CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 01-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2018 |
01-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9990 |
0.9957 |
-0.0033 |
-0.3% |
1.0088 |
| High |
1.0007 |
1.0037 |
0.0030 |
0.3% |
1.0112 |
| Low |
0.9946 |
0.9953 |
0.0007 |
0.1% |
1.0017 |
| Close |
0.9958 |
1.0018 |
0.0060 |
0.6% |
1.0074 |
| Range |
0.0061 |
0.0084 |
0.0023 |
37.7% |
0.0095 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
3.6% |
0.0000 |
| Volume |
38,785 |
31,154 |
-7,631 |
-19.7% |
124,440 |
|
| Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0255 |
1.0220 |
1.0064 |
|
| R3 |
1.0171 |
1.0136 |
1.0041 |
|
| R2 |
1.0087 |
1.0087 |
1.0033 |
|
| R1 |
1.0052 |
1.0052 |
1.0026 |
1.0069 |
| PP |
1.0003 |
1.0003 |
1.0003 |
1.0011 |
| S1 |
0.9968 |
0.9968 |
1.0010 |
0.9986 |
| S2 |
0.9919 |
0.9919 |
1.0003 |
|
| S3 |
0.9835 |
0.9884 |
0.9995 |
|
| S4 |
0.9751 |
0.9800 |
0.9972 |
|
|
| 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 |
1.0080 |
0.9946 |
0.0134 |
1.3% |
0.0061 |
0.6% |
54% |
False |
False |
27,893 |
| 10 |
1.0112 |
0.9946 |
0.0166 |
1.7% |
0.0052 |
0.5% |
43% |
False |
False |
25,489 |
| 20 |
1.0212 |
0.9946 |
0.0266 |
2.7% |
0.0053 |
0.5% |
27% |
False |
False |
24,947 |
| 40 |
1.0559 |
0.9946 |
0.0613 |
6.1% |
0.0060 |
0.6% |
12% |
False |
False |
24,633 |
| 60 |
1.0559 |
0.9946 |
0.0613 |
6.1% |
0.0058 |
0.6% |
12% |
False |
False |
16,545 |
| 80 |
1.0559 |
0.9946 |
0.0613 |
6.1% |
0.0055 |
0.6% |
12% |
False |
False |
12,410 |
| 100 |
1.0559 |
0.9946 |
0.0613 |
6.1% |
0.0055 |
0.5% |
12% |
False |
False |
9,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0394 |
|
2.618 |
1.0257 |
|
1.618 |
1.0173 |
|
1.000 |
1.0121 |
|
0.618 |
1.0089 |
|
HIGH |
1.0037 |
|
0.618 |
1.0005 |
|
0.500 |
0.9995 |
|
0.382 |
0.9985 |
|
LOW |
0.9953 |
|
0.618 |
0.9901 |
|
1.000 |
0.9869 |
|
1.618 |
0.9817 |
|
2.618 |
0.9733 |
|
4.250 |
0.9596 |
|
|
| Fisher Pivots for day following 01-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0010 |
1.0009 |
| PP |
1.0003 |
1.0000 |
| S1 |
0.9995 |
0.9992 |
|