CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 06-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2018 |
06-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0220 |
1.0260 |
0.0040 |
0.4% |
1.0217 |
| High |
1.0222 |
1.0282 |
0.0060 |
0.6% |
1.0275 |
| Low |
1.0207 |
1.0260 |
0.0053 |
0.5% |
1.0204 |
| Close |
1.0218 |
1.0264 |
0.0046 |
0.5% |
1.0204 |
| Range |
0.0015 |
0.0022 |
0.0007 |
46.7% |
0.0071 |
| ATR |
0.0000 |
0.0040 |
0.0040 |
|
0.0000 |
| Volume |
5 |
3 |
-2 |
-40.0% |
0 |
|
| Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0335 |
1.0321 |
1.0276 |
|
| R3 |
1.0313 |
1.0299 |
1.0270 |
|
| R2 |
1.0291 |
1.0291 |
1.0268 |
|
| R1 |
1.0277 |
1.0277 |
1.0266 |
1.0284 |
| PP |
1.0269 |
1.0269 |
1.0269 |
1.0272 |
| S1 |
1.0255 |
1.0255 |
1.0262 |
1.0262 |
| S2 |
1.0247 |
1.0247 |
1.0260 |
|
| S3 |
1.0225 |
1.0233 |
1.0258 |
|
| S4 |
1.0203 |
1.0211 |
1.0252 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0441 |
1.0393 |
1.0243 |
|
| R3 |
1.0370 |
1.0322 |
1.0224 |
|
| R2 |
1.0299 |
1.0299 |
1.0217 |
|
| R1 |
1.0251 |
1.0251 |
1.0211 |
1.0240 |
| PP |
1.0228 |
1.0228 |
1.0228 |
1.0222 |
| S1 |
1.0180 |
1.0180 |
1.0197 |
1.0169 |
| S2 |
1.0157 |
1.0157 |
1.0191 |
|
| S3 |
1.0086 |
1.0109 |
1.0184 |
|
| S4 |
1.0015 |
1.0038 |
1.0165 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0376 |
|
2.618 |
1.0340 |
|
1.618 |
1.0318 |
|
1.000 |
1.0304 |
|
0.618 |
1.0296 |
|
HIGH |
1.0282 |
|
0.618 |
1.0274 |
|
0.500 |
1.0271 |
|
0.382 |
1.0268 |
|
LOW |
1.0260 |
|
0.618 |
1.0246 |
|
1.000 |
1.0238 |
|
1.618 |
1.0224 |
|
2.618 |
1.0202 |
|
4.250 |
1.0167 |
|
|
| Fisher Pivots for day following 06-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0271 |
1.0258 |
| PP |
1.0269 |
1.0251 |
| S1 |
1.0266 |
1.0245 |
|