CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 08-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2018 |
08-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0145 |
1.0142 |
-0.0003 |
0.0% |
1.0267 |
| High |
1.0154 |
1.0156 |
0.0002 |
0.0% |
1.0267 |
| Low |
1.0108 |
1.0118 |
0.0010 |
0.1% |
1.0108 |
| Close |
1.0149 |
1.0135 |
-0.0014 |
-0.1% |
1.0149 |
| Range |
0.0046 |
0.0038 |
-0.0008 |
-17.4% |
0.0159 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
24,131 |
16,431 |
-7,700 |
-31.9% |
120,361 |
|
| Daily Pivots for day following 08-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0250 |
1.0231 |
1.0156 |
|
| R3 |
1.0212 |
1.0193 |
1.0145 |
|
| R2 |
1.0174 |
1.0174 |
1.0142 |
|
| R1 |
1.0155 |
1.0155 |
1.0138 |
1.0146 |
| PP |
1.0136 |
1.0136 |
1.0136 |
1.0132 |
| S1 |
1.0117 |
1.0117 |
1.0132 |
1.0108 |
| S2 |
1.0098 |
1.0098 |
1.0128 |
|
| S3 |
1.0060 |
1.0079 |
1.0125 |
|
| S4 |
1.0022 |
1.0041 |
1.0114 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0652 |
1.0559 |
1.0236 |
|
| R3 |
1.0493 |
1.0400 |
1.0193 |
|
| R2 |
1.0334 |
1.0334 |
1.0178 |
|
| R1 |
1.0241 |
1.0241 |
1.0164 |
1.0208 |
| PP |
1.0175 |
1.0175 |
1.0175 |
1.0158 |
| S1 |
1.0082 |
1.0082 |
1.0134 |
1.0049 |
| S2 |
1.0016 |
1.0016 |
1.0120 |
|
| S3 |
0.9857 |
0.9923 |
1.0105 |
|
| S4 |
0.9698 |
0.9764 |
1.0062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0242 |
1.0108 |
0.0134 |
1.3% |
0.0051 |
0.5% |
20% |
False |
False |
22,151 |
| 10 |
1.0467 |
1.0108 |
0.0359 |
3.5% |
0.0066 |
0.7% |
8% |
False |
False |
26,942 |
| 20 |
1.0559 |
1.0108 |
0.0451 |
4.4% |
0.0065 |
0.6% |
6% |
False |
False |
25,748 |
| 40 |
1.0559 |
1.0108 |
0.0451 |
4.4% |
0.0060 |
0.6% |
6% |
False |
False |
13,357 |
| 60 |
1.0559 |
1.0091 |
0.0468 |
4.6% |
0.0056 |
0.5% |
9% |
False |
False |
8,907 |
| 80 |
1.0559 |
1.0069 |
0.0490 |
4.8% |
0.0054 |
0.5% |
13% |
False |
False |
6,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0318 |
|
2.618 |
1.0255 |
|
1.618 |
1.0217 |
|
1.000 |
1.0194 |
|
0.618 |
1.0179 |
|
HIGH |
1.0156 |
|
0.618 |
1.0141 |
|
0.500 |
1.0137 |
|
0.382 |
1.0133 |
|
LOW |
1.0118 |
|
0.618 |
1.0095 |
|
1.000 |
1.0080 |
|
1.618 |
1.0057 |
|
2.618 |
1.0019 |
|
4.250 |
0.9957 |
|
|
| Fisher Pivots for day following 08-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0137 |
1.0140 |
| PP |
1.0136 |
1.0138 |
| S1 |
1.0136 |
1.0137 |
|