CME Swiss Franc Future March 2019
| 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 |
1.0197 |
1.0198 |
0.0001 |
0.0% |
1.0122 |
| High |
1.0234 |
1.0238 |
0.0004 |
0.0% |
1.0212 |
| Low |
1.0194 |
1.0161 |
-0.0033 |
-0.3% |
1.0097 |
| Close |
1.0204 |
1.0170 |
-0.0034 |
-0.3% |
1.0209 |
| Range |
0.0040 |
0.0077 |
0.0037 |
92.5% |
0.0115 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
3.0% |
0.0000 |
| Volume |
12,463 |
8,194 |
-4,269 |
-34.3% |
4,110 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0421 |
1.0372 |
1.0212 |
|
| R3 |
1.0344 |
1.0295 |
1.0191 |
|
| R2 |
1.0267 |
1.0267 |
1.0184 |
|
| R1 |
1.0218 |
1.0218 |
1.0177 |
1.0204 |
| PP |
1.0190 |
1.0190 |
1.0190 |
1.0183 |
| S1 |
1.0141 |
1.0141 |
1.0163 |
1.0127 |
| S2 |
1.0113 |
1.0113 |
1.0156 |
|
| S3 |
1.0036 |
1.0064 |
1.0149 |
|
| S4 |
0.9959 |
0.9987 |
1.0128 |
|
|
| 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 |
1.0238 |
1.0097 |
0.0141 |
1.4% |
0.0061 |
0.6% |
52% |
True |
False |
4,738 |
| 10 |
1.0238 |
1.0097 |
0.0141 |
1.4% |
0.0059 |
0.6% |
52% |
True |
False |
2,618 |
| 20 |
1.0238 |
1.0002 |
0.0236 |
2.3% |
0.0056 |
0.5% |
71% |
True |
False |
1,400 |
| 40 |
1.0295 |
1.0002 |
0.0293 |
2.9% |
0.0053 |
0.5% |
57% |
False |
False |
721 |
| 60 |
1.0654 |
1.0002 |
0.0652 |
6.4% |
0.0051 |
0.5% |
26% |
False |
False |
488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0565 |
|
2.618 |
1.0440 |
|
1.618 |
1.0363 |
|
1.000 |
1.0315 |
|
0.618 |
1.0286 |
|
HIGH |
1.0238 |
|
0.618 |
1.0209 |
|
0.500 |
1.0200 |
|
0.382 |
1.0190 |
|
LOW |
1.0161 |
|
0.618 |
1.0113 |
|
1.000 |
1.0084 |
|
1.618 |
1.0036 |
|
2.618 |
0.9959 |
|
4.250 |
0.9834 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0200 |
1.0198 |
| PP |
1.0190 |
1.0189 |
| S1 |
1.0180 |
1.0179 |
|