CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 29-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2018 |
29-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0048 |
1.0068 |
0.0020 |
0.2% |
1.0088 |
| High |
1.0080 |
1.0072 |
-0.0008 |
-0.1% |
1.0112 |
| Low |
1.0017 |
1.0019 |
0.0002 |
0.0% |
1.0017 |
| Close |
1.0074 |
1.0031 |
-0.0043 |
-0.4% |
1.0074 |
| Range |
0.0063 |
0.0053 |
-0.0010 |
-15.9% |
0.0095 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
30,024 |
19,100 |
-10,924 |
-36.4% |
124,440 |
|
| Daily Pivots for day following 29-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0200 |
1.0168 |
1.0060 |
|
| R3 |
1.0147 |
1.0115 |
1.0046 |
|
| R2 |
1.0094 |
1.0094 |
1.0041 |
|
| R1 |
1.0062 |
1.0062 |
1.0036 |
1.0052 |
| PP |
1.0041 |
1.0041 |
1.0041 |
1.0035 |
| S1 |
1.0009 |
1.0009 |
1.0026 |
0.9999 |
| S2 |
0.9988 |
0.9988 |
1.0021 |
|
| S3 |
0.9935 |
0.9956 |
1.0016 |
|
| S4 |
0.9882 |
0.9903 |
1.0002 |
|
|
| 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% |
0.0053 |
0.5% |
15% |
False |
False |
25,074 |
| 10 |
1.0198 |
1.0017 |
0.0181 |
1.8% |
0.0050 |
0.5% |
8% |
False |
False |
24,126 |
| 20 |
1.0242 |
1.0017 |
0.0225 |
2.2% |
0.0052 |
0.5% |
6% |
False |
False |
23,939 |
| 40 |
1.0559 |
1.0017 |
0.0542 |
5.4% |
0.0060 |
0.6% |
3% |
False |
False |
22,501 |
| 60 |
1.0559 |
1.0017 |
0.0542 |
5.4% |
0.0056 |
0.6% |
3% |
False |
False |
15,039 |
| 80 |
1.0559 |
1.0017 |
0.0542 |
5.4% |
0.0055 |
0.6% |
3% |
False |
False |
11,281 |
| 100 |
1.0559 |
1.0017 |
0.0542 |
5.4% |
0.0054 |
0.5% |
3% |
False |
False |
9,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0297 |
|
2.618 |
1.0211 |
|
1.618 |
1.0158 |
|
1.000 |
1.0125 |
|
0.618 |
1.0105 |
|
HIGH |
1.0072 |
|
0.618 |
1.0052 |
|
0.500 |
1.0046 |
|
0.382 |
1.0039 |
|
LOW |
1.0019 |
|
0.618 |
0.9986 |
|
1.000 |
0.9966 |
|
1.618 |
0.9933 |
|
2.618 |
0.9880 |
|
4.250 |
0.9794 |
|
|
| Fisher Pivots for day following 29-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0046 |
1.0054 |
| PP |
1.0041 |
1.0046 |
| S1 |
1.0036 |
1.0039 |
|