CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 29-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2018 |
29-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0029 |
1.0080 |
0.0051 |
0.5% |
1.0031 |
| High |
1.0091 |
1.0097 |
0.0006 |
0.1% |
1.0114 |
| Low |
1.0009 |
1.0036 |
0.0027 |
0.3% |
1.0017 |
| Close |
1.0086 |
1.0050 |
-0.0036 |
-0.4% |
1.0041 |
| Range |
0.0082 |
0.0061 |
-0.0021 |
-25.6% |
0.0097 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.4% |
0.0000 |
| Volume |
23,611 |
22,227 |
-1,384 |
-5.9% |
92,034 |
|
| Daily Pivots for day following 29-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0244 |
1.0208 |
1.0084 |
|
| R3 |
1.0183 |
1.0147 |
1.0067 |
|
| R2 |
1.0122 |
1.0122 |
1.0061 |
|
| R1 |
1.0086 |
1.0086 |
1.0056 |
1.0074 |
| PP |
1.0061 |
1.0061 |
1.0061 |
1.0055 |
| S1 |
1.0025 |
1.0025 |
1.0044 |
1.0013 |
| S2 |
1.0000 |
1.0000 |
1.0039 |
|
| S3 |
0.9939 |
0.9964 |
1.0033 |
|
| S4 |
0.9878 |
0.9903 |
1.0016 |
|
|
| 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 |
1.0099 |
1.0009 |
0.0090 |
0.9% |
0.0055 |
0.5% |
46% |
False |
False |
19,542 |
| 10 |
1.0114 |
0.9938 |
0.0176 |
1.8% |
0.0058 |
0.6% |
64% |
False |
False |
22,406 |
| 20 |
1.0114 |
0.9902 |
0.0212 |
2.1% |
0.0060 |
0.6% |
70% |
False |
False |
22,950 |
| 40 |
1.0212 |
0.9902 |
0.0310 |
3.1% |
0.0055 |
0.5% |
48% |
False |
False |
23,755 |
| 60 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0060 |
0.6% |
23% |
False |
False |
23,566 |
| 80 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0058 |
0.6% |
23% |
False |
False |
17,757 |
| 100 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0056 |
0.6% |
23% |
False |
False |
14,206 |
| 120 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0056 |
0.6% |
23% |
False |
False |
11,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0356 |
|
2.618 |
1.0257 |
|
1.618 |
1.0196 |
|
1.000 |
1.0158 |
|
0.618 |
1.0135 |
|
HIGH |
1.0097 |
|
0.618 |
1.0074 |
|
0.500 |
1.0067 |
|
0.382 |
1.0059 |
|
LOW |
1.0036 |
|
0.618 |
0.9998 |
|
1.000 |
0.9975 |
|
1.618 |
0.9937 |
|
2.618 |
0.9876 |
|
4.250 |
0.9777 |
|
|
| Fisher Pivots for day following 29-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0067 |
1.0053 |
| PP |
1.0061 |
1.0052 |
| S1 |
1.0056 |
1.0051 |
|