CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 18-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2018 |
18-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0116 |
1.0159 |
0.0043 |
0.4% |
1.0197 |
| High |
1.0175 |
1.0193 |
0.0018 |
0.2% |
1.0238 |
| Low |
1.0109 |
1.0155 |
0.0046 |
0.5% |
1.0101 |
| Close |
1.0167 |
1.0164 |
-0.0003 |
0.0% |
1.0114 |
| Range |
0.0066 |
0.0038 |
-0.0028 |
-42.4% |
0.0137 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
21,892 |
19,527 |
-2,365 |
-10.8% |
132,644 |
|
| Daily Pivots for day following 18-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0285 |
1.0262 |
1.0185 |
|
| R3 |
1.0247 |
1.0224 |
1.0174 |
|
| R2 |
1.0209 |
1.0209 |
1.0171 |
|
| R1 |
1.0186 |
1.0186 |
1.0167 |
1.0198 |
| PP |
1.0171 |
1.0171 |
1.0171 |
1.0176 |
| S1 |
1.0148 |
1.0148 |
1.0161 |
1.0160 |
| S2 |
1.0133 |
1.0133 |
1.0157 |
|
| S3 |
1.0095 |
1.0110 |
1.0154 |
|
| S4 |
1.0057 |
1.0072 |
1.0143 |
|
|
| 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 |
1.0193 |
1.0101 |
0.0092 |
0.9% |
0.0051 |
0.5% |
68% |
True |
False |
30,681 |
| 10 |
1.0238 |
1.0097 |
0.0141 |
1.4% |
0.0056 |
0.6% |
48% |
False |
False |
17,709 |
| 20 |
1.0238 |
1.0097 |
0.0141 |
1.4% |
0.0052 |
0.5% |
48% |
False |
False |
9,022 |
| 40 |
1.0238 |
1.0002 |
0.0236 |
2.3% |
0.0054 |
0.5% |
69% |
False |
False |
4,555 |
| 60 |
1.0559 |
1.0002 |
0.0557 |
5.5% |
0.0051 |
0.5% |
29% |
False |
False |
3,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0355 |
|
2.618 |
1.0292 |
|
1.618 |
1.0254 |
|
1.000 |
1.0231 |
|
0.618 |
1.0216 |
|
HIGH |
1.0193 |
|
0.618 |
1.0178 |
|
0.500 |
1.0174 |
|
0.382 |
1.0170 |
|
LOW |
1.0155 |
|
0.618 |
1.0132 |
|
1.000 |
1.0117 |
|
1.618 |
1.0094 |
|
2.618 |
1.0056 |
|
4.250 |
0.9994 |
|
|
| Fisher Pivots for day following 18-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0174 |
1.0158 |
| PP |
1.0171 |
1.0153 |
| S1 |
1.0167 |
1.0147 |
|