CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 10-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2018 |
10-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0081 |
1.0098 |
0.0017 |
0.2% |
1.0021 |
| High |
1.0118 |
1.0139 |
0.0021 |
0.2% |
1.0118 |
| Low |
0.9980 |
1.0095 |
0.0115 |
1.2% |
0.9980 |
| Close |
1.0115 |
1.0109 |
-0.0006 |
-0.1% |
1.0115 |
| Range |
0.0138 |
0.0044 |
-0.0094 |
-68.1% |
0.0138 |
| ATR |
0.0064 |
0.0062 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
21,697 |
32,522 |
10,825 |
49.9% |
98,723 |
|
| Daily Pivots for day following 10-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0246 |
1.0222 |
1.0133 |
|
| R3 |
1.0202 |
1.0178 |
1.0121 |
|
| R2 |
1.0158 |
1.0158 |
1.0117 |
|
| R1 |
1.0134 |
1.0134 |
1.0113 |
1.0146 |
| PP |
1.0114 |
1.0114 |
1.0114 |
1.0121 |
| S1 |
1.0090 |
1.0090 |
1.0105 |
1.0102 |
| S2 |
1.0070 |
1.0070 |
1.0101 |
|
| S3 |
1.0026 |
1.0046 |
1.0097 |
|
| S4 |
0.9982 |
1.0002 |
1.0085 |
|
|
| 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 |
1.0139 |
0.9980 |
0.0159 |
1.6% |
0.0077 |
0.8% |
81% |
True |
False |
23,045 |
| 10 |
1.0139 |
0.9980 |
0.0159 |
1.6% |
0.0064 |
0.6% |
81% |
True |
False |
21,609 |
| 20 |
1.0139 |
0.9902 |
0.0237 |
2.3% |
0.0061 |
0.6% |
87% |
True |
False |
22,577 |
| 40 |
1.0212 |
0.9902 |
0.0310 |
3.1% |
0.0059 |
0.6% |
67% |
False |
False |
23,346 |
| 60 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0061 |
0.6% |
32% |
False |
False |
24,308 |
| 80 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0060 |
0.6% |
32% |
False |
False |
19,656 |
| 100 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0056 |
0.6% |
32% |
False |
False |
15,727 |
| 120 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0056 |
0.6% |
32% |
False |
False |
13,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0326 |
|
2.618 |
1.0254 |
|
1.618 |
1.0210 |
|
1.000 |
1.0183 |
|
0.618 |
1.0166 |
|
HIGH |
1.0139 |
|
0.618 |
1.0122 |
|
0.500 |
1.0117 |
|
0.382 |
1.0112 |
|
LOW |
1.0095 |
|
0.618 |
1.0068 |
|
1.000 |
1.0051 |
|
1.618 |
1.0024 |
|
2.618 |
0.9980 |
|
4.250 |
0.9908 |
|
|
| Fisher Pivots for day following 10-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0117 |
1.0093 |
| PP |
1.0114 |
1.0076 |
| S1 |
1.0112 |
1.0060 |
|