CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 13-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2018 |
13-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0073 |
1.0073 |
0.0000 |
0.0% |
1.0021 |
| High |
1.0092 |
1.0091 |
-0.0001 |
0.0% |
1.0118 |
| Low |
1.0039 |
1.0048 |
0.0009 |
0.1% |
0.9980 |
| Close |
1.0076 |
1.0068 |
-0.0008 |
-0.1% |
1.0115 |
| Range |
0.0053 |
0.0043 |
-0.0010 |
-18.9% |
0.0138 |
| ATR |
0.0063 |
0.0061 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
57,872 |
46,517 |
-11,355 |
-19.6% |
98,723 |
|
| Daily Pivots for day following 13-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0198 |
1.0176 |
1.0092 |
|
| R3 |
1.0155 |
1.0133 |
1.0080 |
|
| R2 |
1.0112 |
1.0112 |
1.0076 |
|
| R1 |
1.0090 |
1.0090 |
1.0072 |
1.0080 |
| PP |
1.0069 |
1.0069 |
1.0069 |
1.0064 |
| S1 |
1.0047 |
1.0047 |
1.0064 |
1.0037 |
| S2 |
1.0026 |
1.0026 |
1.0060 |
|
| S3 |
0.9983 |
1.0004 |
1.0056 |
|
| S4 |
0.9940 |
0.9961 |
1.0044 |
|
|
| 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% |
0.0071 |
0.7% |
54% |
False |
False |
37,655 |
| 10 |
1.0144 |
0.9980 |
0.0164 |
1.6% |
0.0064 |
0.6% |
54% |
False |
False |
28,612 |
| 20 |
1.0144 |
0.9938 |
0.0206 |
2.0% |
0.0061 |
0.6% |
63% |
False |
False |
25,509 |
| 40 |
1.0144 |
0.9902 |
0.0242 |
2.4% |
0.0058 |
0.6% |
69% |
False |
False |
24,960 |
| 60 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0060 |
0.6% |
25% |
False |
False |
25,419 |
| 80 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0060 |
0.6% |
25% |
False |
False |
21,331 |
| 100 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0057 |
0.6% |
25% |
False |
False |
17,067 |
| 120 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0056 |
0.6% |
25% |
False |
False |
14,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0274 |
|
2.618 |
1.0204 |
|
1.618 |
1.0161 |
|
1.000 |
1.0134 |
|
0.618 |
1.0118 |
|
HIGH |
1.0091 |
|
0.618 |
1.0075 |
|
0.500 |
1.0070 |
|
0.382 |
1.0064 |
|
LOW |
1.0048 |
|
0.618 |
1.0021 |
|
1.000 |
1.0005 |
|
1.618 |
0.9978 |
|
2.618 |
0.9935 |
|
4.250 |
0.9865 |
|
|
| Fisher Pivots for day following 13-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0070 |
1.0092 |
| PP |
1.0069 |
1.0084 |
| S1 |
1.0069 |
1.0076 |
|