CME Swiss Franc Future March 2019
| Trading Metrics calculated at close of trading on 28-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2018 |
28-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0130 |
1.0198 |
0.0068 |
0.7% |
1.0142 |
| High |
1.0240 |
1.0288 |
0.0048 |
0.5% |
1.0288 |
| Low |
1.0124 |
1.0195 |
0.0071 |
0.7% |
1.0117 |
| Close |
1.0219 |
1.0218 |
-0.0001 |
0.0% |
1.0218 |
| Range |
0.0116 |
0.0093 |
-0.0023 |
-19.8% |
0.0171 |
| ATR |
0.0071 |
0.0072 |
0.0002 |
2.2% |
0.0000 |
| Volume |
32,605 |
29,770 |
-2,835 |
-8.7% |
91,875 |
|
| Daily Pivots for day following 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0513 |
1.0458 |
1.0269 |
|
| R3 |
1.0420 |
1.0365 |
1.0244 |
|
| R2 |
1.0327 |
1.0327 |
1.0235 |
|
| R1 |
1.0272 |
1.0272 |
1.0227 |
1.0300 |
| PP |
1.0234 |
1.0234 |
1.0234 |
1.0247 |
| S1 |
1.0179 |
1.0179 |
1.0209 |
1.0207 |
| S2 |
1.0141 |
1.0141 |
1.0201 |
|
| S3 |
1.0048 |
1.0086 |
1.0192 |
|
| S4 |
0.9955 |
0.9993 |
1.0167 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0721 |
1.0640 |
1.0312 |
|
| R3 |
1.0550 |
1.0469 |
1.0265 |
|
| R2 |
1.0379 |
1.0379 |
1.0249 |
|
| R1 |
1.0298 |
1.0298 |
1.0234 |
1.0339 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0228 |
| S1 |
1.0127 |
1.0127 |
1.0202 |
1.0168 |
| S2 |
1.0037 |
1.0037 |
1.0187 |
|
| S3 |
0.9866 |
0.9956 |
1.0171 |
|
| S4 |
0.9695 |
0.9785 |
1.0124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0288 |
1.0117 |
0.0171 |
1.7% |
0.0103 |
1.0% |
59% |
True |
False |
23,536 |
| 10 |
1.0288 |
1.0101 |
0.0187 |
1.8% |
0.0084 |
0.8% |
63% |
True |
False |
24,660 |
| 20 |
1.0288 |
1.0097 |
0.0191 |
1.9% |
0.0069 |
0.7% |
63% |
True |
False |
17,759 |
| 40 |
1.0288 |
1.0002 |
0.0286 |
2.8% |
0.0063 |
0.6% |
76% |
True |
False |
8,958 |
| 60 |
1.0308 |
1.0002 |
0.0306 |
3.0% |
0.0057 |
0.6% |
71% |
False |
False |
5,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0683 |
|
2.618 |
1.0531 |
|
1.618 |
1.0438 |
|
1.000 |
1.0381 |
|
0.618 |
1.0345 |
|
HIGH |
1.0288 |
|
0.618 |
1.0252 |
|
0.500 |
1.0242 |
|
0.382 |
1.0231 |
|
LOW |
1.0195 |
|
0.618 |
1.0138 |
|
1.000 |
1.0102 |
|
1.618 |
1.0045 |
|
2.618 |
0.9952 |
|
4.250 |
0.9800 |
|
|
| Fisher Pivots for day following 28-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0242 |
1.0213 |
| PP |
1.0234 |
1.0208 |
| S1 |
1.0226 |
1.0203 |
|