CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 02-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2018 |
02-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9957 |
1.0015 |
0.0058 |
0.6% |
1.0068 |
| High |
1.0037 |
1.0069 |
0.0032 |
0.3% |
1.0072 |
| Low |
0.9953 |
0.9987 |
0.0034 |
0.3% |
0.9946 |
| Close |
1.0018 |
0.9988 |
-0.0030 |
-0.3% |
0.9988 |
| Range |
0.0084 |
0.0082 |
-0.0002 |
-2.4% |
0.0126 |
| ATR |
0.0058 |
0.0059 |
0.0002 |
3.0% |
0.0000 |
| Volume |
31,154 |
28,314 |
-2,840 |
-9.1% |
137,759 |
|
| Daily Pivots for day following 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0261 |
1.0206 |
1.0033 |
|
| R3 |
1.0179 |
1.0124 |
1.0011 |
|
| R2 |
1.0097 |
1.0097 |
1.0003 |
|
| R1 |
1.0042 |
1.0042 |
0.9996 |
1.0029 |
| PP |
1.0015 |
1.0015 |
1.0015 |
1.0008 |
| S1 |
0.9960 |
0.9960 |
0.9980 |
0.9947 |
| S2 |
0.9933 |
0.9933 |
0.9973 |
|
| S3 |
0.9851 |
0.9878 |
0.9965 |
|
| S4 |
0.9769 |
0.9796 |
0.9943 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0380 |
1.0310 |
1.0057 |
|
| R3 |
1.0254 |
1.0184 |
1.0023 |
|
| R2 |
1.0128 |
1.0128 |
1.0011 |
|
| R1 |
1.0058 |
1.0058 |
1.0000 |
1.0030 |
| PP |
1.0002 |
1.0002 |
1.0002 |
0.9988 |
| S1 |
0.9932 |
0.9932 |
0.9976 |
0.9904 |
| S2 |
0.9876 |
0.9876 |
0.9965 |
|
| S3 |
0.9750 |
0.9806 |
0.9953 |
|
| S4 |
0.9624 |
0.9680 |
0.9919 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0072 |
0.9946 |
0.0126 |
1.3% |
0.0065 |
0.7% |
33% |
False |
False |
27,551 |
| 10 |
1.0112 |
0.9946 |
0.0166 |
1.7% |
0.0058 |
0.6% |
25% |
False |
False |
26,219 |
| 20 |
1.0212 |
0.9946 |
0.0266 |
2.7% |
0.0054 |
0.5% |
16% |
False |
False |
25,156 |
| 40 |
1.0559 |
0.9946 |
0.0613 |
6.1% |
0.0061 |
0.6% |
7% |
False |
False |
25,214 |
| 60 |
1.0559 |
0.9946 |
0.0613 |
6.1% |
0.0058 |
0.6% |
7% |
False |
False |
17,017 |
| 80 |
1.0559 |
0.9946 |
0.0613 |
6.1% |
0.0056 |
0.6% |
7% |
False |
False |
12,764 |
| 100 |
1.0559 |
0.9946 |
0.0613 |
6.1% |
0.0055 |
0.6% |
7% |
False |
False |
10,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0417 |
|
2.618 |
1.0284 |
|
1.618 |
1.0202 |
|
1.000 |
1.0151 |
|
0.618 |
1.0120 |
|
HIGH |
1.0069 |
|
0.618 |
1.0038 |
|
0.500 |
1.0028 |
|
0.382 |
1.0018 |
|
LOW |
0.9987 |
|
0.618 |
0.9936 |
|
1.000 |
0.9905 |
|
1.618 |
0.9854 |
|
2.618 |
0.9772 |
|
4.250 |
0.9639 |
|
|
| Fisher Pivots for day following 02-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0028 |
1.0008 |
| PP |
1.0015 |
1.0001 |
| S1 |
1.0001 |
0.9995 |
|