CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 09-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2018 |
09-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0009 |
0.9975 |
-0.0034 |
-0.3% |
1.0006 |
| High |
1.0024 |
0.9986 |
-0.0038 |
-0.4% |
1.0082 |
| Low |
0.9959 |
0.9945 |
-0.0014 |
-0.1% |
0.9945 |
| Close |
0.9962 |
0.9976 |
0.0014 |
0.1% |
0.9976 |
| Range |
0.0065 |
0.0041 |
-0.0024 |
-36.9% |
0.0137 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
18,223 |
20,644 |
2,421 |
13.3% |
100,052 |
|
| Daily Pivots for day following 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0092 |
1.0075 |
0.9999 |
|
| R3 |
1.0051 |
1.0034 |
0.9987 |
|
| R2 |
1.0010 |
1.0010 |
0.9984 |
|
| R1 |
0.9993 |
0.9993 |
0.9980 |
1.0002 |
| PP |
0.9969 |
0.9969 |
0.9969 |
0.9973 |
| S1 |
0.9952 |
0.9952 |
0.9972 |
0.9961 |
| S2 |
0.9928 |
0.9928 |
0.9968 |
|
| S3 |
0.9887 |
0.9911 |
0.9965 |
|
| S4 |
0.9846 |
0.9870 |
0.9953 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0412 |
1.0331 |
1.0051 |
|
| R3 |
1.0275 |
1.0194 |
1.0014 |
|
| R2 |
1.0138 |
1.0138 |
1.0001 |
|
| R1 |
1.0057 |
1.0057 |
0.9989 |
1.0029 |
| PP |
1.0001 |
1.0001 |
1.0001 |
0.9987 |
| S1 |
0.9920 |
0.9920 |
0.9963 |
0.9892 |
| S2 |
0.9864 |
0.9864 |
0.9951 |
|
| S3 |
0.9727 |
0.9783 |
0.9938 |
|
| S4 |
0.9590 |
0.9646 |
0.9901 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0082 |
0.9945 |
0.0137 |
1.4% |
0.0056 |
0.6% |
23% |
False |
True |
20,010 |
| 10 |
1.0082 |
0.9945 |
0.0137 |
1.4% |
0.0061 |
0.6% |
23% |
False |
True |
23,781 |
| 20 |
1.0212 |
0.9945 |
0.0267 |
2.7% |
0.0056 |
0.6% |
12% |
False |
True |
24,115 |
| 40 |
1.0559 |
0.9945 |
0.0614 |
6.2% |
0.0061 |
0.6% |
5% |
False |
True |
25,173 |
| 60 |
1.0559 |
0.9945 |
0.0614 |
6.2% |
0.0059 |
0.6% |
5% |
False |
True |
18,683 |
| 80 |
1.0559 |
0.9945 |
0.0614 |
6.2% |
0.0055 |
0.6% |
5% |
False |
True |
14,014 |
| 100 |
1.0559 |
0.9945 |
0.0614 |
6.2% |
0.0055 |
0.6% |
5% |
False |
True |
11,212 |
| 120 |
1.0559 |
0.9945 |
0.0614 |
6.2% |
0.0055 |
0.5% |
5% |
False |
True |
9,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0160 |
|
2.618 |
1.0093 |
|
1.618 |
1.0052 |
|
1.000 |
1.0027 |
|
0.618 |
1.0011 |
|
HIGH |
0.9986 |
|
0.618 |
0.9970 |
|
0.500 |
0.9966 |
|
0.382 |
0.9961 |
|
LOW |
0.9945 |
|
0.618 |
0.9920 |
|
1.000 |
0.9904 |
|
1.618 |
0.9879 |
|
2.618 |
0.9838 |
|
4.250 |
0.9771 |
|
|
| Fisher Pivots for day following 09-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9973 |
1.0014 |
| PP |
0.9969 |
1.0001 |
| S1 |
0.9966 |
0.9989 |
|