CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 19-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2018 |
19-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0159 |
1.0167 |
0.0008 |
0.1% |
1.0197 |
| High |
1.0193 |
1.0185 |
-0.0008 |
-0.1% |
1.0238 |
| Low |
1.0155 |
1.0135 |
-0.0020 |
-0.2% |
1.0101 |
| Close |
1.0164 |
1.0149 |
-0.0015 |
-0.1% |
1.0114 |
| Range |
0.0038 |
0.0050 |
0.0012 |
31.6% |
0.0137 |
| ATR |
0.0055 |
0.0054 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
19,527 |
25,077 |
5,550 |
28.4% |
132,644 |
|
| Daily Pivots for day following 19-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0306 |
1.0278 |
1.0177 |
|
| R3 |
1.0256 |
1.0228 |
1.0163 |
|
| R2 |
1.0206 |
1.0206 |
1.0158 |
|
| R1 |
1.0178 |
1.0178 |
1.0154 |
1.0167 |
| PP |
1.0156 |
1.0156 |
1.0156 |
1.0151 |
| S1 |
1.0128 |
1.0128 |
1.0144 |
1.0117 |
| S2 |
1.0106 |
1.0106 |
1.0140 |
|
| S3 |
1.0056 |
1.0078 |
1.0135 |
|
| S4 |
1.0006 |
1.0028 |
1.0122 |
|
|
| 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 |
1.0193 |
1.0101 |
0.0092 |
0.9% |
0.0051 |
0.5% |
52% |
False |
False |
26,771 |
| 10 |
1.0238 |
1.0101 |
0.0137 |
1.3% |
0.0057 |
0.6% |
35% |
False |
False |
20,164 |
| 20 |
1.0238 |
1.0097 |
0.0141 |
1.4% |
0.0052 |
0.5% |
37% |
False |
False |
10,268 |
| 40 |
1.0238 |
1.0002 |
0.0236 |
2.3% |
0.0055 |
0.5% |
62% |
False |
False |
5,182 |
| 60 |
1.0559 |
1.0002 |
0.0557 |
5.5% |
0.0051 |
0.5% |
26% |
False |
False |
3,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0398 |
|
2.618 |
1.0316 |
|
1.618 |
1.0266 |
|
1.000 |
1.0235 |
|
0.618 |
1.0216 |
|
HIGH |
1.0185 |
|
0.618 |
1.0166 |
|
0.500 |
1.0160 |
|
0.382 |
1.0154 |
|
LOW |
1.0135 |
|
0.618 |
1.0104 |
|
1.000 |
1.0085 |
|
1.618 |
1.0054 |
|
2.618 |
1.0004 |
|
4.250 |
0.9923 |
|
|
| Fisher Pivots for day following 19-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0160 |
1.0151 |
| PP |
1.0156 |
1.0150 |
| S1 |
1.0153 |
1.0150 |
|