CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 11-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2018 |
11-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0144 |
1.0165 |
0.0021 |
0.2% |
1.0267 |
| High |
1.0166 |
1.0204 |
0.0038 |
0.4% |
1.0267 |
| Low |
1.0125 |
1.0136 |
0.0011 |
0.1% |
1.0108 |
| Close |
1.0139 |
1.0167 |
0.0028 |
0.3% |
1.0149 |
| Range |
0.0041 |
0.0068 |
0.0027 |
65.9% |
0.0159 |
| ATR |
0.0061 |
0.0061 |
0.0001 |
0.9% |
0.0000 |
| Volume |
22,941 |
37,319 |
14,378 |
62.7% |
120,361 |
|
| Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0373 |
1.0338 |
1.0204 |
|
| R3 |
1.0305 |
1.0270 |
1.0186 |
|
| R2 |
1.0237 |
1.0237 |
1.0179 |
|
| R1 |
1.0202 |
1.0202 |
1.0173 |
1.0220 |
| PP |
1.0169 |
1.0169 |
1.0169 |
1.0178 |
| S1 |
1.0134 |
1.0134 |
1.0161 |
1.0152 |
| S2 |
1.0101 |
1.0101 |
1.0155 |
|
| S3 |
1.0033 |
1.0066 |
1.0148 |
|
| S4 |
0.9965 |
0.9998 |
1.0130 |
|
|
| 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 |
1.0204 |
1.0106 |
0.0098 |
1.0% |
0.0048 |
0.5% |
62% |
True |
False |
24,596 |
| 10 |
1.0341 |
1.0106 |
0.0235 |
2.3% |
0.0055 |
0.5% |
26% |
False |
False |
26,084 |
| 20 |
1.0559 |
1.0106 |
0.0453 |
4.5% |
0.0065 |
0.6% |
13% |
False |
False |
26,520 |
| 40 |
1.0559 |
1.0106 |
0.0453 |
4.5% |
0.0061 |
0.6% |
13% |
False |
False |
15,416 |
| 60 |
1.0559 |
1.0091 |
0.0468 |
4.6% |
0.0055 |
0.5% |
16% |
False |
False |
10,280 |
| 80 |
1.0559 |
1.0069 |
0.0490 |
4.8% |
0.0055 |
0.5% |
20% |
False |
False |
7,712 |
| 100 |
1.0559 |
1.0069 |
0.0490 |
4.8% |
0.0054 |
0.5% |
20% |
False |
False |
6,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0493 |
|
2.618 |
1.0382 |
|
1.618 |
1.0314 |
|
1.000 |
1.0272 |
|
0.618 |
1.0246 |
|
HIGH |
1.0204 |
|
0.618 |
1.0178 |
|
0.500 |
1.0170 |
|
0.382 |
1.0162 |
|
LOW |
1.0136 |
|
0.618 |
1.0094 |
|
1.000 |
1.0068 |
|
1.618 |
1.0026 |
|
2.618 |
0.9958 |
|
4.250 |
0.9847 |
|
|
| Fisher Pivots for day following 11-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0170 |
1.0163 |
| PP |
1.0169 |
1.0159 |
| S1 |
1.0168 |
1.0155 |
|