CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 30-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2018 |
30-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0080 |
1.0051 |
-0.0029 |
-0.3% |
1.0042 |
| High |
1.0097 |
1.0061 |
-0.0036 |
-0.4% |
1.0097 |
| Low |
1.0036 |
1.0007 |
-0.0029 |
-0.3% |
1.0007 |
| Close |
1.0050 |
1.0015 |
-0.0035 |
-0.3% |
1.0015 |
| Range |
0.0061 |
0.0054 |
-0.0007 |
-11.5% |
0.0090 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
22,227 |
20,819 |
-1,408 |
-6.3% |
99,616 |
|
| Daily Pivots for day following 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0190 |
1.0156 |
1.0045 |
|
| R3 |
1.0136 |
1.0102 |
1.0030 |
|
| R2 |
1.0082 |
1.0082 |
1.0025 |
|
| R1 |
1.0048 |
1.0048 |
1.0020 |
1.0038 |
| PP |
1.0028 |
1.0028 |
1.0028 |
1.0023 |
| S1 |
0.9994 |
0.9994 |
1.0010 |
0.9984 |
| S2 |
0.9974 |
0.9974 |
1.0005 |
|
| S3 |
0.9920 |
0.9940 |
1.0000 |
|
| S4 |
0.9866 |
0.9886 |
0.9985 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0310 |
1.0252 |
1.0065 |
|
| R3 |
1.0220 |
1.0162 |
1.0040 |
|
| R2 |
1.0130 |
1.0130 |
1.0032 |
|
| R1 |
1.0072 |
1.0072 |
1.0023 |
1.0056 |
| PP |
1.0040 |
1.0040 |
1.0040 |
1.0032 |
| S1 |
0.9982 |
0.9982 |
1.0007 |
0.9966 |
| S2 |
0.9950 |
0.9950 |
0.9999 |
|
| S3 |
0.9860 |
0.9892 |
0.9990 |
|
| S4 |
0.9770 |
0.9802 |
0.9966 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0097 |
1.0007 |
0.0090 |
0.9% |
0.0053 |
0.5% |
9% |
False |
True |
19,923 |
| 10 |
1.0114 |
0.9938 |
0.0176 |
1.8% |
0.0059 |
0.6% |
44% |
False |
False |
21,749 |
| 20 |
1.0114 |
0.9902 |
0.0212 |
2.1% |
0.0058 |
0.6% |
53% |
False |
False |
22,433 |
| 40 |
1.0212 |
0.9902 |
0.0310 |
3.1% |
0.0056 |
0.6% |
36% |
False |
False |
23,690 |
| 60 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0059 |
0.6% |
17% |
False |
False |
23,900 |
| 80 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0058 |
0.6% |
17% |
False |
False |
18,017 |
| 100 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0056 |
0.6% |
17% |
False |
False |
14,414 |
| 120 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0056 |
0.6% |
17% |
False |
False |
12,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0291 |
|
2.618 |
1.0202 |
|
1.618 |
1.0148 |
|
1.000 |
1.0115 |
|
0.618 |
1.0094 |
|
HIGH |
1.0061 |
|
0.618 |
1.0040 |
|
0.500 |
1.0034 |
|
0.382 |
1.0028 |
|
LOW |
1.0007 |
|
0.618 |
0.9974 |
|
1.000 |
0.9953 |
|
1.618 |
0.9920 |
|
2.618 |
0.9866 |
|
4.250 |
0.9778 |
|
|
| Fisher Pivots for day following 30-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0034 |
1.0052 |
| PP |
1.0028 |
1.0040 |
| S1 |
1.0021 |
1.0027 |
|