CME Swiss Franc Future December 2018
Trading Metrics calculated at close of trading on 05-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2018 |
05-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
1.0015 |
1.0006 |
-0.0009 |
-0.1% |
1.0068 |
High |
1.0069 |
1.0012 |
-0.0057 |
-0.6% |
1.0072 |
Low |
0.9987 |
0.9967 |
-0.0020 |
-0.2% |
0.9946 |
Close |
0.9988 |
0.9997 |
0.0009 |
0.1% |
0.9988 |
Range |
0.0082 |
0.0045 |
-0.0037 |
-45.1% |
0.0126 |
ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
28,314 |
17,968 |
-10,346 |
-36.5% |
137,759 |
|
Daily Pivots for day following 05-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0127 |
1.0107 |
1.0022 |
|
R3 |
1.0082 |
1.0062 |
1.0009 |
|
R2 |
1.0037 |
1.0037 |
1.0005 |
|
R1 |
1.0017 |
1.0017 |
1.0001 |
1.0005 |
PP |
0.9992 |
0.9992 |
0.9992 |
0.9986 |
S1 |
0.9972 |
0.9972 |
0.9993 |
0.9960 |
S2 |
0.9947 |
0.9947 |
0.9989 |
|
S3 |
0.9902 |
0.9927 |
0.9985 |
|
S4 |
0.9857 |
0.9882 |
0.9972 |
|
|
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 |
1.0069 |
0.9946 |
0.0123 |
1.2% |
0.0063 |
0.6% |
41% |
False |
False |
27,325 |
10 |
1.0112 |
0.9946 |
0.0166 |
1.7% |
0.0058 |
0.6% |
31% |
False |
False |
26,200 |
20 |
1.0212 |
0.9946 |
0.0266 |
2.7% |
0.0055 |
0.5% |
19% |
False |
False |
25,233 |
40 |
1.0559 |
0.9946 |
0.0613 |
6.1% |
0.0060 |
0.6% |
8% |
False |
False |
25,490 |
60 |
1.0559 |
0.9946 |
0.0613 |
6.1% |
0.0058 |
0.6% |
8% |
False |
False |
17,316 |
80 |
1.0559 |
0.9946 |
0.0613 |
6.1% |
0.0055 |
0.6% |
8% |
False |
False |
12,988 |
100 |
1.0559 |
0.9946 |
0.0613 |
6.1% |
0.0054 |
0.5% |
8% |
False |
False |
10,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0203 |
2.618 |
1.0130 |
1.618 |
1.0085 |
1.000 |
1.0057 |
0.618 |
1.0040 |
HIGH |
1.0012 |
0.618 |
0.9995 |
0.500 |
0.9990 |
0.382 |
0.9984 |
LOW |
0.9967 |
0.618 |
0.9939 |
1.000 |
0.9922 |
1.618 |
0.9894 |
2.618 |
0.9849 |
4.250 |
0.9776 |
|
|
Fisher Pivots for day following 05-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9995 |
1.0011 |
PP |
0.9992 |
1.0006 |
S1 |
0.9990 |
1.0002 |
|