CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 28-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2018 |
28-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0033 |
1.0029 |
-0.0004 |
0.0% |
1.0031 |
| High |
1.0042 |
1.0091 |
0.0049 |
0.5% |
1.0114 |
| Low |
1.0013 |
1.0009 |
-0.0004 |
0.0% |
1.0017 |
| Close |
1.0031 |
1.0086 |
0.0055 |
0.5% |
1.0041 |
| Range |
0.0029 |
0.0082 |
0.0053 |
182.8% |
0.0097 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
3.4% |
0.0000 |
| Volume |
18,197 |
23,611 |
5,414 |
29.8% |
92,034 |
|
| Daily Pivots for day following 28-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0308 |
1.0279 |
1.0131 |
|
| R3 |
1.0226 |
1.0197 |
1.0109 |
|
| R2 |
1.0144 |
1.0144 |
1.0101 |
|
| R1 |
1.0115 |
1.0115 |
1.0094 |
1.0130 |
| PP |
1.0062 |
1.0062 |
1.0062 |
1.0069 |
| S1 |
1.0033 |
1.0033 |
1.0078 |
1.0048 |
| S2 |
0.9980 |
0.9980 |
1.0071 |
|
| S3 |
0.9898 |
0.9951 |
1.0063 |
|
| S4 |
0.9816 |
0.9869 |
1.0041 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0348 |
1.0292 |
1.0094 |
|
| R3 |
1.0251 |
1.0195 |
1.0068 |
|
| R2 |
1.0154 |
1.0154 |
1.0059 |
|
| R1 |
1.0098 |
1.0098 |
1.0050 |
1.0126 |
| PP |
1.0057 |
1.0057 |
1.0057 |
1.0072 |
| S1 |
1.0001 |
1.0001 |
1.0032 |
1.0029 |
| S2 |
0.9960 |
0.9960 |
1.0023 |
|
| S3 |
0.9863 |
0.9904 |
1.0014 |
|
| S4 |
0.9766 |
0.9807 |
0.9988 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0099 |
1.0009 |
0.0090 |
0.9% |
0.0049 |
0.5% |
86% |
False |
True |
18,931 |
| 10 |
1.0114 |
0.9924 |
0.0190 |
1.9% |
0.0058 |
0.6% |
85% |
False |
False |
22,953 |
| 20 |
1.0114 |
0.9902 |
0.0212 |
2.1% |
0.0060 |
0.6% |
87% |
False |
False |
23,777 |
| 40 |
1.0237 |
0.9902 |
0.0335 |
3.3% |
0.0056 |
0.6% |
55% |
False |
False |
23,816 |
| 60 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0059 |
0.6% |
28% |
False |
False |
23,254 |
| 80 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0058 |
0.6% |
28% |
False |
False |
17,479 |
| 100 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0056 |
0.6% |
28% |
False |
False |
13,984 |
| 120 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0055 |
0.5% |
28% |
False |
False |
11,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0440 |
|
2.618 |
1.0306 |
|
1.618 |
1.0224 |
|
1.000 |
1.0173 |
|
0.618 |
1.0142 |
|
HIGH |
1.0091 |
|
0.618 |
1.0060 |
|
0.500 |
1.0050 |
|
0.382 |
1.0040 |
|
LOW |
1.0009 |
|
0.618 |
0.9958 |
|
1.000 |
0.9927 |
|
1.618 |
0.9876 |
|
2.618 |
0.9794 |
|
4.250 |
0.9661 |
|
|
| Fisher Pivots for day following 28-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0074 |
1.0074 |
| PP |
1.0062 |
1.0062 |
| S1 |
1.0050 |
1.0050 |
|