CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 25-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2018 |
25-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0118 |
1.0108 |
-0.0010 |
-0.1% |
1.0035 |
| High |
1.0123 |
1.0138 |
0.0015 |
0.1% |
1.0132 |
| Low |
1.0092 |
1.0095 |
0.0003 |
0.0% |
1.0004 |
| Close |
1.0107 |
1.0118 |
0.0011 |
0.1% |
1.0124 |
| Range |
0.0031 |
0.0043 |
0.0012 |
38.7% |
0.0128 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
23,010 |
20,419 |
-2,591 |
-11.3% |
129,986 |
|
| Daily Pivots for day following 25-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0246 |
1.0225 |
1.0142 |
|
| R3 |
1.0203 |
1.0182 |
1.0130 |
|
| R2 |
1.0160 |
1.0160 |
1.0126 |
|
| R1 |
1.0139 |
1.0139 |
1.0122 |
1.0150 |
| PP |
1.0117 |
1.0117 |
1.0117 |
1.0122 |
| S1 |
1.0096 |
1.0096 |
1.0114 |
1.0107 |
| S2 |
1.0074 |
1.0074 |
1.0110 |
|
| S3 |
1.0031 |
1.0053 |
1.0106 |
|
| S4 |
0.9988 |
1.0010 |
1.0094 |
|
|
| 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% |
0.0059 |
0.6% |
80% |
False |
False |
24,555 |
| 10 |
1.0147 |
0.9984 |
0.0163 |
1.6% |
0.0062 |
0.6% |
82% |
False |
False |
25,149 |
| 20 |
1.0204 |
0.9984 |
0.0220 |
2.2% |
0.0061 |
0.6% |
61% |
False |
False |
24,129 |
| 40 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0063 |
0.6% |
42% |
False |
False |
19,284 |
| 60 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0061 |
0.6% |
42% |
False |
False |
12,950 |
| 80 |
1.0639 |
0.9984 |
0.0655 |
6.5% |
0.0059 |
0.6% |
20% |
False |
False |
9,713 |
| 100 |
1.0864 |
0.9984 |
0.0880 |
8.7% |
0.0058 |
0.6% |
15% |
False |
False |
7,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0321 |
|
2.618 |
1.0251 |
|
1.618 |
1.0208 |
|
1.000 |
1.0181 |
|
0.618 |
1.0165 |
|
HIGH |
1.0138 |
|
0.618 |
1.0122 |
|
0.500 |
1.0117 |
|
0.382 |
1.0111 |
|
LOW |
1.0095 |
|
0.618 |
1.0068 |
|
1.000 |
1.0052 |
|
1.618 |
1.0025 |
|
2.618 |
0.9982 |
|
4.250 |
0.9912 |
|
|
| Fisher Pivots for day following 25-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0118 |
1.0120 |
| PP |
1.0117 |
1.0119 |
| S1 |
1.0117 |
1.0119 |
|