CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 24-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2018 |
24-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0215 |
1.0142 |
-0.0073 |
-0.7% |
1.0116 |
| High |
1.0226 |
1.0221 |
-0.0005 |
0.0% |
1.0252 |
| Low |
1.0125 |
1.0130 |
0.0005 |
0.0% |
1.0109 |
| Close |
1.0133 |
1.0204 |
0.0071 |
0.7% |
1.0133 |
| Range |
0.0101 |
0.0091 |
-0.0010 |
-9.9% |
0.0143 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
3.4% |
0.0000 |
| Volume |
25,806 |
17,200 |
-8,606 |
-33.3% |
125,991 |
|
| Daily Pivots for day following 24-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0458 |
1.0422 |
1.0254 |
|
| R3 |
1.0367 |
1.0331 |
1.0229 |
|
| R2 |
1.0276 |
1.0276 |
1.0221 |
|
| R1 |
1.0240 |
1.0240 |
1.0212 |
1.0258 |
| PP |
1.0185 |
1.0185 |
1.0185 |
1.0194 |
| S1 |
1.0149 |
1.0149 |
1.0196 |
1.0167 |
| S2 |
1.0094 |
1.0094 |
1.0187 |
|
| S3 |
1.0003 |
1.0058 |
1.0179 |
|
| S4 |
0.9912 |
0.9967 |
1.0154 |
|
|
| 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 |
1.0125 |
0.0127 |
1.2% |
0.0079 |
0.8% |
62% |
False |
False |
24,259 |
| 10 |
1.0252 |
1.0101 |
0.0151 |
1.5% |
0.0069 |
0.7% |
68% |
False |
False |
26,337 |
| 20 |
1.0252 |
1.0097 |
0.0155 |
1.5% |
0.0061 |
0.6% |
69% |
False |
False |
14,088 |
| 40 |
1.0252 |
1.0002 |
0.0250 |
2.5% |
0.0058 |
0.6% |
81% |
False |
False |
7,097 |
| 60 |
1.0339 |
1.0002 |
0.0337 |
3.3% |
0.0053 |
0.5% |
60% |
False |
False |
4,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0608 |
|
2.618 |
1.0459 |
|
1.618 |
1.0368 |
|
1.000 |
1.0312 |
|
0.618 |
1.0277 |
|
HIGH |
1.0221 |
|
0.618 |
1.0186 |
|
0.500 |
1.0176 |
|
0.382 |
1.0165 |
|
LOW |
1.0130 |
|
0.618 |
1.0074 |
|
1.000 |
1.0039 |
|
1.618 |
0.9983 |
|
2.618 |
0.9892 |
|
4.250 |
0.9743 |
|
|
| Fisher Pivots for day following 24-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0195 |
1.0199 |
| PP |
1.0185 |
1.0194 |
| S1 |
1.0176 |
1.0189 |
|