CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 18-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2018 |
18-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0086 |
1.0050 |
-0.0036 |
-0.4% |
1.0169 |
| High |
1.0125 |
1.0068 |
-0.0057 |
-0.6% |
1.0204 |
| Low |
1.0049 |
1.0016 |
-0.0033 |
-0.3% |
0.9984 |
| Close |
1.0058 |
1.0058 |
0.0000 |
0.0% |
1.0031 |
| Range |
0.0076 |
0.0052 |
-0.0024 |
-31.6% |
0.0220 |
| ATR |
0.0063 |
0.0063 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
27,702 |
20,888 |
-6,814 |
-24.6% |
130,153 |
|
| Daily Pivots for day following 18-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0203 |
1.0183 |
1.0087 |
|
| R3 |
1.0151 |
1.0131 |
1.0072 |
|
| R2 |
1.0099 |
1.0099 |
1.0068 |
|
| R1 |
1.0079 |
1.0079 |
1.0063 |
1.0089 |
| PP |
1.0047 |
1.0047 |
1.0047 |
1.0053 |
| S1 |
1.0027 |
1.0027 |
1.0053 |
1.0037 |
| S2 |
0.9995 |
0.9995 |
1.0048 |
|
| S3 |
0.9943 |
0.9975 |
1.0044 |
|
| S4 |
0.9891 |
0.9923 |
1.0029 |
|
|
| 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 |
1.0125 |
0.9984 |
0.0141 |
1.4% |
0.0065 |
0.6% |
52% |
False |
False |
25,743 |
| 10 |
1.0204 |
0.9984 |
0.0220 |
2.2% |
0.0062 |
0.6% |
34% |
False |
False |
24,396 |
| 20 |
1.0219 |
0.9984 |
0.0235 |
2.3% |
0.0061 |
0.6% |
31% |
False |
False |
22,771 |
| 40 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0065 |
0.6% |
23% |
False |
False |
16,341 |
| 60 |
1.0366 |
0.9984 |
0.0382 |
3.8% |
0.0060 |
0.6% |
19% |
False |
False |
10,904 |
| 80 |
1.0762 |
0.9984 |
0.0778 |
7.7% |
0.0059 |
0.6% |
10% |
False |
False |
8,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0289 |
|
2.618 |
1.0204 |
|
1.618 |
1.0152 |
|
1.000 |
1.0120 |
|
0.618 |
1.0100 |
|
HIGH |
1.0068 |
|
0.618 |
1.0048 |
|
0.500 |
1.0042 |
|
0.382 |
1.0036 |
|
LOW |
1.0016 |
|
0.618 |
0.9984 |
|
1.000 |
0.9964 |
|
1.618 |
0.9932 |
|
2.618 |
0.9880 |
|
4.250 |
0.9795 |
|
|
| Fisher Pivots for day following 18-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0053 |
1.0071 |
| PP |
1.0047 |
1.0066 |
| S1 |
1.0042 |
1.0062 |
|