CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 30-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2018 |
30-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0098 |
1.0098 |
0.0000 |
0.0% |
1.0128 |
| High |
1.0109 |
1.0164 |
0.0055 |
0.5% |
1.0147 |
| Low |
1.0063 |
1.0083 |
0.0020 |
0.2% |
1.0063 |
| Close |
1.0101 |
1.0163 |
0.0062 |
0.6% |
1.0101 |
| Range |
0.0046 |
0.0081 |
0.0035 |
76.1% |
0.0084 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
2.6% |
0.0000 |
| Volume |
22,844 |
25,415 |
2,571 |
11.3% |
105,831 |
|
| Daily Pivots for day following 30-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0380 |
1.0352 |
1.0208 |
|
| R3 |
1.0299 |
1.0271 |
1.0185 |
|
| R2 |
1.0218 |
1.0218 |
1.0178 |
|
| R1 |
1.0190 |
1.0190 |
1.0170 |
1.0204 |
| PP |
1.0137 |
1.0137 |
1.0137 |
1.0144 |
| S1 |
1.0109 |
1.0109 |
1.0156 |
1.0123 |
| S2 |
1.0056 |
1.0056 |
1.0148 |
|
| S3 |
0.9975 |
1.0028 |
1.0141 |
|
| S4 |
0.9894 |
0.9947 |
1.0118 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0356 |
1.0312 |
1.0147 |
|
| R3 |
1.0272 |
1.0228 |
1.0124 |
|
| R2 |
1.0188 |
1.0188 |
1.0116 |
|
| R1 |
1.0144 |
1.0144 |
1.0109 |
1.0124 |
| PP |
1.0104 |
1.0104 |
1.0104 |
1.0094 |
| S1 |
1.0060 |
1.0060 |
1.0093 |
1.0040 |
| S2 |
1.0020 |
1.0020 |
1.0086 |
|
| S3 |
0.9936 |
0.9976 |
1.0078 |
|
| S4 |
0.9852 |
0.9892 |
1.0055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0164 |
1.0063 |
0.0101 |
1.0% |
0.0050 |
0.5% |
99% |
True |
False |
22,293 |
| 10 |
1.0164 |
1.0004 |
0.0160 |
1.6% |
0.0060 |
0.6% |
99% |
True |
False |
23,940 |
| 20 |
1.0204 |
0.9984 |
0.0220 |
2.2% |
0.0060 |
0.6% |
81% |
False |
False |
23,704 |
| 40 |
1.0304 |
0.9984 |
0.0320 |
3.1% |
0.0063 |
0.6% |
56% |
False |
False |
20,963 |
| 60 |
1.0304 |
0.9984 |
0.0320 |
3.1% |
0.0061 |
0.6% |
56% |
False |
False |
14,082 |
| 80 |
1.0629 |
0.9984 |
0.0645 |
6.3% |
0.0059 |
0.6% |
28% |
False |
False |
10,564 |
| 100 |
1.0788 |
0.9984 |
0.0804 |
7.9% |
0.0058 |
0.6% |
22% |
False |
False |
8,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0508 |
|
2.618 |
1.0376 |
|
1.618 |
1.0295 |
|
1.000 |
1.0245 |
|
0.618 |
1.0214 |
|
HIGH |
1.0164 |
|
0.618 |
1.0133 |
|
0.500 |
1.0124 |
|
0.382 |
1.0114 |
|
LOW |
1.0083 |
|
0.618 |
1.0033 |
|
1.000 |
1.0002 |
|
1.618 |
0.9952 |
|
2.618 |
0.9871 |
|
4.250 |
0.9739 |
|
|
| Fisher Pivots for day following 30-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0150 |
1.0147 |
| PP |
1.0137 |
1.0130 |
| S1 |
1.0124 |
1.0114 |
|