CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 21-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2018 |
21-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0147 |
1.0215 |
0.0068 |
0.7% |
1.0116 |
| High |
1.0252 |
1.0226 |
-0.0026 |
-0.3% |
1.0252 |
| Low |
1.0137 |
1.0125 |
-0.0012 |
-0.1% |
1.0109 |
| Close |
1.0220 |
1.0133 |
-0.0087 |
-0.9% |
1.0133 |
| Range |
0.0115 |
0.0101 |
-0.0014 |
-12.2% |
0.0143 |
| ATR |
0.0059 |
0.0062 |
0.0003 |
5.2% |
0.0000 |
| Volume |
33,689 |
25,806 |
-7,883 |
-23.4% |
125,991 |
|
| Daily Pivots for day following 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0464 |
1.0400 |
1.0189 |
|
| R3 |
1.0363 |
1.0299 |
1.0161 |
|
| R2 |
1.0262 |
1.0262 |
1.0152 |
|
| R1 |
1.0198 |
1.0198 |
1.0142 |
1.0180 |
| PP |
1.0161 |
1.0161 |
1.0161 |
1.0152 |
| S1 |
1.0097 |
1.0097 |
1.0124 |
1.0079 |
| S2 |
1.0060 |
1.0060 |
1.0114 |
|
| S3 |
0.9959 |
0.9996 |
1.0105 |
|
| S4 |
0.9858 |
0.9895 |
1.0077 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0594 |
1.0506 |
1.0212 |
|
| R3 |
1.0451 |
1.0363 |
1.0172 |
|
| R2 |
1.0308 |
1.0308 |
1.0159 |
|
| R1 |
1.0220 |
1.0220 |
1.0146 |
1.0264 |
| PP |
1.0165 |
1.0165 |
1.0165 |
1.0187 |
| S1 |
1.0077 |
1.0077 |
1.0120 |
1.0121 |
| S2 |
1.0022 |
1.0022 |
1.0107 |
|
| S3 |
0.9879 |
0.9934 |
1.0094 |
|
| S4 |
0.9736 |
0.9791 |
1.0054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0252 |
1.0109 |
0.0143 |
1.4% |
0.0074 |
0.7% |
17% |
False |
False |
25,198 |
| 10 |
1.0252 |
1.0101 |
0.0151 |
1.5% |
0.0064 |
0.6% |
21% |
False |
False |
25,863 |
| 20 |
1.0252 |
1.0097 |
0.0155 |
1.5% |
0.0059 |
0.6% |
23% |
False |
False |
13,232 |
| 40 |
1.0252 |
1.0002 |
0.0250 |
2.5% |
0.0058 |
0.6% |
52% |
False |
False |
6,668 |
| 60 |
1.0438 |
1.0002 |
0.0436 |
4.3% |
0.0053 |
0.5% |
30% |
False |
False |
4,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0655 |
|
2.618 |
1.0490 |
|
1.618 |
1.0389 |
|
1.000 |
1.0327 |
|
0.618 |
1.0288 |
|
HIGH |
1.0226 |
|
0.618 |
1.0187 |
|
0.500 |
1.0176 |
|
0.382 |
1.0164 |
|
LOW |
1.0125 |
|
0.618 |
1.0063 |
|
1.000 |
1.0024 |
|
1.618 |
0.9962 |
|
2.618 |
0.9861 |
|
4.250 |
0.9696 |
|
|
| Fisher Pivots for day following 21-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0176 |
1.0189 |
| PP |
1.0161 |
1.0170 |
| S1 |
1.0147 |
1.0152 |
|