CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 19-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2018 |
19-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0050 |
1.0060 |
0.0010 |
0.1% |
1.0169 |
| High |
1.0068 |
1.0089 |
0.0021 |
0.2% |
1.0204 |
| Low |
1.0016 |
1.0004 |
-0.0012 |
-0.1% |
0.9984 |
| Close |
1.0058 |
1.0061 |
0.0003 |
0.0% |
1.0031 |
| Range |
0.0052 |
0.0085 |
0.0033 |
63.5% |
0.0220 |
| ATR |
0.0063 |
0.0064 |
0.0002 |
2.5% |
0.0000 |
| Volume |
20,888 |
29,042 |
8,154 |
39.0% |
130,153 |
|
| Daily Pivots for day following 19-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0306 |
1.0269 |
1.0108 |
|
| R3 |
1.0221 |
1.0184 |
1.0084 |
|
| R2 |
1.0136 |
1.0136 |
1.0077 |
|
| R1 |
1.0099 |
1.0099 |
1.0069 |
1.0118 |
| PP |
1.0051 |
1.0051 |
1.0051 |
1.0061 |
| S1 |
1.0014 |
1.0014 |
1.0053 |
1.0033 |
| S2 |
0.9966 |
0.9966 |
1.0045 |
|
| S3 |
0.9881 |
0.9929 |
1.0038 |
|
| S4 |
0.9796 |
0.9844 |
1.0014 |
|
|
| 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% |
0.0066 |
0.7% |
55% |
False |
False |
25,821 |
| 10 |
1.0204 |
0.9984 |
0.0220 |
2.2% |
0.0066 |
0.7% |
35% |
False |
False |
24,846 |
| 20 |
1.0219 |
0.9984 |
0.0235 |
2.3% |
0.0063 |
0.6% |
33% |
False |
False |
23,390 |
| 40 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0065 |
0.6% |
24% |
False |
False |
17,058 |
| 60 |
1.0320 |
0.9984 |
0.0336 |
3.3% |
0.0060 |
0.6% |
23% |
False |
False |
11,388 |
| 80 |
1.0759 |
0.9984 |
0.0775 |
7.7% |
0.0060 |
0.6% |
10% |
False |
False |
8,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0450 |
|
2.618 |
1.0312 |
|
1.618 |
1.0227 |
|
1.000 |
1.0174 |
|
0.618 |
1.0142 |
|
HIGH |
1.0089 |
|
0.618 |
1.0057 |
|
0.500 |
1.0047 |
|
0.382 |
1.0036 |
|
LOW |
1.0004 |
|
0.618 |
0.9951 |
|
1.000 |
0.9919 |
|
1.618 |
0.9866 |
|
2.618 |
0.9781 |
|
4.250 |
0.9643 |
|
|
| Fisher Pivots for day following 19-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0056 |
1.0065 |
| PP |
1.0051 |
1.0063 |
| S1 |
1.0047 |
1.0062 |
|