CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 14-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2018 |
14-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0073 |
1.0063 |
-0.0010 |
-0.1% |
1.0098 |
| High |
1.0091 |
1.0068 |
-0.0023 |
-0.2% |
1.0144 |
| Low |
1.0048 |
1.0011 |
-0.0037 |
-0.4% |
1.0011 |
| Close |
1.0068 |
1.0022 |
-0.0046 |
-0.5% |
1.0022 |
| Range |
0.0043 |
0.0057 |
0.0014 |
32.6% |
0.0133 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
46,517 |
11,801 |
-34,716 |
-74.6% |
178,381 |
|
| Daily Pivots for day following 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0205 |
1.0170 |
1.0053 |
|
| R3 |
1.0148 |
1.0113 |
1.0038 |
|
| R2 |
1.0091 |
1.0091 |
1.0032 |
|
| R1 |
1.0056 |
1.0056 |
1.0027 |
1.0045 |
| PP |
1.0034 |
1.0034 |
1.0034 |
1.0028 |
| S1 |
0.9999 |
0.9999 |
1.0017 |
0.9988 |
| S2 |
0.9977 |
0.9977 |
1.0012 |
|
| S3 |
0.9920 |
0.9942 |
1.0006 |
|
| S4 |
0.9863 |
0.9885 |
0.9991 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0458 |
1.0373 |
1.0095 |
|
| R3 |
1.0325 |
1.0240 |
1.0059 |
|
| R2 |
1.0192 |
1.0192 |
1.0046 |
|
| R1 |
1.0107 |
1.0107 |
1.0034 |
1.0083 |
| PP |
1.0059 |
1.0059 |
1.0059 |
1.0047 |
| S1 |
0.9974 |
0.9974 |
1.0010 |
0.9950 |
| S2 |
0.9926 |
0.9926 |
0.9998 |
|
| S3 |
0.9793 |
0.9841 |
0.9985 |
|
| S4 |
0.9660 |
0.9708 |
0.9949 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0144 |
1.0011 |
0.0133 |
1.3% |
0.0055 |
0.5% |
8% |
False |
True |
35,676 |
| 10 |
1.0144 |
0.9980 |
0.0164 |
1.6% |
0.0064 |
0.6% |
26% |
False |
False |
27,710 |
| 20 |
1.0144 |
0.9938 |
0.0206 |
2.1% |
0.0061 |
0.6% |
41% |
False |
False |
24,729 |
| 40 |
1.0144 |
0.9902 |
0.0242 |
2.4% |
0.0058 |
0.6% |
50% |
False |
False |
24,516 |
| 60 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0060 |
0.6% |
18% |
False |
False |
25,122 |
| 80 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0060 |
0.6% |
18% |
False |
False |
21,478 |
| 100 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0057 |
0.6% |
18% |
False |
False |
17,185 |
| 120 |
1.0559 |
0.9902 |
0.0657 |
6.6% |
0.0056 |
0.6% |
18% |
False |
False |
14,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0310 |
|
2.618 |
1.0217 |
|
1.618 |
1.0160 |
|
1.000 |
1.0125 |
|
0.618 |
1.0103 |
|
HIGH |
1.0068 |
|
0.618 |
1.0046 |
|
0.500 |
1.0040 |
|
0.382 |
1.0033 |
|
LOW |
1.0011 |
|
0.618 |
0.9976 |
|
1.000 |
0.9954 |
|
1.618 |
0.9919 |
|
2.618 |
0.9862 |
|
4.250 |
0.9769 |
|
|
| Fisher Pivots for day following 14-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0040 |
1.0052 |
| PP |
1.0034 |
1.0042 |
| S1 |
1.0028 |
1.0032 |
|