CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 02-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2018 |
02-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0137 |
1.0118 |
-0.0019 |
-0.2% |
1.0128 |
| High |
1.0138 |
1.0121 |
-0.0017 |
-0.2% |
1.0147 |
| Low |
1.0105 |
1.0079 |
-0.0026 |
-0.3% |
1.0063 |
| Close |
1.0123 |
1.0082 |
-0.0041 |
-0.4% |
1.0101 |
| Range |
0.0033 |
0.0042 |
0.0009 |
27.3% |
0.0084 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
20,083 |
20,863 |
780 |
3.9% |
105,831 |
|
| Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0220 |
1.0193 |
1.0105 |
|
| R3 |
1.0178 |
1.0151 |
1.0094 |
|
| R2 |
1.0136 |
1.0136 |
1.0090 |
|
| R1 |
1.0109 |
1.0109 |
1.0086 |
1.0102 |
| PP |
1.0094 |
1.0094 |
1.0094 |
1.0090 |
| S1 |
1.0067 |
1.0067 |
1.0078 |
1.0060 |
| S2 |
1.0052 |
1.0052 |
1.0074 |
|
| S3 |
1.0010 |
1.0025 |
1.0070 |
|
| S4 |
0.9968 |
0.9983 |
1.0059 |
|
|
| 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% |
0.0049 |
0.5% |
17% |
False |
False |
23,526 |
| 10 |
1.0174 |
1.0037 |
0.0137 |
1.4% |
0.0051 |
0.5% |
33% |
False |
False |
23,114 |
| 20 |
1.0204 |
0.9984 |
0.0220 |
2.2% |
0.0058 |
0.6% |
45% |
False |
False |
23,980 |
| 40 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0061 |
0.6% |
31% |
False |
False |
22,580 |
| 60 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0060 |
0.6% |
31% |
False |
False |
15,237 |
| 80 |
1.0606 |
0.9984 |
0.0622 |
6.2% |
0.0058 |
0.6% |
16% |
False |
False |
11,431 |
| 100 |
1.0783 |
0.9984 |
0.0799 |
7.9% |
0.0058 |
0.6% |
12% |
False |
False |
9,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0300 |
|
2.618 |
1.0231 |
|
1.618 |
1.0189 |
|
1.000 |
1.0163 |
|
0.618 |
1.0147 |
|
HIGH |
1.0121 |
|
0.618 |
1.0105 |
|
0.500 |
1.0100 |
|
0.382 |
1.0095 |
|
LOW |
1.0079 |
|
0.618 |
1.0053 |
|
1.000 |
1.0037 |
|
1.618 |
1.0011 |
|
2.618 |
0.9969 |
|
4.250 |
0.9901 |
|
|
| Fisher Pivots for day following 02-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0100 |
1.0127 |
| PP |
1.0094 |
1.0112 |
| S1 |
1.0088 |
1.0097 |
|