CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 17-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2018 |
17-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0151 |
1.0116 |
-0.0035 |
-0.3% |
1.0197 |
| High |
1.0158 |
1.0175 |
0.0017 |
0.2% |
1.0238 |
| Low |
1.0101 |
1.0109 |
0.0008 |
0.1% |
1.0101 |
| Close |
1.0114 |
1.0167 |
0.0053 |
0.5% |
1.0114 |
| Range |
0.0057 |
0.0066 |
0.0009 |
15.8% |
0.0137 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.4% |
0.0000 |
| Volume |
28,734 |
21,892 |
-6,842 |
-23.8% |
132,644 |
|
| Daily Pivots for day following 17-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0348 |
1.0324 |
1.0203 |
|
| R3 |
1.0282 |
1.0258 |
1.0185 |
|
| R2 |
1.0216 |
1.0216 |
1.0179 |
|
| R1 |
1.0192 |
1.0192 |
1.0173 |
1.0204 |
| PP |
1.0150 |
1.0150 |
1.0150 |
1.0157 |
| S1 |
1.0126 |
1.0126 |
1.0161 |
1.0138 |
| S2 |
1.0084 |
1.0084 |
1.0155 |
|
| S3 |
1.0018 |
1.0060 |
1.0149 |
|
| S4 |
0.9952 |
0.9994 |
1.0131 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0562 |
1.0475 |
1.0189 |
|
| R3 |
1.0425 |
1.0338 |
1.0152 |
|
| R2 |
1.0288 |
1.0288 |
1.0139 |
|
| R1 |
1.0201 |
1.0201 |
1.0127 |
1.0176 |
| PP |
1.0151 |
1.0151 |
1.0151 |
1.0139 |
| S1 |
1.0064 |
1.0064 |
1.0101 |
1.0039 |
| S2 |
1.0014 |
1.0014 |
1.0089 |
|
| S3 |
0.9877 |
0.9927 |
1.0076 |
|
| S4 |
0.9740 |
0.9790 |
1.0039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0238 |
1.0101 |
0.0137 |
1.3% |
0.0059 |
0.6% |
48% |
False |
False |
28,414 |
| 10 |
1.0238 |
1.0097 |
0.0141 |
1.4% |
0.0058 |
0.6% |
50% |
False |
False |
15,835 |
| 20 |
1.0238 |
1.0097 |
0.0141 |
1.4% |
0.0054 |
0.5% |
50% |
False |
False |
8,060 |
| 40 |
1.0238 |
1.0002 |
0.0236 |
2.3% |
0.0054 |
0.5% |
70% |
False |
False |
4,067 |
| 60 |
1.0593 |
1.0002 |
0.0591 |
5.8% |
0.0051 |
0.5% |
28% |
False |
False |
2,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0456 |
|
2.618 |
1.0348 |
|
1.618 |
1.0282 |
|
1.000 |
1.0241 |
|
0.618 |
1.0216 |
|
HIGH |
1.0175 |
|
0.618 |
1.0150 |
|
0.500 |
1.0142 |
|
0.382 |
1.0134 |
|
LOW |
1.0109 |
|
0.618 |
1.0068 |
|
1.000 |
1.0043 |
|
1.618 |
1.0002 |
|
2.618 |
0.9936 |
|
4.250 |
0.9829 |
|
|
| Fisher Pivots for day following 17-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0159 |
1.0159 |
| PP |
1.0150 |
1.0150 |
| S1 |
1.0142 |
1.0142 |
|