CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 11-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2018 |
11-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0290 |
1.0261 |
-0.0029 |
-0.3% |
1.0211 |
| High |
1.0314 |
1.0317 |
0.0003 |
0.0% |
1.0301 |
| Low |
1.0290 |
1.0261 |
-0.0029 |
-0.3% |
1.0207 |
| Close |
1.0295 |
1.0261 |
-0.0034 |
-0.3% |
1.0301 |
| Range |
0.0024 |
0.0056 |
0.0032 |
133.3% |
0.0094 |
| ATR |
0.0039 |
0.0040 |
0.0001 |
3.1% |
0.0000 |
| Volume |
5 |
8 |
3 |
60.0% |
11 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0448 |
1.0410 |
1.0292 |
|
| R3 |
1.0392 |
1.0354 |
1.0276 |
|
| R2 |
1.0336 |
1.0336 |
1.0271 |
|
| R1 |
1.0298 |
1.0298 |
1.0266 |
1.0289 |
| PP |
1.0280 |
1.0280 |
1.0280 |
1.0275 |
| S1 |
1.0242 |
1.0242 |
1.0256 |
1.0233 |
| S2 |
1.0224 |
1.0224 |
1.0251 |
|
| S3 |
1.0168 |
1.0186 |
1.0246 |
|
| S4 |
1.0112 |
1.0130 |
1.0230 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0552 |
1.0520 |
1.0353 |
|
| R3 |
1.0458 |
1.0426 |
1.0327 |
|
| R2 |
1.0364 |
1.0364 |
1.0318 |
|
| R1 |
1.0332 |
1.0332 |
1.0310 |
1.0348 |
| PP |
1.0270 |
1.0270 |
1.0270 |
1.0278 |
| S1 |
1.0238 |
1.0238 |
1.0292 |
1.0254 |
| S2 |
1.0176 |
1.0176 |
1.0284 |
|
| S3 |
1.0082 |
1.0144 |
1.0275 |
|
| S4 |
0.9988 |
1.0050 |
1.0249 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0555 |
|
2.618 |
1.0464 |
|
1.618 |
1.0408 |
|
1.000 |
1.0373 |
|
0.618 |
1.0352 |
|
HIGH |
1.0317 |
|
0.618 |
1.0296 |
|
0.500 |
1.0289 |
|
0.382 |
1.0282 |
|
LOW |
1.0261 |
|
0.618 |
1.0226 |
|
1.000 |
1.0205 |
|
1.618 |
1.0170 |
|
2.618 |
1.0114 |
|
4.250 |
1.0023 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0289 |
1.0289 |
| PP |
1.0280 |
1.0280 |
| S1 |
1.0270 |
1.0270 |
|