CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 04-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2018 |
04-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0122 |
1.0127 |
0.0005 |
0.0% |
1.0146 |
| High |
1.0142 |
1.0178 |
0.0036 |
0.4% |
1.0192 |
| Low |
1.0112 |
1.0116 |
0.0004 |
0.0% |
1.0104 |
| Close |
1.0119 |
1.0131 |
0.0012 |
0.1% |
1.0110 |
| Range |
0.0030 |
0.0062 |
0.0032 |
106.7% |
0.0088 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
1.2% |
0.0000 |
| Volume |
296 |
780 |
484 |
163.5% |
1,903 |
|
| Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0328 |
1.0291 |
1.0165 |
|
| R3 |
1.0266 |
1.0229 |
1.0148 |
|
| R2 |
1.0204 |
1.0204 |
1.0142 |
|
| R1 |
1.0167 |
1.0167 |
1.0137 |
1.0186 |
| PP |
1.0142 |
1.0142 |
1.0142 |
1.0151 |
| S1 |
1.0105 |
1.0105 |
1.0125 |
1.0124 |
| S2 |
1.0080 |
1.0080 |
1.0120 |
|
| S3 |
1.0018 |
1.0043 |
1.0114 |
|
| S4 |
0.9956 |
0.9981 |
1.0097 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0399 |
1.0343 |
1.0158 |
|
| R3 |
1.0311 |
1.0255 |
1.0134 |
|
| R2 |
1.0223 |
1.0223 |
1.0126 |
|
| R1 |
1.0167 |
1.0167 |
1.0118 |
1.0151 |
| PP |
1.0135 |
1.0135 |
1.0135 |
1.0128 |
| S1 |
1.0079 |
1.0079 |
1.0102 |
1.0063 |
| S2 |
1.0047 |
1.0047 |
1.0094 |
|
| S3 |
0.9959 |
0.9991 |
1.0086 |
|
| S4 |
0.9871 |
0.9903 |
1.0062 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0442 |
|
2.618 |
1.0340 |
|
1.618 |
1.0278 |
|
1.000 |
1.0240 |
|
0.618 |
1.0216 |
|
HIGH |
1.0178 |
|
0.618 |
1.0154 |
|
0.500 |
1.0147 |
|
0.382 |
1.0140 |
|
LOW |
1.0116 |
|
0.618 |
1.0078 |
|
1.000 |
1.0054 |
|
1.618 |
1.0016 |
|
2.618 |
0.9954 |
|
4.250 |
0.9853 |
|
|
| Fisher Pivots for day following 04-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0147 |
1.0141 |
| PP |
1.0142 |
1.0138 |
| S1 |
1.0136 |
1.0134 |
|