CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 14-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2018 |
14-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9923 |
0.9958 |
0.0035 |
0.4% |
1.0006 |
| High |
0.9960 |
0.9987 |
0.0027 |
0.3% |
1.0082 |
| Low |
0.9902 |
0.9924 |
0.0022 |
0.2% |
0.9945 |
| Close |
0.9945 |
0.9981 |
0.0036 |
0.4% |
0.9976 |
| Range |
0.0058 |
0.0063 |
0.0005 |
8.6% |
0.0137 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.5% |
0.0000 |
| Volume |
26,339 |
27,691 |
1,352 |
5.1% |
100,052 |
|
| Daily Pivots for day following 14-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0153 |
1.0130 |
1.0016 |
|
| R3 |
1.0090 |
1.0067 |
0.9998 |
|
| R2 |
1.0027 |
1.0027 |
0.9993 |
|
| R1 |
1.0004 |
1.0004 |
0.9987 |
1.0016 |
| PP |
0.9964 |
0.9964 |
0.9964 |
0.9970 |
| S1 |
0.9941 |
0.9941 |
0.9975 |
0.9953 |
| S2 |
0.9901 |
0.9901 |
0.9969 |
|
| S3 |
0.9838 |
0.9878 |
0.9964 |
|
| S4 |
0.9775 |
0.9815 |
0.9946 |
|
|
| 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 |
1.0024 |
0.9902 |
0.0122 |
1.2% |
0.0056 |
0.6% |
65% |
False |
False |
22,856 |
| 10 |
1.0082 |
0.9902 |
0.0180 |
1.8% |
0.0062 |
0.6% |
44% |
False |
False |
23,493 |
| 20 |
1.0131 |
0.9902 |
0.0229 |
2.3% |
0.0056 |
0.6% |
34% |
False |
False |
24,412 |
| 40 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0060 |
0.6% |
12% |
False |
False |
25,374 |
| 60 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0059 |
0.6% |
12% |
False |
False |
19,938 |
| 80 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0056 |
0.6% |
12% |
False |
False |
14,957 |
| 100 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0055 |
0.6% |
12% |
False |
False |
11,966 |
| 120 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0055 |
0.6% |
12% |
False |
False |
9,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0255 |
|
2.618 |
1.0152 |
|
1.618 |
1.0089 |
|
1.000 |
1.0050 |
|
0.618 |
1.0026 |
|
HIGH |
0.9987 |
|
0.618 |
0.9963 |
|
0.500 |
0.9956 |
|
0.382 |
0.9948 |
|
LOW |
0.9924 |
|
0.618 |
0.9885 |
|
1.000 |
0.9861 |
|
1.618 |
0.9822 |
|
2.618 |
0.9759 |
|
4.250 |
0.9656 |
|
|
| Fisher Pivots for day following 14-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9973 |
0.9969 |
| PP |
0.9964 |
0.9957 |
| S1 |
0.9956 |
0.9945 |
|