CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 07-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2018 |
07-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0032 |
1.0081 |
0.0049 |
0.5% |
1.0021 |
| High |
1.0116 |
1.0118 |
0.0002 |
0.0% |
1.0118 |
| Low |
1.0017 |
0.9980 |
-0.0037 |
-0.4% |
0.9980 |
| Close |
1.0077 |
1.0115 |
0.0038 |
0.4% |
1.0115 |
| Range |
0.0099 |
0.0138 |
0.0039 |
39.4% |
0.0138 |
| ATR |
0.0058 |
0.0064 |
0.0006 |
9.8% |
0.0000 |
| Volume |
28,906 |
21,697 |
-7,209 |
-24.9% |
98,723 |
|
| Daily Pivots for day following 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0485 |
1.0438 |
1.0191 |
|
| R3 |
1.0347 |
1.0300 |
1.0153 |
|
| R2 |
1.0209 |
1.0209 |
1.0140 |
|
| R1 |
1.0162 |
1.0162 |
1.0128 |
1.0186 |
| PP |
1.0071 |
1.0071 |
1.0071 |
1.0083 |
| S1 |
1.0024 |
1.0024 |
1.0102 |
1.0048 |
| S2 |
0.9933 |
0.9933 |
1.0090 |
|
| S3 |
0.9795 |
0.9886 |
1.0077 |
|
| S4 |
0.9657 |
0.9748 |
1.0039 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0485 |
1.0438 |
1.0191 |
|
| R3 |
1.0347 |
1.0300 |
1.0153 |
|
| R2 |
1.0209 |
1.0209 |
1.0140 |
|
| R1 |
1.0162 |
1.0162 |
1.0128 |
1.0186 |
| PP |
1.0071 |
1.0071 |
1.0071 |
1.0083 |
| S1 |
1.0024 |
1.0024 |
1.0102 |
1.0048 |
| S2 |
0.9933 |
0.9933 |
1.0090 |
|
| S3 |
0.9795 |
0.9886 |
1.0077 |
|
| S4 |
0.9657 |
0.9748 |
1.0039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0118 |
0.9980 |
0.0138 |
1.4% |
0.0074 |
0.7% |
98% |
True |
True |
19,744 |
| 10 |
1.0118 |
0.9980 |
0.0138 |
1.4% |
0.0064 |
0.6% |
98% |
True |
True |
19,833 |
| 20 |
1.0118 |
0.9902 |
0.0216 |
2.1% |
0.0061 |
0.6% |
99% |
True |
False |
21,983 |
| 40 |
1.0212 |
0.9902 |
0.0310 |
3.1% |
0.0059 |
0.6% |
69% |
False |
False |
23,083 |
| 60 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0061 |
0.6% |
32% |
False |
False |
24,229 |
| 80 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0060 |
0.6% |
32% |
False |
False |
19,250 |
| 100 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0057 |
0.6% |
32% |
False |
False |
15,401 |
| 120 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0056 |
0.6% |
32% |
False |
False |
12,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0705 |
|
2.618 |
1.0479 |
|
1.618 |
1.0341 |
|
1.000 |
1.0256 |
|
0.618 |
1.0203 |
|
HIGH |
1.0118 |
|
0.618 |
1.0065 |
|
0.500 |
1.0049 |
|
0.382 |
1.0033 |
|
LOW |
0.9980 |
|
0.618 |
0.9895 |
|
1.000 |
0.9842 |
|
1.618 |
0.9757 |
|
2.618 |
0.9619 |
|
4.250 |
0.9394 |
|
|
| Fisher Pivots for day following 07-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0093 |
1.0093 |
| PP |
1.0071 |
1.0071 |
| S1 |
1.0049 |
1.0049 |
|