CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 09-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2018 |
09-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0124 |
1.0169 |
0.0045 |
0.4% |
1.0162 |
| High |
1.0179 |
1.0204 |
0.0025 |
0.2% |
1.0179 |
| Low |
1.0116 |
1.0129 |
0.0013 |
0.1% |
1.0098 |
| Close |
1.0160 |
1.0141 |
-0.0019 |
-0.2% |
1.0160 |
| Range |
0.0063 |
0.0075 |
0.0012 |
19.0% |
0.0081 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.6% |
0.0000 |
| Volume |
18,854 |
22,765 |
3,911 |
20.7% |
82,699 |
|
| Daily Pivots for day following 09-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0383 |
1.0337 |
1.0182 |
|
| R3 |
1.0308 |
1.0262 |
1.0162 |
|
| R2 |
1.0233 |
1.0233 |
1.0155 |
|
| R1 |
1.0187 |
1.0187 |
1.0148 |
1.0173 |
| PP |
1.0158 |
1.0158 |
1.0158 |
1.0151 |
| S1 |
1.0112 |
1.0112 |
1.0134 |
1.0098 |
| S2 |
1.0083 |
1.0083 |
1.0127 |
|
| S3 |
1.0008 |
1.0037 |
1.0120 |
|
| S4 |
0.9933 |
0.9962 |
1.0100 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0389 |
1.0355 |
1.0205 |
|
| R3 |
1.0308 |
1.0274 |
1.0182 |
|
| R2 |
1.0227 |
1.0227 |
1.0175 |
|
| R1 |
1.0193 |
1.0193 |
1.0167 |
1.0170 |
| PP |
1.0146 |
1.0146 |
1.0146 |
1.0134 |
| S1 |
1.0112 |
1.0112 |
1.0153 |
1.0089 |
| S2 |
1.0065 |
1.0065 |
1.0145 |
|
| S3 |
0.9984 |
1.0031 |
1.0138 |
|
| S4 |
0.9903 |
0.9950 |
1.0115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0204 |
1.0098 |
0.0106 |
1.0% |
0.0057 |
0.6% |
41% |
True |
False |
21,092 |
| 10 |
1.0219 |
1.0075 |
0.0144 |
1.4% |
0.0060 |
0.6% |
46% |
False |
False |
21,675 |
| 20 |
1.0259 |
1.0075 |
0.0184 |
1.8% |
0.0062 |
0.6% |
36% |
False |
False |
23,094 |
| 40 |
1.0304 |
1.0067 |
0.0237 |
2.3% |
0.0062 |
0.6% |
31% |
False |
False |
11,904 |
| 60 |
1.0577 |
1.0055 |
0.0522 |
5.1% |
0.0059 |
0.6% |
16% |
False |
False |
7,941 |
| 80 |
1.0770 |
1.0055 |
0.0715 |
7.1% |
0.0058 |
0.6% |
12% |
False |
False |
5,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0523 |
|
2.618 |
1.0400 |
|
1.618 |
1.0325 |
|
1.000 |
1.0279 |
|
0.618 |
1.0250 |
|
HIGH |
1.0204 |
|
0.618 |
1.0175 |
|
0.500 |
1.0167 |
|
0.382 |
1.0158 |
|
LOW |
1.0129 |
|
0.618 |
1.0083 |
|
1.000 |
1.0054 |
|
1.618 |
1.0008 |
|
2.618 |
0.9933 |
|
4.250 |
0.9810 |
|
|
| Fisher Pivots for day following 09-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0167 |
1.0159 |
| PP |
1.0158 |
1.0153 |
| S1 |
1.0150 |
1.0147 |
|