |
1.0026 |
|