CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 20-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2018 |
20-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0167 |
1.0147 |
-0.0020 |
-0.2% |
1.0197 |
| High |
1.0185 |
1.0252 |
0.0067 |
0.7% |
1.0238 |
| Low |
1.0135 |
1.0137 |
0.0002 |
0.0% |
1.0101 |
| Close |
1.0149 |
1.0220 |
0.0071 |
0.7% |
1.0114 |
| Range |
0.0050 |
0.0115 |
0.0065 |
130.0% |
0.0137 |
| ATR |
0.0054 |
0.0059 |
0.0004 |
8.0% |
0.0000 |
| Volume |
25,077 |
33,689 |
8,612 |
34.3% |
132,644 |
|
| Daily Pivots for day following 20-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0548 |
1.0499 |
1.0283 |
|
| R3 |
1.0433 |
1.0384 |
1.0252 |
|
| R2 |
1.0318 |
1.0318 |
1.0241 |
|
| R1 |
1.0269 |
1.0269 |
1.0231 |
1.0294 |
| PP |
1.0203 |
1.0203 |
1.0203 |
1.0215 |
| S1 |
1.0154 |
1.0154 |
1.0209 |
1.0179 |
| S2 |
1.0088 |
1.0088 |
1.0199 |
|
| S3 |
0.9973 |
1.0039 |
1.0188 |
|
| S4 |
0.9858 |
0.9924 |
1.0157 |
|
|
| 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 |
1.0252 |
1.0101 |
0.0151 |
1.5% |
0.0065 |
0.6% |
79% |
True |
False |
25,783 |
| 10 |
1.0252 |
1.0101 |
0.0151 |
1.5% |
0.0059 |
0.6% |
79% |
True |
False |
23,357 |
| 20 |
1.0252 |
1.0097 |
0.0155 |
1.5% |
0.0057 |
0.6% |
79% |
True |
False |
11,945 |
| 40 |
1.0252 |
1.0002 |
0.0250 |
2.4% |
0.0057 |
0.6% |
87% |
True |
False |
6,024 |
| 60 |
1.0438 |
1.0002 |
0.0436 |
4.3% |
0.0052 |
0.5% |
50% |
False |
False |
4,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0741 |
|
2.618 |
1.0553 |
|
1.618 |
1.0438 |
|
1.000 |
1.0367 |
|
0.618 |
1.0323 |
|
HIGH |
1.0252 |
|
0.618 |
1.0208 |
|
0.500 |
1.0195 |
|
0.382 |
1.0181 |
|
LOW |
1.0137 |
|
0.618 |
1.0066 |
|
1.000 |
1.0022 |
|
1.618 |
0.9951 |
|
2.618 |
0.9836 |
|
4.250 |
0.9648 |
|
|
| Fisher Pivots for day following 20-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0212 |
1.0211 |
| PP |
1.0203 |
1.0202 |
| S1 |
1.0195 |
1.0194 |
|