CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 26-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2018 |
26-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0070 |
1.0048 |
-0.0022 |
-0.2% |
1.0088 |
| High |
1.0090 |
1.0080 |
-0.0010 |
-0.1% |
1.0112 |
| Low |
1.0027 |
1.0017 |
-0.0010 |
-0.1% |
1.0017 |
| Close |
1.0043 |
1.0074 |
0.0031 |
0.3% |
1.0074 |
| Range |
0.0063 |
0.0063 |
0.0000 |
0.0% |
0.0095 |
| ATR |
0.0056 |
0.0056 |
0.0001 |
1.0% |
0.0000 |
| Volume |
22,549 |
30,024 |
7,475 |
33.2% |
124,440 |
|
| Daily Pivots for day following 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0246 |
1.0223 |
1.0109 |
|
| R3 |
1.0183 |
1.0160 |
1.0091 |
|
| R2 |
1.0120 |
1.0120 |
1.0086 |
|
| R1 |
1.0097 |
1.0097 |
1.0080 |
1.0109 |
| PP |
1.0057 |
1.0057 |
1.0057 |
1.0063 |
| S1 |
1.0034 |
1.0034 |
1.0068 |
1.0046 |
| S2 |
0.9994 |
0.9994 |
1.0062 |
|
| S3 |
0.9931 |
0.9971 |
1.0057 |
|
| S4 |
0.9868 |
0.9908 |
1.0039 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0353 |
1.0308 |
1.0126 |
|
| R3 |
1.0258 |
1.0213 |
1.0100 |
|
| R2 |
1.0163 |
1.0163 |
1.0091 |
|
| R1 |
1.0118 |
1.0118 |
1.0083 |
1.0093 |
| PP |
1.0068 |
1.0068 |
1.0068 |
1.0055 |
| S1 |
1.0023 |
1.0023 |
1.0065 |
0.9998 |
| S2 |
0.9973 |
0.9973 |
1.0057 |
|
| S3 |
0.9878 |
0.9928 |
1.0048 |
|
| S4 |
0.9783 |
0.9833 |
1.0022 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0112 |
1.0017 |
0.0095 |
0.9% |
0.0050 |
0.5% |
60% |
False |
True |
24,888 |
| 10 |
1.0212 |
1.0017 |
0.0195 |
1.9% |
0.0052 |
0.5% |
29% |
False |
True |
24,449 |
| 20 |
1.0267 |
1.0017 |
0.0250 |
2.5% |
0.0052 |
0.5% |
23% |
False |
True |
24,286 |
| 40 |
1.0559 |
1.0017 |
0.0542 |
5.4% |
0.0060 |
0.6% |
11% |
False |
True |
22,053 |
| 60 |
1.0559 |
1.0017 |
0.0542 |
5.4% |
0.0056 |
0.6% |
11% |
False |
True |
14,721 |
| 80 |
1.0559 |
1.0017 |
0.0542 |
5.4% |
0.0055 |
0.5% |
11% |
False |
True |
11,042 |
| 100 |
1.0559 |
1.0017 |
0.0542 |
5.4% |
0.0054 |
0.5% |
11% |
False |
True |
8,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0348 |
|
2.618 |
1.0245 |
|
1.618 |
1.0182 |
|
1.000 |
1.0143 |
|
0.618 |
1.0119 |
|
HIGH |
1.0080 |
|
0.618 |
1.0056 |
|
0.500 |
1.0049 |
|
0.382 |
1.0041 |
|
LOW |
1.0017 |
|
0.618 |
0.9978 |
|
1.000 |
0.9954 |
|
1.618 |
0.9915 |
|
2.618 |
0.9852 |
|
4.250 |
0.9749 |
|
|
| Fisher Pivots for day following 26-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0066 |
1.0070 |
| PP |
1.0057 |
1.0066 |
| S1 |
1.0049 |
1.0062 |
|