CME Swiss Franc Future March 2019
| 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 |
1.0156 |
1.0151 |
-0.0005 |
0.0% |
1.0197 |
| High |
1.0182 |
1.0158 |
-0.0024 |
-0.2% |
1.0238 |
| Low |
1.0139 |
1.0101 |
-0.0038 |
-0.4% |
1.0101 |
| Close |
1.0159 |
1.0114 |
-0.0045 |
-0.4% |
1.0114 |
| Range |
0.0043 |
0.0057 |
0.0014 |
32.6% |
0.0137 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.4% |
0.0000 |
| Volume |
38,627 |
28,734 |
-9,893 |
-25.6% |
132,644 |
|
| Daily Pivots for day following 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0295 |
1.0262 |
1.0145 |
|
| R3 |
1.0238 |
1.0205 |
1.0130 |
|
| R2 |
1.0181 |
1.0181 |
1.0124 |
|
| R1 |
1.0148 |
1.0148 |
1.0119 |
1.0136 |
| PP |
1.0124 |
1.0124 |
1.0124 |
1.0119 |
| S1 |
1.0091 |
1.0091 |
1.0109 |
1.0079 |
| S2 |
1.0067 |
1.0067 |
1.0104 |
|
| S3 |
1.0010 |
1.0034 |
1.0098 |
|
| S4 |
0.9953 |
0.9977 |
1.0083 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0562 |
1.0475 |
1.0189 |
|
| R3 |
1.0425 |
1.0338 |
1.0152 |
|
| R2 |
1.0288 |
1.0288 |
1.0139 |
|
| R1 |
1.0201 |
1.0201 |
1.0127 |
1.0176 |
| PP |
1.0151 |
1.0151 |
1.0151 |
1.0139 |
| S1 |
1.0064 |
1.0064 |
1.0101 |
1.0039 |
| S2 |
1.0014 |
1.0014 |
1.0089 |
|
| S3 |
0.9877 |
0.9927 |
1.0076 |
|
| S4 |
0.9740 |
0.9790 |
1.0039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0238 |
1.0101 |
0.0137 |
1.4% |
0.0054 |
0.5% |
9% |
False |
True |
26,528 |
| 10 |
1.0238 |
1.0097 |
0.0141 |
1.4% |
0.0055 |
0.5% |
12% |
False |
False |
13,675 |
| 20 |
1.0238 |
1.0036 |
0.0202 |
2.0% |
0.0056 |
0.5% |
39% |
False |
False |
6,990 |
| 40 |
1.0238 |
1.0002 |
0.0236 |
2.3% |
0.0053 |
0.5% |
47% |
False |
False |
3,520 |
| 60 |
1.0654 |
1.0002 |
0.0652 |
6.4% |
0.0050 |
0.5% |
17% |
False |
False |
2,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0400 |
|
2.618 |
1.0307 |
|
1.618 |
1.0250 |
|
1.000 |
1.0215 |
|
0.618 |
1.0193 |
|
HIGH |
1.0158 |
|
0.618 |
1.0136 |
|
0.500 |
1.0130 |
|
0.382 |
1.0123 |
|
LOW |
1.0101 |
|
0.618 |
1.0066 |
|
1.000 |
1.0044 |
|
1.618 |
1.0009 |
|
2.618 |
0.9952 |
|
4.250 |
0.9859 |
|
|
| Fisher Pivots for day following 14-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0130 |
1.0143 |
| PP |
1.0124 |
1.0133 |
| S1 |
1.0119 |
1.0124 |
|