CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 08-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2018 |
08-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0003 |
1.0009 |
0.0006 |
0.1% |
1.0068 |
| High |
1.0082 |
1.0024 |
-0.0058 |
-0.6% |
1.0072 |
| Low |
0.9984 |
0.9959 |
-0.0025 |
-0.3% |
0.9946 |
| Close |
1.0030 |
0.9962 |
-0.0068 |
-0.7% |
0.9988 |
| Range |
0.0098 |
0.0065 |
-0.0033 |
-33.7% |
0.0126 |
| ATR |
0.0060 |
0.0060 |
0.0001 |
1.4% |
0.0000 |
| Volume |
27,278 |
18,223 |
-9,055 |
-33.2% |
137,759 |
|
| Daily Pivots for day following 08-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0177 |
1.0134 |
0.9998 |
|
| R3 |
1.0112 |
1.0069 |
0.9980 |
|
| R2 |
1.0047 |
1.0047 |
0.9974 |
|
| R1 |
1.0004 |
1.0004 |
0.9968 |
0.9993 |
| PP |
0.9982 |
0.9982 |
0.9982 |
0.9976 |
| S1 |
0.9939 |
0.9939 |
0.9956 |
0.9928 |
| S2 |
0.9917 |
0.9917 |
0.9950 |
|
| S3 |
0.9852 |
0.9874 |
0.9944 |
|
| S4 |
0.9787 |
0.9809 |
0.9926 |
|
|
| 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 |
0.9959 |
0.0123 |
1.2% |
0.0065 |
0.6% |
2% |
False |
True |
21,544 |
| 10 |
1.0082 |
0.9946 |
0.0136 |
1.4% |
0.0063 |
0.6% |
12% |
False |
False |
24,719 |
| 20 |
1.0212 |
0.9946 |
0.0266 |
2.7% |
0.0057 |
0.6% |
6% |
False |
False |
24,184 |
| 40 |
1.0559 |
0.9946 |
0.0613 |
6.2% |
0.0061 |
0.6% |
3% |
False |
False |
25,352 |
| 60 |
1.0559 |
0.9946 |
0.0613 |
6.2% |
0.0059 |
0.6% |
3% |
False |
False |
18,339 |
| 80 |
1.0559 |
0.9946 |
0.0613 |
6.2% |
0.0056 |
0.6% |
3% |
False |
False |
13,756 |
| 100 |
1.0559 |
0.9946 |
0.0613 |
6.2% |
0.0055 |
0.6% |
3% |
False |
False |
11,006 |
| 120 |
1.0559 |
0.9946 |
0.0613 |
6.2% |
0.0055 |
0.5% |
3% |
False |
False |
9,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0300 |
|
2.618 |
1.0194 |
|
1.618 |
1.0129 |
|
1.000 |
1.0089 |
|
0.618 |
1.0064 |
|
HIGH |
1.0024 |
|
0.618 |
0.9999 |
|
0.500 |
0.9992 |
|
0.382 |
0.9984 |
|
LOW |
0.9959 |
|
0.618 |
0.9919 |
|
1.000 |
0.9894 |
|
1.618 |
0.9854 |
|
2.618 |
0.9789 |
|
4.250 |
0.9683 |
|
|
| Fisher Pivots for day following 08-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9992 |
1.0021 |
| PP |
0.9982 |
1.0001 |
| S1 |
0.9972 |
0.9982 |
|