CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 27-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2018 |
27-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0042 |
1.0033 |
-0.0009 |
-0.1% |
1.0031 |
| High |
1.0064 |
1.0042 |
-0.0022 |
-0.2% |
1.0114 |
| Low |
1.0024 |
1.0013 |
-0.0011 |
-0.1% |
1.0017 |
| Close |
1.0027 |
1.0031 |
0.0004 |
0.0% |
1.0041 |
| Range |
0.0040 |
0.0029 |
-0.0011 |
-27.5% |
0.0097 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
14,762 |
18,197 |
3,435 |
23.3% |
92,034 |
|
| Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0116 |
1.0102 |
1.0047 |
|
| R3 |
1.0087 |
1.0073 |
1.0039 |
|
| R2 |
1.0058 |
1.0058 |
1.0036 |
|
| R1 |
1.0044 |
1.0044 |
1.0034 |
1.0037 |
| PP |
1.0029 |
1.0029 |
1.0029 |
1.0025 |
| S1 |
1.0015 |
1.0015 |
1.0028 |
1.0008 |
| S2 |
1.0000 |
1.0000 |
1.0026 |
|
| S3 |
0.9971 |
0.9986 |
1.0023 |
|
| S4 |
0.9942 |
0.9957 |
1.0015 |
|
|
| 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 |
1.0013 |
0.0101 |
1.0% |
0.0042 |
0.4% |
18% |
False |
True |
19,708 |
| 10 |
1.0114 |
0.9902 |
0.0212 |
2.1% |
0.0055 |
0.6% |
61% |
False |
False |
23,225 |
| 20 |
1.0114 |
0.9902 |
0.0212 |
2.1% |
0.0058 |
0.6% |
61% |
False |
False |
23,617 |
| 40 |
1.0242 |
0.9902 |
0.0340 |
3.4% |
0.0055 |
0.5% |
38% |
False |
False |
23,778 |
| 60 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0060 |
0.6% |
20% |
False |
False |
22,873 |
| 80 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0057 |
0.6% |
20% |
False |
False |
17,184 |
| 100 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0056 |
0.6% |
20% |
False |
False |
13,748 |
| 120 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0055 |
0.5% |
20% |
False |
False |
11,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0165 |
|
2.618 |
1.0118 |
|
1.618 |
1.0089 |
|
1.000 |
1.0071 |
|
0.618 |
1.0060 |
|
HIGH |
1.0042 |
|
0.618 |
1.0031 |
|
0.500 |
1.0028 |
|
0.382 |
1.0024 |
|
LOW |
1.0013 |
|
0.618 |
0.9995 |
|
1.000 |
0.9984 |
|
1.618 |
0.9966 |
|
2.618 |
0.9937 |
|
4.250 |
0.9890 |
|
|
| Fisher Pivots for day following 27-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0030 |
1.0056 |
| PP |
1.0029 |
1.0048 |
| S1 |
1.0028 |
1.0039 |
|