CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 27-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2018 |
27-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0224 |
1.0130 |
-0.0094 |
-0.9% |
1.0116 |
| High |
1.0232 |
1.0240 |
0.0008 |
0.1% |
1.0252 |
| Low |
1.0117 |
1.0124 |
0.0007 |
0.1% |
1.0109 |
| Close |
1.0130 |
1.0219 |
0.0089 |
0.9% |
1.0133 |
| Range |
0.0115 |
0.0116 |
0.0001 |
0.9% |
0.0143 |
| ATR |
0.0067 |
0.0071 |
0.0003 |
5.1% |
0.0000 |
| Volume |
12,300 |
32,605 |
20,305 |
165.1% |
125,991 |
|
| Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0542 |
1.0497 |
1.0283 |
|
| R3 |
1.0426 |
1.0381 |
1.0251 |
|
| R2 |
1.0310 |
1.0310 |
1.0240 |
|
| R1 |
1.0265 |
1.0265 |
1.0230 |
1.0288 |
| PP |
1.0194 |
1.0194 |
1.0194 |
1.0206 |
| S1 |
1.0149 |
1.0149 |
1.0208 |
1.0172 |
| S2 |
1.0078 |
1.0078 |
1.0198 |
|
| S3 |
0.9962 |
1.0033 |
1.0187 |
|
| S4 |
0.9846 |
0.9917 |
1.0155 |
|
|
| 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% |
0.0108 |
1.1% |
76% |
False |
False |
24,320 |
| 10 |
1.0252 |
1.0101 |
0.0151 |
1.5% |
0.0079 |
0.8% |
78% |
False |
False |
25,545 |
| 20 |
1.0252 |
1.0097 |
0.0155 |
1.5% |
0.0068 |
0.7% |
79% |
False |
False |
16,286 |
| 40 |
1.0252 |
1.0002 |
0.0250 |
2.4% |
0.0062 |
0.6% |
87% |
False |
False |
8,217 |
| 60 |
1.0333 |
1.0002 |
0.0331 |
3.2% |
0.0057 |
0.6% |
66% |
False |
False |
5,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0733 |
|
2.618 |
1.0544 |
|
1.618 |
1.0428 |
|
1.000 |
1.0356 |
|
0.618 |
1.0312 |
|
HIGH |
1.0240 |
|
0.618 |
1.0196 |
|
0.500 |
1.0182 |
|
0.382 |
1.0168 |
|
LOW |
1.0124 |
|
0.618 |
1.0052 |
|
1.000 |
1.0008 |
|
1.618 |
0.9936 |
|
2.618 |
0.9820 |
|
4.250 |
0.9631 |
|
|
| Fisher Pivots for day following 27-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0207 |
1.0206 |
| PP |
1.0194 |
1.0192 |
| S1 |
1.0182 |
1.0179 |
|