CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 23-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2018 |
23-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0068 |
1.0078 |
0.0010 |
0.1% |
1.0031 |
| High |
1.0094 |
1.0099 |
0.0005 |
0.0% |
1.0114 |
| Low |
1.0063 |
1.0038 |
-0.0025 |
-0.2% |
1.0017 |
| Close |
1.0078 |
1.0041 |
-0.0037 |
-0.4% |
1.0041 |
| Range |
0.0031 |
0.0061 |
0.0030 |
96.8% |
0.0097 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.2% |
0.0000 |
| Volume |
19,172 |
18,917 |
-255 |
-1.3% |
92,034 |
|
| Daily Pivots for day following 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0242 |
1.0203 |
1.0075 |
|
| R3 |
1.0181 |
1.0142 |
1.0058 |
|
| R2 |
1.0120 |
1.0120 |
1.0052 |
|
| R1 |
1.0081 |
1.0081 |
1.0047 |
1.0070 |
| PP |
1.0059 |
1.0059 |
1.0059 |
1.0054 |
| S1 |
1.0020 |
1.0020 |
1.0035 |
1.0009 |
| S2 |
0.9998 |
0.9998 |
1.0030 |
|
| S3 |
0.9937 |
0.9959 |
1.0024 |
|
| S4 |
0.9876 |
0.9898 |
1.0007 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0348 |
1.0292 |
1.0094 |
|
| R3 |
1.0251 |
1.0195 |
1.0068 |
|
| R2 |
1.0154 |
1.0154 |
1.0059 |
|
| R1 |
1.0098 |
1.0098 |
1.0050 |
1.0126 |
| PP |
1.0057 |
1.0057 |
1.0057 |
1.0072 |
| S1 |
1.0001 |
1.0001 |
1.0032 |
1.0029 |
| S2 |
0.9960 |
0.9960 |
1.0023 |
|
| S3 |
0.9863 |
0.9904 |
1.0014 |
|
| S4 |
0.9766 |
0.9807 |
0.9988 |
|
|
| 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 |
1.8% |
0.0064 |
0.6% |
59% |
False |
False |
23,575 |
| 10 |
1.0114 |
0.9902 |
0.0212 |
2.1% |
0.0058 |
0.6% |
66% |
False |
False |
24,132 |
| 20 |
1.0114 |
0.9902 |
0.0212 |
2.1% |
0.0060 |
0.6% |
66% |
False |
False |
24,425 |
| 40 |
1.0341 |
0.9902 |
0.0439 |
4.4% |
0.0057 |
0.6% |
32% |
False |
False |
24,646 |
| 60 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0060 |
0.6% |
21% |
False |
False |
22,345 |
| 80 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0057 |
0.6% |
21% |
False |
False |
16,772 |
| 100 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0056 |
0.6% |
21% |
False |
False |
13,419 |
| 120 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0055 |
0.6% |
21% |
False |
False |
11,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0358 |
|
2.618 |
1.0259 |
|
1.618 |
1.0198 |
|
1.000 |
1.0160 |
|
0.618 |
1.0137 |
|
HIGH |
1.0099 |
|
0.618 |
1.0076 |
|
0.500 |
1.0069 |
|
0.382 |
1.0061 |
|
LOW |
1.0038 |
|
0.618 |
1.0000 |
|
1.000 |
0.9977 |
|
1.618 |
0.9939 |
|
2.618 |
0.9878 |
|
4.250 |
0.9779 |
|
|
| Fisher Pivots for day following 23-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0069 |
1.0076 |
| PP |
1.0059 |
1.0064 |
| S1 |
1.0050 |
1.0053 |
|