CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 21-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2018 |
21-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0091 |
1.0068 |
-0.0023 |
-0.2% |
0.9971 |
| High |
1.0114 |
1.0094 |
-0.0020 |
-0.2% |
1.0033 |
| Low |
1.0065 |
1.0063 |
-0.0002 |
0.0% |
0.9902 |
| Close |
1.0073 |
1.0078 |
0.0005 |
0.0% |
1.0026 |
| Range |
0.0049 |
0.0031 |
-0.0018 |
-36.7% |
0.0131 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
27,496 |
19,172 |
-8,324 |
-30.3% |
128,649 |
|
| Daily Pivots for day following 21-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0171 |
1.0156 |
1.0095 |
|
| R3 |
1.0140 |
1.0125 |
1.0087 |
|
| R2 |
1.0109 |
1.0109 |
1.0084 |
|
| R1 |
1.0094 |
1.0094 |
1.0081 |
1.0102 |
| PP |
1.0078 |
1.0078 |
1.0078 |
1.0082 |
| S1 |
1.0063 |
1.0063 |
1.0075 |
1.0071 |
| S2 |
1.0047 |
1.0047 |
1.0072 |
|
| S3 |
1.0016 |
1.0032 |
1.0069 |
|
| S4 |
0.9985 |
1.0001 |
1.0061 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0380 |
1.0334 |
1.0098 |
|
| R3 |
1.0249 |
1.0203 |
1.0062 |
|
| R2 |
1.0118 |
1.0118 |
1.0050 |
|
| R1 |
1.0072 |
1.0072 |
1.0038 |
1.0095 |
| PP |
0.9987 |
0.9987 |
0.9987 |
0.9999 |
| S1 |
0.9941 |
0.9941 |
1.0014 |
0.9964 |
| S2 |
0.9856 |
0.9856 |
1.0002 |
|
| S3 |
0.9725 |
0.9810 |
0.9990 |
|
| S4 |
0.9594 |
0.9679 |
0.9954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0114 |
0.9938 |
0.0176 |
1.7% |
0.0060 |
0.6% |
80% |
False |
False |
25,270 |
| 10 |
1.0114 |
0.9902 |
0.0212 |
2.1% |
0.0058 |
0.6% |
83% |
False |
False |
24,063 |
| 20 |
1.0114 |
0.9902 |
0.0212 |
2.1% |
0.0061 |
0.6% |
83% |
False |
False |
24,607 |
| 40 |
1.0438 |
0.9902 |
0.0536 |
5.3% |
0.0059 |
0.6% |
33% |
False |
False |
25,107 |
| 60 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0060 |
0.6% |
27% |
False |
False |
22,036 |
| 80 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0056 |
0.6% |
27% |
False |
False |
16,536 |
| 100 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0056 |
0.6% |
27% |
False |
False |
13,230 |
| 120 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0055 |
0.5% |
27% |
False |
False |
11,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0226 |
|
2.618 |
1.0175 |
|
1.618 |
1.0144 |
|
1.000 |
1.0125 |
|
0.618 |
1.0113 |
|
HIGH |
1.0094 |
|
0.618 |
1.0082 |
|
0.500 |
1.0079 |
|
0.382 |
1.0075 |
|
LOW |
1.0063 |
|
0.618 |
1.0044 |
|
1.000 |
1.0032 |
|
1.618 |
1.0013 |
|
2.618 |
0.9982 |
|
4.250 |
0.9931 |
|
|
| Fisher Pivots for day following 21-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0079 |
1.0074 |
| PP |
1.0078 |
1.0070 |
| S1 |
1.0078 |
1.0066 |
|