CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 24-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2018 |
24-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0128 |
1.0118 |
-0.0010 |
-0.1% |
1.0035 |
| High |
1.0147 |
1.0123 |
-0.0024 |
-0.2% |
1.0132 |
| Low |
1.0105 |
1.0092 |
-0.0013 |
-0.1% |
1.0004 |
| Close |
1.0116 |
1.0107 |
-0.0009 |
-0.1% |
1.0124 |
| Range |
0.0042 |
0.0031 |
-0.0011 |
-26.2% |
0.0128 |
| ATR |
0.0065 |
0.0062 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
19,777 |
23,010 |
3,233 |
16.3% |
129,986 |
|
| Daily Pivots for day following 24-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0200 |
1.0185 |
1.0124 |
|
| R3 |
1.0169 |
1.0154 |
1.0116 |
|
| R2 |
1.0138 |
1.0138 |
1.0113 |
|
| R1 |
1.0123 |
1.0123 |
1.0110 |
1.0115 |
| PP |
1.0107 |
1.0107 |
1.0107 |
1.0104 |
| S1 |
1.0092 |
1.0092 |
1.0104 |
1.0084 |
| S2 |
1.0076 |
1.0076 |
1.0101 |
|
| S3 |
1.0045 |
1.0061 |
1.0098 |
|
| S4 |
1.0014 |
1.0030 |
1.0090 |
|
|
| 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 |
1.0147 |
1.0004 |
0.0143 |
1.4% |
0.0061 |
0.6% |
72% |
False |
False |
24,648 |
| 10 |
1.0152 |
0.9984 |
0.0168 |
1.7% |
0.0064 |
0.6% |
73% |
False |
False |
25,826 |
| 20 |
1.0215 |
0.9984 |
0.0231 |
2.3% |
0.0063 |
0.6% |
53% |
False |
False |
24,010 |
| 40 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0065 |
0.6% |
38% |
False |
False |
18,789 |
| 60 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0061 |
0.6% |
38% |
False |
False |
12,609 |
| 80 |
1.0646 |
0.9984 |
0.0662 |
6.5% |
0.0059 |
0.6% |
19% |
False |
False |
9,458 |
| 100 |
1.0883 |
0.9984 |
0.0899 |
8.9% |
0.0058 |
0.6% |
14% |
False |
False |
7,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0255 |
|
2.618 |
1.0204 |
|
1.618 |
1.0173 |
|
1.000 |
1.0154 |
|
0.618 |
1.0142 |
|
HIGH |
1.0123 |
|
0.618 |
1.0111 |
|
0.500 |
1.0108 |
|
0.382 |
1.0104 |
|
LOW |
1.0092 |
|
0.618 |
1.0073 |
|
1.000 |
1.0061 |
|
1.618 |
1.0042 |
|
2.618 |
1.0011 |
|
4.250 |
0.9960 |
|
|
| Fisher Pivots for day following 24-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0108 |
1.0102 |
| PP |
1.0107 |
1.0097 |
| S1 |
1.0107 |
1.0092 |
|