CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 19-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2018 |
19-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0254 |
1.0240 |
-0.0014 |
-0.1% |
1.0290 |
| High |
1.0280 |
1.0271 |
-0.0009 |
-0.1% |
1.0317 |
| Low |
1.0249 |
1.0237 |
-0.0012 |
-0.1% |
1.0204 |
| Close |
1.0254 |
1.0240 |
-0.0014 |
-0.1% |
1.0205 |
| Range |
0.0031 |
0.0034 |
0.0003 |
9.7% |
0.0113 |
| ATR |
0.0040 |
0.0039 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0351 |
1.0330 |
1.0259 |
|
| R3 |
1.0317 |
1.0296 |
1.0249 |
|
| R2 |
1.0283 |
1.0283 |
1.0246 |
|
| R1 |
1.0262 |
1.0262 |
1.0243 |
1.0257 |
| PP |
1.0249 |
1.0249 |
1.0249 |
1.0247 |
| S1 |
1.0228 |
1.0228 |
1.0237 |
1.0223 |
| S2 |
1.0215 |
1.0215 |
1.0234 |
|
| S3 |
1.0181 |
1.0194 |
1.0231 |
|
| S4 |
1.0147 |
1.0160 |
1.0221 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0581 |
1.0506 |
1.0267 |
|
| R3 |
1.0468 |
1.0393 |
1.0236 |
|
| R2 |
1.0355 |
1.0355 |
1.0226 |
|
| R1 |
1.0280 |
1.0280 |
1.0215 |
1.0261 |
| PP |
1.0242 |
1.0242 |
1.0242 |
1.0233 |
| S1 |
1.0167 |
1.0167 |
1.0195 |
1.0148 |
| S2 |
1.0129 |
1.0129 |
1.0184 |
|
| S3 |
1.0016 |
1.0054 |
1.0174 |
|
| S4 |
0.9903 |
0.9941 |
1.0143 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0416 |
|
2.618 |
1.0360 |
|
1.618 |
1.0326 |
|
1.000 |
1.0305 |
|
0.618 |
1.0292 |
|
HIGH |
1.0271 |
|
0.618 |
1.0258 |
|
0.500 |
1.0254 |
|
0.382 |
1.0250 |
|
LOW |
1.0237 |
|
0.618 |
1.0216 |
|
1.000 |
1.0203 |
|
1.618 |
1.0182 |
|
2.618 |
1.0148 |
|
4.250 |
1.0093 |
|
|
| Fisher Pivots for day following 19-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0254 |
1.0259 |
| PP |
1.0249 |
1.0252 |
| S1 |
1.0245 |
1.0246 |
|