CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 05-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2018 |
05-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0125 |
1.0141 |
0.0016 |
0.2% |
1.0195 |
| High |
1.0152 |
1.0158 |
0.0006 |
0.1% |
1.0219 |
| Low |
1.0115 |
1.0113 |
-0.0002 |
0.0% |
1.0075 |
| Close |
1.0136 |
1.0119 |
-0.0017 |
-0.2% |
1.0155 |
| Range |
0.0037 |
0.0045 |
0.0008 |
21.6% |
0.0144 |
| ATR |
0.0063 |
0.0061 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
17,796 |
24,545 |
6,749 |
37.9% |
111,293 |
|
| Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0265 |
1.0237 |
1.0144 |
|
| R3 |
1.0220 |
1.0192 |
1.0131 |
|
| R2 |
1.0175 |
1.0175 |
1.0127 |
|
| R1 |
1.0147 |
1.0147 |
1.0123 |
1.0139 |
| PP |
1.0130 |
1.0130 |
1.0130 |
1.0126 |
| S1 |
1.0102 |
1.0102 |
1.0115 |
1.0094 |
| S2 |
1.0085 |
1.0085 |
1.0111 |
|
| S3 |
1.0040 |
1.0057 |
1.0107 |
|
| S4 |
0.9995 |
1.0012 |
1.0094 |
|
|
| 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 |
1.0174 |
1.0075 |
0.0099 |
1.0% |
0.0054 |
0.5% |
44% |
False |
False |
23,619 |
| 10 |
1.0219 |
1.0075 |
0.0144 |
1.4% |
0.0060 |
0.6% |
31% |
False |
False |
21,934 |
| 20 |
1.0304 |
1.0075 |
0.0229 |
2.3% |
0.0064 |
0.6% |
19% |
False |
False |
21,180 |
| 40 |
1.0304 |
1.0055 |
0.0249 |
2.5% |
0.0061 |
0.6% |
26% |
False |
False |
10,866 |
| 60 |
1.0606 |
1.0055 |
0.0551 |
5.4% |
0.0058 |
0.6% |
12% |
False |
False |
7,248 |
| 80 |
1.0783 |
1.0055 |
0.0728 |
7.2% |
0.0058 |
0.6% |
9% |
False |
False |
5,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0349 |
|
2.618 |
1.0276 |
|
1.618 |
1.0231 |
|
1.000 |
1.0203 |
|
0.618 |
1.0186 |
|
HIGH |
1.0158 |
|
0.618 |
1.0141 |
|
0.500 |
1.0136 |
|
0.382 |
1.0130 |
|
LOW |
1.0113 |
|
0.618 |
1.0085 |
|
1.000 |
1.0068 |
|
1.618 |
1.0040 |
|
2.618 |
0.9995 |
|
4.250 |
0.9922 |
|
|
| Fisher Pivots for day following 05-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0136 |
1.0131 |
| PP |
1.0130 |
1.0127 |
| S1 |
1.0125 |
1.0123 |
|