CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 01-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2018 |
01-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0158 |
1.0137 |
-0.0021 |
-0.2% |
1.0128 |
| High |
1.0174 |
1.0138 |
-0.0036 |
-0.4% |
1.0147 |
| Low |
1.0133 |
1.0105 |
-0.0028 |
-0.3% |
1.0063 |
| Close |
1.0140 |
1.0123 |
-0.0017 |
-0.2% |
1.0101 |
| Range |
0.0041 |
0.0033 |
-0.0008 |
-19.5% |
0.0084 |
| ATR |
0.0059 |
0.0058 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
28,426 |
20,083 |
-8,343 |
-29.3% |
105,831 |
|
| Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0221 |
1.0205 |
1.0141 |
|
| R3 |
1.0188 |
1.0172 |
1.0132 |
|
| R2 |
1.0155 |
1.0155 |
1.0129 |
|
| R1 |
1.0139 |
1.0139 |
1.0126 |
1.0131 |
| PP |
1.0122 |
1.0122 |
1.0122 |
1.0118 |
| S1 |
1.0106 |
1.0106 |
1.0120 |
1.0098 |
| S2 |
1.0089 |
1.0089 |
1.0117 |
|
| S3 |
1.0056 |
1.0073 |
1.0114 |
|
| S4 |
1.0023 |
1.0040 |
1.0105 |
|
|
| 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 |
1.0174 |
1.0063 |
0.0111 |
1.1% |
0.0050 |
0.5% |
54% |
False |
False |
23,309 |
| 10 |
1.0174 |
1.0004 |
0.0170 |
1.7% |
0.0055 |
0.5% |
70% |
False |
False |
23,932 |
| 20 |
1.0204 |
0.9984 |
0.0220 |
2.2% |
0.0059 |
0.6% |
63% |
False |
False |
24,164 |
| 40 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0061 |
0.6% |
43% |
False |
False |
22,138 |
| 60 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0060 |
0.6% |
43% |
False |
False |
14,890 |
| 80 |
1.0629 |
0.9984 |
0.0645 |
6.4% |
0.0058 |
0.6% |
22% |
False |
False |
11,170 |
| 100 |
1.0783 |
0.9984 |
0.0799 |
7.9% |
0.0058 |
0.6% |
17% |
False |
False |
8,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0278 |
|
2.618 |
1.0224 |
|
1.618 |
1.0191 |
|
1.000 |
1.0171 |
|
0.618 |
1.0158 |
|
HIGH |
1.0138 |
|
0.618 |
1.0125 |
|
0.500 |
1.0122 |
|
0.382 |
1.0118 |
|
LOW |
1.0105 |
|
0.618 |
1.0085 |
|
1.000 |
1.0072 |
|
1.618 |
1.0052 |
|
2.618 |
1.0019 |
|
4.250 |
0.9965 |
|
|
| Fisher Pivots for day following 01-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0123 |
1.0129 |
| PP |
1.0122 |
1.0127 |
| S1 |
1.0122 |
1.0125 |
|