CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 11-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2018 |
11-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0098 |
1.0104 |
0.0006 |
0.1% |
1.0021 |
| High |
1.0139 |
1.0144 |
0.0005 |
0.0% |
1.0118 |
| Low |
1.0095 |
1.0067 |
-0.0028 |
-0.3% |
0.9980 |
| Close |
1.0109 |
1.0077 |
-0.0032 |
-0.3% |
1.0115 |
| Range |
0.0044 |
0.0077 |
0.0033 |
75.0% |
0.0138 |
| ATR |
0.0062 |
0.0064 |
0.0001 |
1.7% |
0.0000 |
| Volume |
32,522 |
29,669 |
-2,853 |
-8.8% |
98,723 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0327 |
1.0279 |
1.0119 |
|
| R3 |
1.0250 |
1.0202 |
1.0098 |
|
| R2 |
1.0173 |
1.0173 |
1.0091 |
|
| R1 |
1.0125 |
1.0125 |
1.0084 |
1.0111 |
| PP |
1.0096 |
1.0096 |
1.0096 |
1.0089 |
| S1 |
1.0048 |
1.0048 |
1.0070 |
1.0034 |
| S2 |
1.0019 |
1.0019 |
1.0063 |
|
| S3 |
0.9942 |
0.9971 |
1.0056 |
|
| S4 |
0.9865 |
0.9894 |
1.0035 |
|
|
| 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 |
1.0144 |
0.9980 |
0.0164 |
1.6% |
0.0080 |
0.8% |
59% |
True |
False |
25,101 |
| 10 |
1.0144 |
0.9980 |
0.0164 |
1.6% |
0.0069 |
0.7% |
59% |
True |
False |
22,757 |
| 20 |
1.0144 |
0.9902 |
0.0242 |
2.4% |
0.0062 |
0.6% |
72% |
True |
False |
22,991 |
| 40 |
1.0198 |
0.9902 |
0.0296 |
2.9% |
0.0059 |
0.6% |
59% |
False |
False |
23,529 |
| 60 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0061 |
0.6% |
27% |
False |
False |
24,464 |
| 80 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0060 |
0.6% |
27% |
False |
False |
20,026 |
| 100 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0056 |
0.6% |
27% |
False |
False |
16,023 |
| 120 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0056 |
0.6% |
27% |
False |
False |
13,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0471 |
|
2.618 |
1.0346 |
|
1.618 |
1.0269 |
|
1.000 |
1.0221 |
|
0.618 |
1.0192 |
|
HIGH |
1.0144 |
|
0.618 |
1.0115 |
|
0.500 |
1.0106 |
|
0.382 |
1.0096 |
|
LOW |
1.0067 |
|
0.618 |
1.0019 |
|
1.000 |
0.9990 |
|
1.618 |
0.9942 |
|
2.618 |
0.9865 |
|
4.250 |
0.9740 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0106 |
1.0072 |
| PP |
1.0096 |
1.0067 |
| S1 |
1.0087 |
1.0062 |
|