CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 12-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2018 |
12-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0198 |
1.0168 |
-0.0030 |
-0.3% |
1.0122 |
| High |
1.0238 |
1.0184 |
-0.0054 |
-0.5% |
1.0212 |
| Low |
1.0161 |
1.0131 |
-0.0030 |
-0.3% |
1.0097 |
| Close |
1.0170 |
1.0169 |
-0.0001 |
0.0% |
1.0209 |
| Range |
0.0077 |
0.0053 |
-0.0024 |
-31.2% |
0.0115 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
8,194 |
44,626 |
36,432 |
444.6% |
4,110 |
|
| Daily Pivots for day following 12-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0320 |
1.0298 |
1.0198 |
|
| R3 |
1.0267 |
1.0245 |
1.0184 |
|
| R2 |
1.0214 |
1.0214 |
1.0179 |
|
| R1 |
1.0192 |
1.0192 |
1.0174 |
1.0203 |
| PP |
1.0161 |
1.0161 |
1.0161 |
1.0167 |
| S1 |
1.0139 |
1.0139 |
1.0164 |
1.0150 |
| S2 |
1.0108 |
1.0108 |
1.0159 |
|
| S3 |
1.0055 |
1.0086 |
1.0154 |
|
| S4 |
1.0002 |
1.0033 |
1.0140 |
|
|
| 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 |
1.0112 |
0.0126 |
1.2% |
0.0064 |
0.6% |
45% |
False |
False |
13,557 |
| 10 |
1.0238 |
1.0097 |
0.0141 |
1.4% |
0.0056 |
0.5% |
51% |
False |
False |
7,027 |
| 20 |
1.0238 |
1.0025 |
0.0213 |
2.1% |
0.0056 |
0.5% |
68% |
False |
False |
3,627 |
| 40 |
1.0238 |
1.0002 |
0.0236 |
2.3% |
0.0053 |
0.5% |
71% |
False |
False |
1,836 |
| 60 |
1.0654 |
1.0002 |
0.0652 |
6.4% |
0.0051 |
0.5% |
26% |
False |
False |
1,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0409 |
|
2.618 |
1.0323 |
|
1.618 |
1.0270 |
|
1.000 |
1.0237 |
|
0.618 |
1.0217 |
|
HIGH |
1.0184 |
|
0.618 |
1.0164 |
|
0.500 |
1.0158 |
|
0.382 |
1.0151 |
|
LOW |
1.0131 |
|
0.618 |
1.0098 |
|
1.000 |
1.0078 |
|
1.618 |
1.0045 |
|
2.618 |
0.9992 |
|
4.250 |
0.9906 |
|
|
| Fisher Pivots for day following 12-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0165 |
1.0185 |
| PP |
1.0161 |
1.0179 |
| S1 |
1.0158 |
1.0174 |
|