CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 13-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2018 |
13-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9971 |
0.9923 |
-0.0048 |
-0.5% |
1.0006 |
| High |
0.9974 |
0.9960 |
-0.0014 |
-0.1% |
1.0082 |
| Low |
0.9919 |
0.9902 |
-0.0017 |
-0.2% |
0.9945 |
| Close |
0.9933 |
0.9945 |
0.0012 |
0.1% |
0.9976 |
| Range |
0.0055 |
0.0058 |
0.0003 |
5.5% |
0.0137 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
21,383 |
26,339 |
4,956 |
23.2% |
100,052 |
|
| Daily Pivots for day following 13-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0110 |
1.0085 |
0.9977 |
|
| R3 |
1.0052 |
1.0027 |
0.9961 |
|
| R2 |
0.9994 |
0.9994 |
0.9956 |
|
| R1 |
0.9969 |
0.9969 |
0.9950 |
0.9982 |
| PP |
0.9936 |
0.9936 |
0.9936 |
0.9942 |
| S1 |
0.9911 |
0.9911 |
0.9940 |
0.9924 |
| S2 |
0.9878 |
0.9878 |
0.9934 |
|
| S3 |
0.9820 |
0.9853 |
0.9929 |
|
| S4 |
0.9762 |
0.9795 |
0.9913 |
|
|
| 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 |
0.9902 |
0.0180 |
1.8% |
0.0063 |
0.6% |
24% |
False |
True |
22,773 |
| 10 |
1.0082 |
0.9902 |
0.0180 |
1.8% |
0.0062 |
0.6% |
24% |
False |
True |
24,602 |
| 20 |
1.0155 |
0.9902 |
0.0253 |
2.5% |
0.0056 |
0.6% |
17% |
False |
True |
24,167 |
| 40 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0060 |
0.6% |
7% |
False |
True |
25,293 |
| 60 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0059 |
0.6% |
7% |
False |
True |
19,477 |
| 80 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0055 |
0.6% |
7% |
False |
True |
14,610 |
| 100 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0055 |
0.6% |
7% |
False |
True |
11,690 |
| 120 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0055 |
0.6% |
7% |
False |
True |
9,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0207 |
|
2.618 |
1.0112 |
|
1.618 |
1.0054 |
|
1.000 |
1.0018 |
|
0.618 |
0.9996 |
|
HIGH |
0.9960 |
|
0.618 |
0.9938 |
|
0.500 |
0.9931 |
|
0.382 |
0.9924 |
|
LOW |
0.9902 |
|
0.618 |
0.9866 |
|
1.000 |
0.9844 |
|
1.618 |
0.9808 |
|
2.618 |
0.9750 |
|
4.250 |
0.9655 |
|
|
| Fisher Pivots for day following 13-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9940 |
0.9945 |
| PP |
0.9936 |
0.9944 |
| S1 |
0.9931 |
0.9944 |
|