CME Swiss Franc Future September 2018
Trading Metrics calculated at close of trading on 12-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2018 |
12-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1.0134 |
1.0096 |
-0.0038 |
-0.4% |
1.0162 |
High |
1.0152 |
1.0105 |
-0.0047 |
-0.5% |
1.0179 |
Low |
1.0090 |
1.0025 |
-0.0065 |
-0.6% |
1.0098 |
Close |
1.0096 |
1.0029 |
-0.0067 |
-0.7% |
1.0160 |
Range |
0.0062 |
0.0080 |
0.0018 |
29.0% |
0.0081 |
ATR |
0.0062 |
0.0063 |
0.0001 |
2.1% |
0.0000 |
Volume |
27,187 |
28,655 |
1,468 |
5.4% |
82,699 |
|
Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0293 |
1.0241 |
1.0073 |
|
R3 |
1.0213 |
1.0161 |
1.0051 |
|
R2 |
1.0133 |
1.0133 |
1.0044 |
|
R1 |
1.0081 |
1.0081 |
1.0036 |
1.0067 |
PP |
1.0053 |
1.0053 |
1.0053 |
1.0046 |
S1 |
1.0001 |
1.0001 |
1.0022 |
0.9987 |
S2 |
0.9973 |
0.9973 |
1.0014 |
|
S3 |
0.9893 |
0.9921 |
1.0007 |
|
S4 |
0.9813 |
0.9841 |
0.9985 |
|
|
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 |
1.0025 |
0.0179 |
1.8% |
0.0067 |
0.7% |
2% |
False |
True |
23,872 |
10 |
1.0204 |
1.0025 |
0.0179 |
1.8% |
0.0060 |
0.6% |
2% |
False |
True |
23,745 |
20 |
1.0258 |
1.0025 |
0.0233 |
2.3% |
0.0065 |
0.6% |
2% |
False |
True |
23,199 |
40 |
1.0304 |
1.0025 |
0.0279 |
2.8% |
0.0063 |
0.6% |
1% |
False |
True |
13,846 |
60 |
1.0494 |
1.0025 |
0.0469 |
4.7% |
0.0059 |
0.6% |
1% |
False |
True |
9,237 |
80 |
1.0762 |
1.0025 |
0.0737 |
7.3% |
0.0058 |
0.6% |
1% |
False |
True |
6,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0445 |
2.618 |
1.0314 |
1.618 |
1.0234 |
1.000 |
1.0185 |
0.618 |
1.0154 |
HIGH |
1.0105 |
0.618 |
1.0074 |
0.500 |
1.0065 |
0.382 |
1.0056 |
LOW |
1.0025 |
0.618 |
0.9976 |
1.000 |
0.9945 |
1.618 |
0.9896 |
2.618 |
0.9816 |
4.250 |
0.9685 |
|
|
Fisher Pivots for day following 12-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1.0065 |
1.0089 |
PP |
1.0053 |
1.0069 |
S1 |
1.0041 |
1.0049 |
|