CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 13-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2018 |
13-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0096 |
1.0029 |
-0.0067 |
-0.7% |
1.0169 |
| High |
1.0105 |
1.0038 |
-0.0067 |
-0.7% |
1.0204 |
| Low |
1.0025 |
0.9984 |
-0.0041 |
-0.4% |
0.9984 |
| Close |
1.0029 |
1.0031 |
0.0002 |
0.0% |
1.0031 |
| Range |
0.0080 |
0.0054 |
-0.0026 |
-32.5% |
0.0220 |
| ATR |
0.0063 |
0.0063 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
28,655 |
29,647 |
992 |
3.5% |
130,153 |
|
| Daily Pivots for day following 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0180 |
1.0159 |
1.0061 |
|
| R3 |
1.0126 |
1.0105 |
1.0046 |
|
| R2 |
1.0072 |
1.0072 |
1.0041 |
|
| R1 |
1.0051 |
1.0051 |
1.0036 |
1.0061 |
| PP |
1.0018 |
1.0018 |
1.0018 |
1.0023 |
| S1 |
0.9997 |
0.9997 |
1.0026 |
1.0008 |
| S2 |
0.9964 |
0.9964 |
1.0021 |
|
| S3 |
0.9910 |
0.9943 |
1.0016 |
|
| S4 |
0.9856 |
0.9889 |
1.0001 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0733 |
1.0602 |
1.0152 |
|
| R3 |
1.0513 |
1.0382 |
1.0091 |
|
| R2 |
1.0293 |
1.0293 |
1.0071 |
|
| R1 |
1.0162 |
1.0162 |
1.0051 |
1.0118 |
| PP |
1.0073 |
1.0073 |
1.0073 |
1.0051 |
| S1 |
0.9942 |
0.9942 |
1.0011 |
0.9898 |
| S2 |
0.9853 |
0.9853 |
0.9991 |
|
| S3 |
0.9633 |
0.9722 |
0.9971 |
|
| S4 |
0.9413 |
0.9502 |
0.9910 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0204 |
0.9984 |
0.0220 |
2.2% |
0.0065 |
0.6% |
21% |
False |
True |
26,030 |
| 10 |
1.0204 |
0.9984 |
0.0220 |
2.2% |
0.0062 |
0.6% |
21% |
False |
True |
24,475 |
| 20 |
1.0219 |
0.9984 |
0.0235 |
2.3% |
0.0060 |
0.6% |
20% |
False |
True |
22,639 |
| 40 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0063 |
0.6% |
15% |
False |
True |
14,586 |
| 60 |
1.0475 |
0.9984 |
0.0491 |
4.9% |
0.0059 |
0.6% |
10% |
False |
True |
9,731 |
| 80 |
1.0762 |
0.9984 |
0.0778 |
7.8% |
0.0059 |
0.6% |
6% |
False |
True |
7,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0267 |
|
2.618 |
1.0179 |
|
1.618 |
1.0125 |
|
1.000 |
1.0092 |
|
0.618 |
1.0071 |
|
HIGH |
1.0038 |
|
0.618 |
1.0017 |
|
0.500 |
1.0011 |
|
0.382 |
1.0005 |
|
LOW |
0.9984 |
|
0.618 |
0.9951 |
|
1.000 |
0.9930 |
|
1.618 |
0.9897 |
|
2.618 |
0.9843 |
|
4.250 |
0.9755 |
|
|
| Fisher Pivots for day following 13-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0024 |
1.0068 |
| PP |
1.0018 |
1.0056 |
| S1 |
1.0011 |
1.0043 |
|