CME Swiss Franc Future March 2019
| 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 |
1.0176 |
1.0197 |
0.0021 |
0.2% |
1.0122 |
| High |
1.0212 |
1.0234 |
0.0022 |
0.2% |
1.0212 |
| Low |
1.0158 |
1.0194 |
0.0036 |
0.4% |
1.0097 |
| Close |
1.0209 |
1.0204 |
-0.0005 |
0.0% |
1.0209 |
| Range |
0.0054 |
0.0040 |
-0.0014 |
-25.9% |
0.0115 |
| ATR |
0.0056 |
0.0054 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
749 |
12,463 |
11,714 |
1,564.0% |
4,110 |
|
| Daily Pivots for day following 10-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0331 |
1.0307 |
1.0226 |
|
| R3 |
1.0291 |
1.0267 |
1.0215 |
|
| R2 |
1.0251 |
1.0251 |
1.0211 |
|
| R1 |
1.0227 |
1.0227 |
1.0208 |
1.0239 |
| PP |
1.0211 |
1.0211 |
1.0211 |
1.0217 |
| S1 |
1.0187 |
1.0187 |
1.0200 |
1.0199 |
| S2 |
1.0171 |
1.0171 |
1.0197 |
|
| S3 |
1.0131 |
1.0147 |
1.0193 |
|
| S4 |
1.0091 |
1.0107 |
1.0182 |
|
|
| 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 |
1.0234 |
1.0097 |
0.0137 |
1.3% |
0.0058 |
0.6% |
78% |
True |
False |
3,255 |
| 10 |
1.0234 |
1.0097 |
0.0137 |
1.3% |
0.0053 |
0.5% |
78% |
True |
False |
1,840 |
| 20 |
1.0234 |
1.0002 |
0.0232 |
2.3% |
0.0053 |
0.5% |
87% |
True |
False |
1,003 |
| 40 |
1.0308 |
1.0002 |
0.0306 |
3.0% |
0.0052 |
0.5% |
66% |
False |
False |
516 |
| 60 |
1.0654 |
1.0002 |
0.0652 |
6.4% |
0.0051 |
0.5% |
31% |
False |
False |
351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0404 |
|
2.618 |
1.0339 |
|
1.618 |
1.0299 |
|
1.000 |
1.0274 |
|
0.618 |
1.0259 |
|
HIGH |
1.0234 |
|
0.618 |
1.0219 |
|
0.500 |
1.0214 |
|
0.382 |
1.0209 |
|
LOW |
1.0194 |
|
0.618 |
1.0169 |
|
1.000 |
1.0154 |
|
1.618 |
1.0129 |
|
2.618 |
1.0089 |
|
4.250 |
1.0024 |
|
|
| Fisher Pivots for day following 10-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0214 |
1.0194 |
| PP |
1.0211 |
1.0183 |
| S1 |
1.0207 |
1.0173 |
|