CME Swiss Franc Future March 2019
| 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 |
1.0131 |
1.0128 |
-0.0003 |
0.0% |
1.0146 |
| High |
1.0133 |
1.0208 |
0.0075 |
0.7% |
1.0192 |
| Low |
1.0097 |
1.0112 |
0.0015 |
0.1% |
1.0104 |
| Close |
1.0126 |
1.0172 |
0.0046 |
0.5% |
1.0110 |
| Range |
0.0036 |
0.0096 |
0.0060 |
166.7% |
0.0088 |
| ATR |
0.0053 |
0.0056 |
0.0003 |
5.9% |
0.0000 |
| Volume |
528 |
1,757 |
1,229 |
232.8% |
1,903 |
|
| Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0452 |
1.0408 |
1.0225 |
|
| R3 |
1.0356 |
1.0312 |
1.0198 |
|
| R2 |
1.0260 |
1.0260 |
1.0190 |
|
| R1 |
1.0216 |
1.0216 |
1.0181 |
1.0238 |
| PP |
1.0164 |
1.0164 |
1.0164 |
1.0175 |
| S1 |
1.0120 |
1.0120 |
1.0163 |
1.0142 |
| S2 |
1.0068 |
1.0068 |
1.0154 |
|
| S3 |
0.9972 |
1.0024 |
1.0146 |
|
| S4 |
0.9876 |
0.9928 |
1.0119 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0208 |
1.0097 |
0.0111 |
1.1% |
0.0055 |
0.5% |
68% |
True |
False |
784 |
| 10 |
1.0208 |
1.0097 |
0.0111 |
1.1% |
0.0054 |
0.5% |
68% |
True |
False |
532 |
| 20 |
1.0210 |
1.0002 |
0.0208 |
2.0% |
0.0054 |
0.5% |
82% |
False |
False |
345 |
| 40 |
1.0308 |
1.0002 |
0.0306 |
3.0% |
0.0053 |
0.5% |
56% |
False |
False |
186 |
| 60 |
1.0654 |
1.0002 |
0.0652 |
6.4% |
0.0050 |
0.5% |
26% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0616 |
|
2.618 |
1.0459 |
|
1.618 |
1.0363 |
|
1.000 |
1.0304 |
|
0.618 |
1.0267 |
|
HIGH |
1.0208 |
|
0.618 |
1.0171 |
|
0.500 |
1.0160 |
|
0.382 |
1.0149 |
|
LOW |
1.0112 |
|
0.618 |
1.0053 |
|
1.000 |
1.0016 |
|
1.618 |
0.9957 |
|
2.618 |
0.9861 |
|
4.250 |
0.9704 |
|
|
| Fisher Pivots for day following 06-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0168 |
1.0166 |
| PP |
1.0164 |
1.0159 |
| S1 |
1.0160 |
1.0153 |
|