CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 05-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2018 |
05-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0031 |
1.0033 |
0.0002 |
0.0% |
1.0042 |
| High |
1.0081 |
1.0040 |
-0.0041 |
-0.4% |
1.0097 |
| Low |
1.0019 |
1.0000 |
-0.0019 |
-0.2% |
1.0007 |
| Close |
1.0036 |
1.0032 |
-0.0004 |
0.0% |
1.0015 |
| Range |
0.0062 |
0.0040 |
-0.0022 |
-35.5% |
0.0090 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
19,388 |
12,714 |
-6,674 |
-34.4% |
99,616 |
|
| Daily Pivots for day following 05-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0144 |
1.0128 |
1.0054 |
|
| R3 |
1.0104 |
1.0088 |
1.0043 |
|
| R2 |
1.0064 |
1.0064 |
1.0039 |
|
| R1 |
1.0048 |
1.0048 |
1.0036 |
1.0036 |
| PP |
1.0024 |
1.0024 |
1.0024 |
1.0018 |
| S1 |
1.0008 |
1.0008 |
1.0028 |
0.9996 |
| S2 |
0.9984 |
0.9984 |
1.0025 |
|
| S3 |
0.9944 |
0.9968 |
1.0021 |
|
| S4 |
0.9904 |
0.9928 |
1.0010 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0310 |
1.0252 |
1.0065 |
|
| R3 |
1.0220 |
1.0162 |
1.0040 |
|
| R2 |
1.0130 |
1.0130 |
1.0032 |
|
| R1 |
1.0072 |
1.0072 |
1.0023 |
1.0056 |
| PP |
1.0040 |
1.0040 |
1.0040 |
1.0032 |
| S1 |
0.9982 |
0.9982 |
1.0007 |
0.9966 |
| S2 |
0.9950 |
0.9950 |
0.9999 |
|
| S3 |
0.9860 |
0.9892 |
0.9990 |
|
| S4 |
0.9770 |
0.9802 |
0.9966 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0097 |
1.0000 |
0.0097 |
1.0% |
0.0050 |
0.5% |
33% |
False |
True |
18,233 |
| 10 |
1.0099 |
1.0000 |
0.0099 |
1.0% |
0.0049 |
0.5% |
32% |
False |
True |
18,582 |
| 20 |
1.0114 |
0.9902 |
0.0212 |
2.1% |
0.0057 |
0.6% |
61% |
False |
False |
21,728 |
| 40 |
1.0212 |
0.9902 |
0.0310 |
3.1% |
0.0056 |
0.6% |
42% |
False |
False |
23,325 |
| 60 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0059 |
0.6% |
20% |
False |
False |
24,240 |
| 80 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0058 |
0.6% |
20% |
False |
False |
18,618 |
| 100 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0056 |
0.6% |
20% |
False |
False |
14,895 |
| 120 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0055 |
0.5% |
20% |
False |
False |
12,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0210 |
|
2.618 |
1.0145 |
|
1.618 |
1.0105 |
|
1.000 |
1.0080 |
|
0.618 |
1.0065 |
|
HIGH |
1.0040 |
|
0.618 |
1.0025 |
|
0.500 |
1.0020 |
|
0.382 |
1.0015 |
|
LOW |
1.0000 |
|
0.618 |
0.9975 |
|
1.000 |
0.9960 |
|
1.618 |
0.9935 |
|
2.618 |
0.9895 |
|
4.250 |
0.9830 |
|
|
| Fisher Pivots for day following 05-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0028 |
1.0041 |
| PP |
1.0024 |
1.0038 |
| S1 |
1.0020 |
1.0035 |
|