CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 17-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2018 |
17-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0187 |
1.0151 |
-0.0036 |
-0.4% |
1.0142 |
| High |
1.0198 |
1.0155 |
-0.0043 |
-0.4% |
1.0204 |
| Low |
1.0147 |
1.0096 |
-0.0051 |
-0.5% |
1.0106 |
| Close |
1.0157 |
1.0104 |
-0.0053 |
-0.5% |
1.0150 |
| Range |
0.0051 |
0.0059 |
0.0008 |
15.7% |
0.0098 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.0% |
0.0000 |
| Volume |
24,344 |
22,798 |
-1,546 |
-6.4% |
120,873 |
|
| Daily Pivots for day following 17-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0295 |
1.0259 |
1.0136 |
|
| R3 |
1.0236 |
1.0200 |
1.0120 |
|
| R2 |
1.0177 |
1.0177 |
1.0115 |
|
| R1 |
1.0141 |
1.0141 |
1.0109 |
1.0130 |
| PP |
1.0118 |
1.0118 |
1.0118 |
1.0113 |
| S1 |
1.0082 |
1.0082 |
1.0099 |
1.0071 |
| S2 |
1.0059 |
1.0059 |
1.0093 |
|
| S3 |
1.0000 |
1.0023 |
1.0088 |
|
| S4 |
0.9941 |
0.9964 |
1.0072 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0447 |
1.0397 |
1.0204 |
|
| R3 |
1.0349 |
1.0299 |
1.0177 |
|
| R2 |
1.0251 |
1.0251 |
1.0168 |
|
| R1 |
1.0201 |
1.0201 |
1.0159 |
1.0226 |
| PP |
1.0153 |
1.0153 |
1.0153 |
1.0166 |
| S1 |
1.0103 |
1.0103 |
1.0141 |
1.0128 |
| S2 |
1.0055 |
1.0055 |
1.0132 |
|
| S3 |
0.9957 |
1.0005 |
1.0123 |
|
| S4 |
0.9859 |
0.9907 |
1.0096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0212 |
1.0096 |
0.0116 |
1.1% |
0.0061 |
0.6% |
7% |
False |
True |
25,761 |
| 10 |
1.0212 |
1.0096 |
0.0116 |
1.1% |
0.0052 |
0.5% |
7% |
False |
True |
23,791 |
| 20 |
1.0559 |
1.0096 |
0.0463 |
4.6% |
0.0064 |
0.6% |
2% |
False |
True |
26,336 |
| 40 |
1.0559 |
1.0096 |
0.0463 |
4.6% |
0.0061 |
0.6% |
2% |
False |
True |
17,701 |
| 60 |
1.0559 |
1.0096 |
0.0463 |
4.6% |
0.0055 |
0.5% |
2% |
False |
True |
11,805 |
| 80 |
1.0559 |
1.0069 |
0.0490 |
4.8% |
0.0055 |
0.5% |
7% |
False |
False |
8,855 |
| 100 |
1.0559 |
1.0069 |
0.0490 |
4.8% |
0.0055 |
0.5% |
7% |
False |
False |
7,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0406 |
|
2.618 |
1.0309 |
|
1.618 |
1.0250 |
|
1.000 |
1.0214 |
|
0.618 |
1.0191 |
|
HIGH |
1.0155 |
|
0.618 |
1.0132 |
|
0.500 |
1.0126 |
|
0.382 |
1.0119 |
|
LOW |
1.0096 |
|
0.618 |
1.0060 |
|
1.000 |
1.0037 |
|
1.618 |
1.0001 |
|
2.618 |
0.9942 |
|
4.250 |
0.9845 |
|
|
| Fisher Pivots for day following 17-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0126 |
1.0154 |
| PP |
1.0118 |
1.0137 |
| S1 |
1.0111 |
1.0121 |
|