CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 31-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2018 |
31-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0198 |
1.0231 |
0.0033 |
0.3% |
1.0142 |
| High |
1.0288 |
1.0266 |
-0.0022 |
-0.2% |
1.0288 |
| Low |
1.0195 |
1.0199 |
0.0004 |
0.0% |
1.0117 |
| Close |
1.0218 |
1.0244 |
0.0026 |
0.3% |
1.0218 |
| Range |
0.0093 |
0.0067 |
-0.0026 |
-28.0% |
0.0171 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
29,770 |
20,540 |
-9,230 |
-31.0% |
91,875 |
|
| Daily Pivots for day following 31-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0437 |
1.0408 |
1.0281 |
|
| R3 |
1.0370 |
1.0341 |
1.0262 |
|
| R2 |
1.0303 |
1.0303 |
1.0256 |
|
| R1 |
1.0274 |
1.0274 |
1.0250 |
1.0289 |
| PP |
1.0236 |
1.0236 |
1.0236 |
1.0244 |
| S1 |
1.0207 |
1.0207 |
1.0238 |
1.0222 |
| S2 |
1.0169 |
1.0169 |
1.0232 |
|
| S3 |
1.0102 |
1.0140 |
1.0226 |
|
| S4 |
1.0035 |
1.0073 |
1.0207 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0721 |
1.0640 |
1.0312 |
|
| R3 |
1.0550 |
1.0469 |
1.0265 |
|
| R2 |
1.0379 |
1.0379 |
1.0249 |
|
| R1 |
1.0298 |
1.0298 |
1.0234 |
1.0339 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0228 |
| S1 |
1.0127 |
1.0127 |
1.0202 |
1.0168 |
| S2 |
1.0037 |
1.0037 |
1.0187 |
|
| S3 |
0.9866 |
0.9956 |
1.0171 |
|
| S4 |
0.9695 |
0.9785 |
1.0124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0288 |
1.0117 |
0.0171 |
1.7% |
0.0096 |
0.9% |
74% |
False |
False |
22,483 |
| 10 |
1.0288 |
1.0109 |
0.0179 |
1.7% |
0.0085 |
0.8% |
75% |
False |
False |
23,840 |
| 20 |
1.0288 |
1.0097 |
0.0191 |
1.9% |
0.0070 |
0.7% |
77% |
False |
False |
18,758 |
| 40 |
1.0288 |
1.0002 |
0.0286 |
2.8% |
0.0063 |
0.6% |
85% |
False |
False |
9,471 |
| 60 |
1.0308 |
1.0002 |
0.0306 |
3.0% |
0.0057 |
0.6% |
79% |
False |
False |
6,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0551 |
|
2.618 |
1.0441 |
|
1.618 |
1.0374 |
|
1.000 |
1.0333 |
|
0.618 |
1.0307 |
|
HIGH |
1.0266 |
|
0.618 |
1.0240 |
|
0.500 |
1.0233 |
|
0.382 |
1.0225 |
|
LOW |
1.0199 |
|
0.618 |
1.0158 |
|
1.000 |
1.0132 |
|
1.618 |
1.0091 |
|
2.618 |
1.0024 |
|
4.250 |
0.9914 |
|
|
| Fisher Pivots for day following 31-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0240 |
1.0231 |
| PP |
1.0236 |
1.0219 |
| S1 |
1.0233 |
1.0206 |
|