CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 26-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2018 |
26-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0142 |
1.0224 |
0.0082 |
0.8% |
1.0116 |
| High |
1.0221 |
1.0232 |
0.0011 |
0.1% |
1.0252 |
| Low |
1.0130 |
1.0117 |
-0.0013 |
-0.1% |
1.0109 |
| Close |
1.0204 |
1.0130 |
-0.0074 |
-0.7% |
1.0133 |
| Range |
0.0091 |
0.0115 |
0.0024 |
26.4% |
0.0143 |
| ATR |
0.0064 |
0.0067 |
0.0004 |
5.7% |
0.0000 |
| Volume |
17,200 |
12,300 |
-4,900 |
-28.5% |
125,991 |
|
| Daily Pivots for day following 26-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0505 |
1.0432 |
1.0193 |
|
| R3 |
1.0390 |
1.0317 |
1.0162 |
|
| R2 |
1.0275 |
1.0275 |
1.0151 |
|
| R1 |
1.0202 |
1.0202 |
1.0141 |
1.0181 |
| PP |
1.0160 |
1.0160 |
1.0160 |
1.0149 |
| S1 |
1.0087 |
1.0087 |
1.0119 |
1.0066 |
| S2 |
1.0045 |
1.0045 |
1.0109 |
|
| S3 |
0.9930 |
0.9972 |
1.0098 |
|
| S4 |
0.9815 |
0.9857 |
1.0067 |
|
|
| 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 |
1.0117 |
0.0135 |
1.3% |
0.0094 |
0.9% |
10% |
False |
True |
22,814 |
| 10 |
1.0252 |
1.0101 |
0.0151 |
1.5% |
0.0073 |
0.7% |
19% |
False |
False |
26,747 |
| 20 |
1.0252 |
1.0097 |
0.0155 |
1.5% |
0.0066 |
0.6% |
21% |
False |
False |
14,683 |
| 40 |
1.0252 |
1.0002 |
0.0250 |
2.5% |
0.0060 |
0.6% |
51% |
False |
False |
7,403 |
| 60 |
1.0339 |
1.0002 |
0.0337 |
3.3% |
0.0055 |
0.5% |
38% |
False |
False |
4,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0721 |
|
2.618 |
1.0533 |
|
1.618 |
1.0418 |
|
1.000 |
1.0347 |
|
0.618 |
1.0303 |
|
HIGH |
1.0232 |
|
0.618 |
1.0188 |
|
0.500 |
1.0175 |
|
0.382 |
1.0161 |
|
LOW |
1.0117 |
|
0.618 |
1.0046 |
|
1.000 |
1.0002 |
|
1.618 |
0.9931 |
|
2.618 |
0.9816 |
|
4.250 |
0.9628 |
|
|
| Fisher Pivots for day following 26-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0175 |
1.0175 |
| PP |
1.0160 |
1.0160 |
| S1 |
1.0145 |
1.0145 |
|