CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 17-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2018 |
17-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0063 |
1.0020 |
-0.0043 |
-0.4% |
1.0098 |
| High |
1.0068 |
1.0082 |
0.0014 |
0.1% |
1.0144 |
| Low |
1.0011 |
1.0019 |
0.0008 |
0.1% |
1.0011 |
| Close |
1.0022 |
1.0076 |
0.0054 |
0.5% |
1.0022 |
| Range |
0.0057 |
0.0063 |
0.0006 |
10.5% |
0.0133 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.2% |
0.0000 |
| Volume |
11,801 |
736 |
-11,065 |
-93.8% |
178,381 |
|
| Daily Pivots for day following 17-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0248 |
1.0225 |
1.0111 |
|
| R3 |
1.0185 |
1.0162 |
1.0093 |
|
| R2 |
1.0122 |
1.0122 |
1.0088 |
|
| R1 |
1.0099 |
1.0099 |
1.0082 |
1.0111 |
| PP |
1.0059 |
1.0059 |
1.0059 |
1.0065 |
| S1 |
1.0036 |
1.0036 |
1.0070 |
1.0048 |
| S2 |
0.9996 |
0.9996 |
1.0064 |
|
| S3 |
0.9933 |
0.9973 |
1.0059 |
|
| S4 |
0.9870 |
0.9910 |
1.0041 |
|
|
| 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% |
0.0059 |
0.6% |
49% |
False |
False |
29,319 |
| 10 |
1.0144 |
0.9980 |
0.0164 |
1.6% |
0.0068 |
0.7% |
59% |
False |
False |
26,182 |
| 20 |
1.0144 |
0.9980 |
0.0164 |
1.6% |
0.0060 |
0.6% |
59% |
False |
False |
23,474 |
| 40 |
1.0144 |
0.9902 |
0.0242 |
2.4% |
0.0059 |
0.6% |
72% |
False |
False |
24,009 |
| 60 |
1.0518 |
0.9902 |
0.0616 |
6.1% |
0.0060 |
0.6% |
28% |
False |
False |
24,605 |
| 80 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0060 |
0.6% |
26% |
False |
False |
21,487 |
| 100 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0057 |
0.6% |
26% |
False |
False |
17,192 |
| 120 |
1.0559 |
0.9902 |
0.0657 |
6.5% |
0.0056 |
0.6% |
26% |
False |
False |
14,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0350 |
|
2.618 |
1.0247 |
|
1.618 |
1.0184 |
|
1.000 |
1.0145 |
|
0.618 |
1.0121 |
|
HIGH |
1.0082 |
|
0.618 |
1.0058 |
|
0.500 |
1.0051 |
|
0.382 |
1.0043 |
|
LOW |
1.0019 |
|
0.618 |
0.9980 |
|
1.000 |
0.9956 |
|
1.618 |
0.9917 |
|
2.618 |
0.9854 |
|
4.250 |
0.9751 |
|
|
| Fisher Pivots for day following 17-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0068 |
1.0068 |
| PP |
1.0059 |
1.0059 |
| S1 |
1.0051 |
1.0051 |
|