CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 20-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2018 |
20-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0060 |
1.0056 |
-0.0004 |
0.0% |
1.0035 |
| High |
1.0089 |
1.0132 |
0.0043 |
0.4% |
1.0132 |
| Low |
1.0004 |
1.0037 |
0.0033 |
0.3% |
1.0004 |
| Close |
1.0061 |
1.0124 |
0.0063 |
0.6% |
1.0124 |
| Range |
0.0085 |
0.0095 |
0.0010 |
11.8% |
0.0128 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
3.4% |
0.0000 |
| Volume |
29,042 |
30,527 |
1,485 |
5.1% |
129,986 |
|
| Daily Pivots for day following 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0383 |
1.0348 |
1.0176 |
|
| R3 |
1.0288 |
1.0253 |
1.0150 |
|
| R2 |
1.0193 |
1.0193 |
1.0141 |
|
| R1 |
1.0158 |
1.0158 |
1.0133 |
1.0176 |
| PP |
1.0098 |
1.0098 |
1.0098 |
1.0106 |
| S1 |
1.0063 |
1.0063 |
1.0115 |
1.0081 |
| S2 |
1.0003 |
1.0003 |
1.0107 |
|
| S3 |
0.9908 |
0.9968 |
1.0098 |
|
| S4 |
0.9813 |
0.9873 |
1.0072 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0471 |
1.0425 |
1.0194 |
|
| R3 |
1.0343 |
1.0297 |
1.0159 |
|
| R2 |
1.0215 |
1.0215 |
1.0147 |
|
| R1 |
1.0169 |
1.0169 |
1.0136 |
1.0192 |
| PP |
1.0087 |
1.0087 |
1.0087 |
1.0098 |
| S1 |
1.0041 |
1.0041 |
1.0112 |
1.0064 |
| S2 |
0.9959 |
0.9959 |
1.0101 |
|
| S3 |
0.9831 |
0.9913 |
1.0089 |
|
| S4 |
0.9703 |
0.9785 |
1.0054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0132 |
1.0004 |
0.0128 |
1.3% |
0.0074 |
0.7% |
94% |
True |
False |
25,997 |
| 10 |
1.0204 |
0.9984 |
0.0220 |
2.2% |
0.0069 |
0.7% |
64% |
False |
False |
26,013 |
| 20 |
1.0219 |
0.9984 |
0.0235 |
2.3% |
0.0063 |
0.6% |
60% |
False |
False |
23,567 |
| 40 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0065 |
0.6% |
44% |
False |
False |
17,722 |
| 60 |
1.0310 |
0.9984 |
0.0326 |
3.2% |
0.0061 |
0.6% |
43% |
False |
False |
11,896 |
| 80 |
1.0724 |
0.9984 |
0.0740 |
7.3% |
0.0060 |
0.6% |
19% |
False |
False |
8,924 |
| 100 |
1.0883 |
0.9984 |
0.0899 |
8.9% |
0.0059 |
0.6% |
16% |
False |
False |
7,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0536 |
|
2.618 |
1.0381 |
|
1.618 |
1.0286 |
|
1.000 |
1.0227 |
|
0.618 |
1.0191 |
|
HIGH |
1.0132 |
|
0.618 |
1.0096 |
|
0.500 |
1.0085 |
|
0.382 |
1.0073 |
|
LOW |
1.0037 |
|
0.618 |
0.9978 |
|
1.000 |
0.9942 |
|
1.618 |
0.9883 |
|
2.618 |
0.9788 |
|
4.250 |
0.9633 |
|
|
| Fisher Pivots for day following 20-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0111 |
1.0105 |
| PP |
1.0098 |
1.0087 |
| S1 |
1.0085 |
1.0068 |
|