CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 31-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2018 |
31-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0028 |
0.9990 |
-0.0038 |
-0.4% |
1.0088 |
| High |
1.0033 |
1.0007 |
-0.0026 |
-0.3% |
1.0112 |
| Low |
0.9988 |
0.9946 |
-0.0042 |
-0.4% |
1.0017 |
| Close |
0.9990 |
0.9958 |
-0.0032 |
-0.3% |
1.0074 |
| Range |
0.0045 |
0.0061 |
0.0016 |
35.6% |
0.0095 |
| ATR |
0.0055 |
0.0056 |
0.0000 |
0.8% |
0.0000 |
| Volume |
20,406 |
38,785 |
18,379 |
90.1% |
124,440 |
|
| Daily Pivots for day following 31-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0153 |
1.0117 |
0.9992 |
|
| R3 |
1.0092 |
1.0056 |
0.9975 |
|
| R2 |
1.0031 |
1.0031 |
0.9969 |
|
| R1 |
0.9995 |
0.9995 |
0.9964 |
0.9983 |
| PP |
0.9970 |
0.9970 |
0.9970 |
0.9964 |
| S1 |
0.9934 |
0.9934 |
0.9952 |
0.9922 |
| S2 |
0.9909 |
0.9909 |
0.9947 |
|
| S3 |
0.9848 |
0.9873 |
0.9941 |
|
| S4 |
0.9787 |
0.9812 |
0.9924 |
|
|
| 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 |
1.0090 |
0.9946 |
0.0144 |
1.4% |
0.0057 |
0.6% |
8% |
False |
True |
26,172 |
| 10 |
1.0131 |
0.9946 |
0.0185 |
1.9% |
0.0050 |
0.5% |
6% |
False |
True |
25,331 |
| 20 |
1.0212 |
0.9946 |
0.0266 |
2.7% |
0.0051 |
0.5% |
5% |
False |
True |
24,561 |
| 40 |
1.0559 |
0.9946 |
0.0613 |
6.2% |
0.0060 |
0.6% |
2% |
False |
True |
23,874 |
| 60 |
1.0559 |
0.9946 |
0.0613 |
6.2% |
0.0057 |
0.6% |
2% |
False |
True |
16,026 |
| 80 |
1.0559 |
0.9946 |
0.0613 |
6.2% |
0.0055 |
0.6% |
2% |
False |
True |
12,020 |
| 100 |
1.0559 |
0.9946 |
0.0613 |
6.2% |
0.0055 |
0.5% |
2% |
False |
True |
9,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0266 |
|
2.618 |
1.0167 |
|
1.618 |
1.0106 |
|
1.000 |
1.0068 |
|
0.618 |
1.0045 |
|
HIGH |
1.0007 |
|
0.618 |
0.9984 |
|
0.500 |
0.9977 |
|
0.382 |
0.9969 |
|
LOW |
0.9946 |
|
0.618 |
0.9908 |
|
1.000 |
0.9885 |
|
1.618 |
0.9847 |
|
2.618 |
0.9786 |
|
4.250 |
0.9687 |
|
|
| Fisher Pivots for day following 31-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9977 |
1.0009 |
| PP |
0.9970 |
0.9992 |
| S1 |
0.9964 |
0.9975 |
|