CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 06-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2018 |
06-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0033 |
1.0032 |
-0.0001 |
0.0% |
1.0042 |
| High |
1.0040 |
1.0116 |
0.0076 |
0.8% |
1.0097 |
| Low |
1.0000 |
1.0017 |
0.0017 |
0.2% |
1.0007 |
| Close |
1.0032 |
1.0077 |
0.0045 |
0.4% |
1.0015 |
| Range |
0.0040 |
0.0099 |
0.0059 |
147.5% |
0.0090 |
| ATR |
0.0055 |
0.0058 |
0.0003 |
5.7% |
0.0000 |
| Volume |
12,714 |
28,906 |
16,192 |
127.4% |
99,616 |
|
| Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0367 |
1.0321 |
1.0131 |
|
| R3 |
1.0268 |
1.0222 |
1.0104 |
|
| R2 |
1.0169 |
1.0169 |
1.0095 |
|
| R1 |
1.0123 |
1.0123 |
1.0086 |
1.0146 |
| PP |
1.0070 |
1.0070 |
1.0070 |
1.0082 |
| S1 |
1.0024 |
1.0024 |
1.0068 |
1.0047 |
| S2 |
0.9971 |
0.9971 |
1.0059 |
|
| S3 |
0.9872 |
0.9925 |
1.0050 |
|
| S4 |
0.9773 |
0.9826 |
1.0023 |
|
|
| 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 |
1.0116 |
1.0000 |
0.0116 |
1.2% |
0.0057 |
0.6% |
66% |
True |
False |
19,569 |
| 10 |
1.0116 |
1.0000 |
0.0116 |
1.2% |
0.0056 |
0.6% |
66% |
True |
False |
19,555 |
| 20 |
1.0116 |
0.9902 |
0.0214 |
2.1% |
0.0057 |
0.6% |
82% |
True |
False |
21,809 |
| 40 |
1.0212 |
0.9902 |
0.0310 |
3.1% |
0.0057 |
0.6% |
56% |
False |
False |
23,474 |
| 60 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0059 |
0.6% |
27% |
False |
False |
24,325 |
| 80 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0059 |
0.6% |
27% |
False |
False |
18,979 |
| 100 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0056 |
0.6% |
27% |
False |
False |
15,184 |
| 120 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0055 |
0.5% |
27% |
False |
False |
12,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0537 |
|
2.618 |
1.0375 |
|
1.618 |
1.0276 |
|
1.000 |
1.0215 |
|
0.618 |
1.0177 |
|
HIGH |
1.0116 |
|
0.618 |
1.0078 |
|
0.500 |
1.0067 |
|
0.382 |
1.0055 |
|
LOW |
1.0017 |
|
0.618 |
0.9956 |
|
1.000 |
0.9918 |
|
1.618 |
0.9857 |
|
2.618 |
0.9758 |
|
4.250 |
0.9596 |
|
|
| Fisher Pivots for day following 06-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0074 |
1.0071 |
| PP |
1.0070 |
1.0064 |
| S1 |
1.0067 |
1.0058 |
|