CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 22-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2018 |
22-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0094 |
1.0088 |
-0.0006 |
-0.1% |
1.0146 |
| High |
1.0102 |
1.0110 |
0.0008 |
0.1% |
1.0212 |
| Low |
1.0072 |
1.0069 |
-0.0003 |
0.0% |
1.0072 |
| Close |
1.0079 |
1.0089 |
0.0010 |
0.1% |
1.0079 |
| Range |
0.0030 |
0.0041 |
0.0011 |
36.7% |
0.0140 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
21,009 |
18,166 |
-2,843 |
-13.5% |
120,053 |
|
| Daily Pivots for day following 22-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0212 |
1.0192 |
1.0112 |
|
| R3 |
1.0171 |
1.0151 |
1.0100 |
|
| R2 |
1.0130 |
1.0130 |
1.0097 |
|
| R1 |
1.0110 |
1.0110 |
1.0093 |
1.0120 |
| PP |
1.0089 |
1.0089 |
1.0089 |
1.0095 |
| S1 |
1.0069 |
1.0069 |
1.0085 |
1.0079 |
| S2 |
1.0048 |
1.0048 |
1.0081 |
|
| S3 |
1.0007 |
1.0028 |
1.0078 |
|
| S4 |
0.9966 |
0.9987 |
1.0066 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0541 |
1.0450 |
1.0156 |
|
| R3 |
1.0401 |
1.0310 |
1.0118 |
|
| R2 |
1.0261 |
1.0261 |
1.0105 |
|
| R1 |
1.0170 |
1.0170 |
1.0092 |
1.0146 |
| PP |
1.0121 |
1.0121 |
1.0121 |
1.0109 |
| S1 |
1.0030 |
1.0030 |
1.0066 |
1.0006 |
| S2 |
0.9981 |
0.9981 |
1.0053 |
|
| S3 |
0.9841 |
0.9890 |
1.0041 |
|
| S4 |
0.9701 |
0.9750 |
1.0002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0198 |
1.0069 |
0.0129 |
1.3% |
0.0047 |
0.5% |
16% |
False |
True |
23,178 |
| 10 |
1.0212 |
1.0069 |
0.0143 |
1.4% |
0.0052 |
0.5% |
14% |
False |
True |
24,266 |
| 20 |
1.0467 |
1.0069 |
0.0398 |
3.9% |
0.0059 |
0.6% |
5% |
False |
True |
25,604 |
| 40 |
1.0559 |
1.0069 |
0.0490 |
4.9% |
0.0061 |
0.6% |
4% |
False |
True |
19,417 |
| 60 |
1.0559 |
1.0069 |
0.0490 |
4.9% |
0.0055 |
0.5% |
4% |
False |
True |
12,951 |
| 80 |
1.0559 |
1.0069 |
0.0490 |
4.9% |
0.0055 |
0.5% |
4% |
False |
True |
9,714 |
| 100 |
1.0559 |
1.0069 |
0.0490 |
4.9% |
0.0054 |
0.5% |
4% |
False |
True |
7,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0284 |
|
2.618 |
1.0217 |
|
1.618 |
1.0176 |
|
1.000 |
1.0151 |
|
0.618 |
1.0135 |
|
HIGH |
1.0110 |
|
0.618 |
1.0094 |
|
0.500 |
1.0090 |
|
0.382 |
1.0085 |
|
LOW |
1.0069 |
|
0.618 |
1.0044 |
|
1.000 |
1.0028 |
|
1.618 |
1.0003 |
|
2.618 |
0.9962 |
|
4.250 |
0.9895 |
|
|
| Fisher Pivots for day following 22-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0090 |
1.0100 |
| PP |
1.0089 |
1.0096 |
| S1 |
1.0089 |
1.0093 |
|