CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 03-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2018 |
03-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0162 |
1.0125 |
-0.0037 |
-0.4% |
1.0195 |
| High |
1.0164 |
1.0152 |
-0.0012 |
-0.1% |
1.0219 |
| Low |
1.0098 |
1.0115 |
0.0017 |
0.2% |
1.0075 |
| Close |
1.0116 |
1.0136 |
0.0020 |
0.2% |
1.0155 |
| Range |
0.0066 |
0.0037 |
-0.0029 |
-43.9% |
0.0144 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
21,504 |
17,796 |
-3,708 |
-17.2% |
111,293 |
|
| Daily Pivots for day following 03-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0245 |
1.0228 |
1.0156 |
|
| R3 |
1.0208 |
1.0191 |
1.0146 |
|
| R2 |
1.0171 |
1.0171 |
1.0143 |
|
| R1 |
1.0154 |
1.0154 |
1.0139 |
1.0163 |
| PP |
1.0134 |
1.0134 |
1.0134 |
1.0139 |
| S1 |
1.0117 |
1.0117 |
1.0133 |
1.0126 |
| S2 |
1.0097 |
1.0097 |
1.0129 |
|
| S3 |
1.0060 |
1.0080 |
1.0126 |
|
| S4 |
1.0023 |
1.0043 |
1.0116 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0582 |
1.0512 |
1.0234 |
|
| R3 |
1.0438 |
1.0368 |
1.0195 |
|
| R2 |
1.0294 |
1.0294 |
1.0181 |
|
| R1 |
1.0224 |
1.0224 |
1.0168 |
1.0187 |
| PP |
1.0150 |
1.0150 |
1.0150 |
1.0131 |
| S1 |
1.0080 |
1.0080 |
1.0142 |
1.0043 |
| S2 |
1.0006 |
1.0006 |
1.0129 |
|
| S3 |
0.9862 |
0.9936 |
1.0115 |
|
| S4 |
0.9718 |
0.9792 |
1.0076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0180 |
1.0075 |
0.0105 |
1.0% |
0.0062 |
0.6% |
58% |
False |
False |
23,167 |
| 10 |
1.0219 |
1.0075 |
0.0144 |
1.4% |
0.0060 |
0.6% |
42% |
False |
False |
21,146 |
| 20 |
1.0304 |
1.0075 |
0.0229 |
2.3% |
0.0064 |
0.6% |
27% |
False |
False |
20,113 |
| 40 |
1.0304 |
1.0055 |
0.0249 |
2.5% |
0.0061 |
0.6% |
33% |
False |
False |
10,252 |
| 60 |
1.0629 |
1.0055 |
0.0574 |
5.7% |
0.0058 |
0.6% |
14% |
False |
False |
6,838 |
| 80 |
1.0783 |
1.0055 |
0.0728 |
7.2% |
0.0057 |
0.6% |
11% |
False |
False |
5,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0309 |
|
2.618 |
1.0249 |
|
1.618 |
1.0212 |
|
1.000 |
1.0189 |
|
0.618 |
1.0175 |
|
HIGH |
1.0152 |
|
0.618 |
1.0138 |
|
0.500 |
1.0134 |
|
0.382 |
1.0129 |
|
LOW |
1.0115 |
|
0.618 |
1.0092 |
|
1.000 |
1.0078 |
|
1.618 |
1.0055 |
|
2.618 |
1.0018 |
|
4.250 |
0.9958 |
|
|
| Fisher Pivots for day following 03-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0135 |
1.0134 |
| PP |
1.0134 |
1.0132 |
| S1 |
1.0134 |
1.0130 |
|