CME Swiss Franc Future March 2019
Trading Metrics calculated at close of trading on 03-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2018 |
03-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
1.0146 |
1.0122 |
-0.0024 |
-0.2% |
1.0146 |
High |
1.0154 |
1.0142 |
-0.0012 |
-0.1% |
1.0192 |
Low |
1.0104 |
1.0112 |
0.0008 |
0.1% |
1.0104 |
Close |
1.0110 |
1.0119 |
0.0009 |
0.1% |
1.0110 |
Range |
0.0050 |
0.0030 |
-0.0020 |
-40.0% |
0.0088 |
ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.0% |
0.0000 |
Volume |
561 |
296 |
-265 |
-47.2% |
1,903 |
|
Daily Pivots for day following 03-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0214 |
1.0197 |
1.0136 |
|
R3 |
1.0184 |
1.0167 |
1.0127 |
|
R2 |
1.0154 |
1.0154 |
1.0125 |
|
R1 |
1.0137 |
1.0137 |
1.0122 |
1.0131 |
PP |
1.0124 |
1.0124 |
1.0124 |
1.0121 |
S1 |
1.0107 |
1.0107 |
1.0116 |
1.0101 |
S2 |
1.0094 |
1.0094 |
1.0114 |
|
S3 |
1.0064 |
1.0077 |
1.0111 |
|
S4 |
1.0034 |
1.0047 |
1.0103 |
|
|
Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0399 |
1.0343 |
1.0158 |
|
R3 |
1.0311 |
1.0255 |
1.0134 |
|
R2 |
1.0223 |
1.0223 |
1.0126 |
|
R1 |
1.0167 |
1.0167 |
1.0118 |
1.0151 |
PP |
1.0135 |
1.0135 |
1.0135 |
1.0128 |
S1 |
1.0079 |
1.0079 |
1.0102 |
1.0063 |
S2 |
1.0047 |
1.0047 |
1.0094 |
|
S3 |
0.9959 |
0.9991 |
1.0086 |
|
S4 |
0.9871 |
0.9903 |
1.0062 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0270 |
2.618 |
1.0221 |
1.618 |
1.0191 |
1.000 |
1.0172 |
0.618 |
1.0161 |
HIGH |
1.0142 |
0.618 |
1.0131 |
0.500 |
1.0127 |
0.382 |
1.0123 |
LOW |
1.0112 |
0.618 |
1.0093 |
1.000 |
1.0082 |
1.618 |
1.0063 |
2.618 |
1.0033 |
4.250 |
0.9985 |
|
|
Fisher Pivots for day following 03-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
1.0127 |
1.0148 |
PP |
1.0124 |
1.0138 |
S1 |
1.0122 |
1.0129 |
|