CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 07-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2018 |
07-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9989 |
1.0003 |
0.0014 |
0.1% |
1.0068 |
| High |
1.0013 |
1.0082 |
0.0069 |
0.7% |
1.0072 |
| Low |
0.9980 |
0.9984 |
0.0004 |
0.0% |
0.9946 |
| Close |
1.0003 |
1.0030 |
0.0027 |
0.3% |
0.9988 |
| Range |
0.0033 |
0.0098 |
0.0065 |
197.0% |
0.0126 |
| ATR |
0.0057 |
0.0060 |
0.0003 |
5.2% |
0.0000 |
| Volume |
15,939 |
27,278 |
11,339 |
71.1% |
137,759 |
|
| Daily Pivots for day following 07-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0326 |
1.0276 |
1.0084 |
|
| R3 |
1.0228 |
1.0178 |
1.0057 |
|
| R2 |
1.0130 |
1.0130 |
1.0048 |
|
| R1 |
1.0080 |
1.0080 |
1.0039 |
1.0105 |
| PP |
1.0032 |
1.0032 |
1.0032 |
1.0045 |
| S1 |
0.9982 |
0.9982 |
1.0021 |
1.0007 |
| S2 |
0.9934 |
0.9934 |
1.0012 |
|
| S3 |
0.9836 |
0.9884 |
1.0003 |
|
| S4 |
0.9738 |
0.9786 |
0.9976 |
|
|
| 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 |
1.0082 |
0.9953 |
0.0129 |
1.3% |
0.0068 |
0.7% |
60% |
True |
False |
24,130 |
| 10 |
1.0090 |
0.9946 |
0.0144 |
1.4% |
0.0063 |
0.6% |
58% |
False |
False |
25,151 |
| 20 |
1.0212 |
0.9946 |
0.0266 |
2.7% |
0.0057 |
0.6% |
32% |
False |
False |
25,138 |
| 40 |
1.0559 |
0.9946 |
0.0613 |
6.1% |
0.0061 |
0.6% |
14% |
False |
False |
25,583 |
| 60 |
1.0559 |
0.9946 |
0.0613 |
6.1% |
0.0059 |
0.6% |
14% |
False |
False |
18,035 |
| 80 |
1.0559 |
0.9946 |
0.0613 |
6.1% |
0.0055 |
0.6% |
14% |
False |
False |
13,528 |
| 100 |
1.0559 |
0.9946 |
0.0613 |
6.1% |
0.0055 |
0.5% |
14% |
False |
False |
10,824 |
| 120 |
1.0559 |
0.9946 |
0.0613 |
6.1% |
0.0054 |
0.5% |
14% |
False |
False |
9,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0498 |
|
2.618 |
1.0339 |
|
1.618 |
1.0241 |
|
1.000 |
1.0180 |
|
0.618 |
1.0143 |
|
HIGH |
1.0082 |
|
0.618 |
1.0045 |
|
0.500 |
1.0033 |
|
0.382 |
1.0021 |
|
LOW |
0.9984 |
|
0.618 |
0.9923 |
|
1.000 |
0.9886 |
|
1.618 |
0.9825 |
|
2.618 |
0.9727 |
|
4.250 |
0.9568 |
|
|
| Fisher Pivots for day following 07-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0033 |
1.0028 |
| PP |
1.0032 |
1.0026 |
| S1 |
1.0031 |
1.0025 |
|