CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 11-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2018 |
11-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0141 |
1.0134 |
-0.0007 |
-0.1% |
1.0162 |
| High |
1.0149 |
1.0152 |
0.0003 |
0.0% |
1.0179 |
| Low |
1.0095 |
1.0090 |
-0.0005 |
0.0% |
1.0098 |
| Close |
1.0135 |
1.0096 |
-0.0039 |
-0.4% |
1.0160 |
| Range |
0.0054 |
0.0062 |
0.0008 |
14.8% |
0.0081 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.0% |
0.0000 |
| Volume |
21,899 |
27,187 |
5,288 |
24.1% |
82,699 |
|
| Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0299 |
1.0259 |
1.0130 |
|
| R3 |
1.0237 |
1.0197 |
1.0113 |
|
| R2 |
1.0175 |
1.0175 |
1.0107 |
|
| R1 |
1.0135 |
1.0135 |
1.0102 |
1.0124 |
| PP |
1.0113 |
1.0113 |
1.0113 |
1.0107 |
| S1 |
1.0073 |
1.0073 |
1.0090 |
1.0062 |
| S2 |
1.0051 |
1.0051 |
1.0085 |
|
| S3 |
0.9989 |
1.0011 |
1.0079 |
|
| S4 |
0.9927 |
0.9949 |
1.0062 |
|
|
| 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 |
1.0090 |
0.0114 |
1.1% |
0.0060 |
0.6% |
5% |
False |
True |
23,050 |
| 10 |
1.0204 |
1.0075 |
0.0129 |
1.3% |
0.0061 |
0.6% |
16% |
False |
False |
23,108 |
| 20 |
1.0258 |
1.0075 |
0.0183 |
1.8% |
0.0064 |
0.6% |
11% |
False |
False |
24,241 |
| 40 |
1.0304 |
1.0067 |
0.0237 |
2.3% |
0.0062 |
0.6% |
12% |
False |
False |
13,131 |
| 60 |
1.0573 |
1.0055 |
0.0518 |
5.1% |
0.0059 |
0.6% |
8% |
False |
False |
8,759 |
| 80 |
1.0762 |
1.0055 |
0.0707 |
7.0% |
0.0058 |
0.6% |
6% |
False |
False |
6,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0416 |
|
2.618 |
1.0314 |
|
1.618 |
1.0252 |
|
1.000 |
1.0214 |
|
0.618 |
1.0190 |
|
HIGH |
1.0152 |
|
0.618 |
1.0128 |
|
0.500 |
1.0121 |
|
0.382 |
1.0114 |
|
LOW |
1.0090 |
|
0.618 |
1.0052 |
|
1.000 |
1.0028 |
|
1.618 |
0.9990 |
|
2.618 |
0.9928 |
|
4.250 |
0.9827 |
|
|
| Fisher Pivots for day following 11-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0121 |
1.0147 |
| PP |
1.0113 |
1.0130 |
| S1 |
1.0104 |
1.0113 |
|