CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 25-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2018 |
25-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0096 |
1.0070 |
-0.0026 |
-0.3% |
1.0146 |
| High |
1.0106 |
1.0090 |
-0.0016 |
-0.2% |
1.0212 |
| Low |
1.0055 |
1.0027 |
-0.0028 |
-0.3% |
1.0072 |
| Close |
1.0074 |
1.0043 |
-0.0031 |
-0.3% |
1.0079 |
| Range |
0.0051 |
0.0063 |
0.0012 |
23.5% |
0.0140 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.0% |
0.0000 |
| Volume |
29,703 |
22,549 |
-7,154 |
-24.1% |
120,053 |
|
| Daily Pivots for day following 25-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0242 |
1.0206 |
1.0078 |
|
| R3 |
1.0179 |
1.0143 |
1.0060 |
|
| R2 |
1.0116 |
1.0116 |
1.0055 |
|
| R1 |
1.0080 |
1.0080 |
1.0049 |
1.0067 |
| PP |
1.0053 |
1.0053 |
1.0053 |
1.0047 |
| S1 |
1.0017 |
1.0017 |
1.0037 |
1.0004 |
| S2 |
0.9990 |
0.9990 |
1.0031 |
|
| S3 |
0.9927 |
0.9954 |
1.0026 |
|
| S4 |
0.9864 |
0.9891 |
1.0008 |
|
|
| 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 |
1.0112 |
1.0027 |
0.0085 |
0.8% |
0.0044 |
0.4% |
19% |
False |
True |
23,085 |
| 10 |
1.0212 |
1.0027 |
0.0185 |
1.8% |
0.0051 |
0.5% |
9% |
False |
True |
23,648 |
| 20 |
1.0341 |
1.0027 |
0.0314 |
3.1% |
0.0053 |
0.5% |
5% |
False |
True |
24,866 |
| 40 |
1.0559 |
1.0027 |
0.0532 |
5.3% |
0.0060 |
0.6% |
3% |
False |
True |
21,305 |
| 60 |
1.0559 |
1.0027 |
0.0532 |
5.3% |
0.0056 |
0.6% |
3% |
False |
True |
14,221 |
| 80 |
1.0559 |
1.0027 |
0.0532 |
5.3% |
0.0055 |
0.5% |
3% |
False |
True |
10,667 |
| 100 |
1.0559 |
1.0027 |
0.0532 |
5.3% |
0.0054 |
0.5% |
3% |
False |
True |
8,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0358 |
|
2.618 |
1.0255 |
|
1.618 |
1.0192 |
|
1.000 |
1.0153 |
|
0.618 |
1.0129 |
|
HIGH |
1.0090 |
|
0.618 |
1.0066 |
|
0.500 |
1.0059 |
|
0.382 |
1.0051 |
|
LOW |
1.0027 |
|
0.618 |
0.9988 |
|
1.000 |
0.9964 |
|
1.618 |
0.9925 |
|
2.618 |
0.9862 |
|
4.250 |
0.9759 |
|
|
| Fisher Pivots for day following 25-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0059 |
1.0070 |
| PP |
1.0053 |
1.0061 |
| S1 |
1.0048 |
1.0052 |
|