CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 10-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2018 |
10-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0169 |
1.0141 |
-0.0028 |
-0.3% |
1.0162 |
| High |
1.0204 |
1.0149 |
-0.0055 |
-0.5% |
1.0179 |
| Low |
1.0129 |
1.0095 |
-0.0034 |
-0.3% |
1.0098 |
| Close |
1.0141 |
1.0135 |
-0.0006 |
-0.1% |
1.0160 |
| Range |
0.0075 |
0.0054 |
-0.0021 |
-28.0% |
0.0081 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
22,765 |
21,899 |
-866 |
-3.8% |
82,699 |
|
| Daily Pivots for day following 10-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0288 |
1.0266 |
1.0165 |
|
| R3 |
1.0234 |
1.0212 |
1.0150 |
|
| R2 |
1.0180 |
1.0180 |
1.0145 |
|
| R1 |
1.0158 |
1.0158 |
1.0140 |
1.0142 |
| PP |
1.0126 |
1.0126 |
1.0126 |
1.0119 |
| S1 |
1.0104 |
1.0104 |
1.0130 |
1.0088 |
| S2 |
1.0072 |
1.0072 |
1.0125 |
|
| S3 |
1.0018 |
1.0050 |
1.0120 |
|
| S4 |
0.9964 |
0.9996 |
1.0105 |
|
|
| 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 |
1.0095 |
0.0109 |
1.1% |
0.0055 |
0.5% |
37% |
False |
True |
21,171 |
| 10 |
1.0215 |
1.0075 |
0.0140 |
1.4% |
0.0061 |
0.6% |
43% |
False |
False |
22,194 |
| 20 |
1.0259 |
1.0075 |
0.0184 |
1.8% |
0.0063 |
0.6% |
33% |
False |
False |
23,677 |
| 40 |
1.0304 |
1.0067 |
0.0237 |
2.3% |
0.0062 |
0.6% |
29% |
False |
False |
12,451 |
| 60 |
1.0577 |
1.0055 |
0.0522 |
5.2% |
0.0059 |
0.6% |
15% |
False |
False |
8,306 |
| 80 |
1.0762 |
1.0055 |
0.0707 |
7.0% |
0.0058 |
0.6% |
11% |
False |
False |
6,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0379 |
|
2.618 |
1.0290 |
|
1.618 |
1.0236 |
|
1.000 |
1.0203 |
|
0.618 |
1.0182 |
|
HIGH |
1.0149 |
|
0.618 |
1.0128 |
|
0.500 |
1.0122 |
|
0.382 |
1.0116 |
|
LOW |
1.0095 |
|
0.618 |
1.0062 |
|
1.000 |
1.0041 |
|
1.618 |
1.0008 |
|
2.618 |
0.9954 |
|
4.250 |
0.9866 |
|
|
| Fisher Pivots for day following 10-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0131 |
1.0150 |
| PP |
1.0126 |
1.0145 |
| S1 |
1.0122 |
1.0140 |
|