CME Swiss Franc Future March 2019
| 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 |
1.0128 |
1.0176 |
0.0048 |
0.5% |
1.0122 |
| High |
1.0208 |
1.0212 |
0.0004 |
0.0% |
1.0212 |
| Low |
1.0112 |
1.0158 |
0.0046 |
0.5% |
1.0097 |
| Close |
1.0172 |
1.0209 |
0.0037 |
0.4% |
1.0209 |
| Range |
0.0096 |
0.0054 |
-0.0042 |
-43.8% |
0.0115 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
1,757 |
749 |
-1,008 |
-57.4% |
4,110 |
|
| Daily Pivots for day following 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0355 |
1.0336 |
1.0239 |
|
| R3 |
1.0301 |
1.0282 |
1.0224 |
|
| R2 |
1.0247 |
1.0247 |
1.0219 |
|
| R1 |
1.0228 |
1.0228 |
1.0214 |
1.0238 |
| PP |
1.0193 |
1.0193 |
1.0193 |
1.0198 |
| S1 |
1.0174 |
1.0174 |
1.0204 |
1.0184 |
| S2 |
1.0139 |
1.0139 |
1.0199 |
|
| S3 |
1.0085 |
1.0120 |
1.0194 |
|
| S4 |
1.0031 |
1.0066 |
1.0179 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0518 |
1.0478 |
1.0272 |
|
| R3 |
1.0403 |
1.0363 |
1.0241 |
|
| R2 |
1.0288 |
1.0288 |
1.0230 |
|
| R1 |
1.0248 |
1.0248 |
1.0220 |
1.0268 |
| PP |
1.0173 |
1.0173 |
1.0173 |
1.0183 |
| S1 |
1.0133 |
1.0133 |
1.0198 |
1.0153 |
| S2 |
1.0058 |
1.0058 |
1.0188 |
|
| S3 |
0.9943 |
1.0018 |
1.0177 |
|
| S4 |
0.9828 |
0.9903 |
1.0146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0212 |
1.0097 |
0.0115 |
1.1% |
0.0056 |
0.5% |
97% |
True |
False |
822 |
| 10 |
1.0212 |
1.0097 |
0.0115 |
1.1% |
0.0053 |
0.5% |
97% |
True |
False |
601 |
| 20 |
1.0212 |
1.0002 |
0.0210 |
2.1% |
0.0053 |
0.5% |
99% |
True |
False |
382 |
| 40 |
1.0308 |
1.0002 |
0.0306 |
3.0% |
0.0053 |
0.5% |
68% |
False |
False |
204 |
| 60 |
1.0654 |
1.0002 |
0.0652 |
6.4% |
0.0051 |
0.5% |
32% |
False |
False |
144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0442 |
|
2.618 |
1.0353 |
|
1.618 |
1.0299 |
|
1.000 |
1.0266 |
|
0.618 |
1.0245 |
|
HIGH |
1.0212 |
|
0.618 |
1.0191 |
|
0.500 |
1.0185 |
|
0.382 |
1.0179 |
|
LOW |
1.0158 |
|
0.618 |
1.0125 |
|
1.000 |
1.0104 |
|
1.618 |
1.0071 |
|
2.618 |
1.0017 |
|
4.250 |
0.9929 |
|
|
| Fisher Pivots for day following 07-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0201 |
1.0191 |
| PP |
1.0193 |
1.0173 |
| S1 |
1.0185 |
1.0155 |
|