CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 12-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2018 |
12-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0104 |
1.0073 |
-0.0031 |
-0.3% |
1.0021 |
| High |
1.0144 |
1.0092 |
-0.0052 |
-0.5% |
1.0118 |
| Low |
1.0067 |
1.0039 |
-0.0028 |
-0.3% |
0.9980 |
| Close |
1.0077 |
1.0076 |
-0.0001 |
0.0% |
1.0115 |
| Range |
0.0077 |
0.0053 |
-0.0024 |
-31.2% |
0.0138 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
29,669 |
57,872 |
28,203 |
95.1% |
98,723 |
|
| Daily Pivots for day following 12-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0228 |
1.0205 |
1.0105 |
|
| R3 |
1.0175 |
1.0152 |
1.0091 |
|
| R2 |
1.0122 |
1.0122 |
1.0086 |
|
| R1 |
1.0099 |
1.0099 |
1.0081 |
1.0111 |
| PP |
1.0069 |
1.0069 |
1.0069 |
1.0075 |
| S1 |
1.0046 |
1.0046 |
1.0071 |
1.0058 |
| S2 |
1.0016 |
1.0016 |
1.0066 |
|
| S3 |
0.9963 |
0.9993 |
1.0061 |
|
| S4 |
0.9910 |
0.9940 |
1.0047 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0485 |
1.0438 |
1.0191 |
|
| R3 |
1.0347 |
1.0300 |
1.0153 |
|
| R2 |
1.0209 |
1.0209 |
1.0140 |
|
| R1 |
1.0162 |
1.0162 |
1.0128 |
1.0186 |
| PP |
1.0071 |
1.0071 |
1.0071 |
1.0083 |
| S1 |
1.0024 |
1.0024 |
1.0102 |
1.0048 |
| S2 |
0.9933 |
0.9933 |
1.0090 |
|
| S3 |
0.9795 |
0.9886 |
1.0077 |
|
| S4 |
0.9657 |
0.9748 |
1.0039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0144 |
0.9980 |
0.0164 |
1.6% |
0.0082 |
0.8% |
59% |
False |
False |
34,133 |
| 10 |
1.0144 |
0.9980 |
0.0164 |
1.6% |
0.0066 |
0.7% |
59% |
False |
False |
26,183 |
| 20 |
1.0144 |
0.9924 |
0.0220 |
2.2% |
0.0062 |
0.6% |
69% |
False |
False |
24,568 |
| 40 |
1.0155 |
0.9902 |
0.0253 |
2.5% |
0.0059 |
0.6% |
69% |
False |
False |
24,367 |
| 60 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0061 |
0.6% |
26% |
False |
False |
25,051 |
| 80 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0060 |
0.6% |
26% |
False |
False |
20,750 |
| 100 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0056 |
0.6% |
26% |
False |
False |
16,602 |
| 120 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0056 |
0.6% |
26% |
False |
False |
13,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0317 |
|
2.618 |
1.0231 |
|
1.618 |
1.0178 |
|
1.000 |
1.0145 |
|
0.618 |
1.0125 |
|
HIGH |
1.0092 |
|
0.618 |
1.0072 |
|
0.500 |
1.0066 |
|
0.382 |
1.0059 |
|
LOW |
1.0039 |
|
0.618 |
1.0006 |
|
1.000 |
0.9986 |
|
1.618 |
0.9953 |
|
2.618 |
0.9900 |
|
4.250 |
0.9814 |
|
|
| Fisher Pivots for day following 12-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0073 |
1.0092 |
| PP |
1.0069 |
1.0086 |
| S1 |
1.0066 |
1.0081 |
|