CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 17-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2018 |
17-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0035 |
1.0086 |
0.0051 |
0.5% |
1.0169 |
| High |
1.0089 |
1.0125 |
0.0036 |
0.4% |
1.0204 |
| Low |
1.0027 |
1.0049 |
0.0022 |
0.2% |
0.9984 |
| Close |
1.0086 |
1.0058 |
-0.0028 |
-0.3% |
1.0031 |
| Range |
0.0062 |
0.0076 |
0.0014 |
22.6% |
0.0220 |
| ATR |
0.0063 |
0.0063 |
0.0001 |
1.5% |
0.0000 |
| Volume |
21,827 |
27,702 |
5,875 |
26.9% |
130,153 |
|
| Daily Pivots for day following 17-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0305 |
1.0258 |
1.0100 |
|
| R3 |
1.0229 |
1.0182 |
1.0079 |
|
| R2 |
1.0153 |
1.0153 |
1.0072 |
|
| R1 |
1.0106 |
1.0106 |
1.0065 |
1.0092 |
| PP |
1.0077 |
1.0077 |
1.0077 |
1.0070 |
| S1 |
1.0030 |
1.0030 |
1.0051 |
1.0016 |
| S2 |
1.0001 |
1.0001 |
1.0044 |
|
| S3 |
0.9925 |
0.9954 |
1.0037 |
|
| S4 |
0.9849 |
0.9878 |
1.0016 |
|
|
| 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 |
1.0152 |
0.9984 |
0.0168 |
1.7% |
0.0067 |
0.7% |
44% |
False |
False |
27,003 |
| 10 |
1.0204 |
0.9984 |
0.0220 |
2.2% |
0.0061 |
0.6% |
34% |
False |
False |
24,087 |
| 20 |
1.0219 |
0.9984 |
0.0235 |
2.3% |
0.0062 |
0.6% |
31% |
False |
False |
22,694 |
| 40 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0064 |
0.6% |
23% |
False |
False |
15,820 |
| 60 |
1.0388 |
0.9984 |
0.0404 |
4.0% |
0.0059 |
0.6% |
18% |
False |
False |
10,556 |
| 80 |
1.0762 |
0.9984 |
0.0778 |
7.7% |
0.0059 |
0.6% |
10% |
False |
False |
7,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0448 |
|
2.618 |
1.0324 |
|
1.618 |
1.0248 |
|
1.000 |
1.0201 |
|
0.618 |
1.0172 |
|
HIGH |
1.0125 |
|
0.618 |
1.0096 |
|
0.500 |
1.0087 |
|
0.382 |
1.0078 |
|
LOW |
1.0049 |
|
0.618 |
1.0002 |
|
1.000 |
0.9973 |
|
1.618 |
0.9926 |
|
2.618 |
0.9850 |
|
4.250 |
0.9726 |
|
|
| Fisher Pivots for day following 17-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0087 |
1.0057 |
| PP |
1.0077 |
1.0056 |
| S1 |
1.0068 |
1.0055 |
|