CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 03-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2018 |
03-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0118 |
1.0079 |
-0.0039 |
-0.4% |
1.0098 |
| High |
1.0121 |
1.0114 |
-0.0007 |
-0.1% |
1.0174 |
| Low |
1.0079 |
1.0069 |
-0.0010 |
-0.1% |
1.0069 |
| Close |
1.0082 |
1.0094 |
0.0012 |
0.1% |
1.0094 |
| Range |
0.0042 |
0.0045 |
0.0003 |
7.1% |
0.0105 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
20,863 |
25,822 |
4,959 |
23.8% |
120,609 |
|
| Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0227 |
1.0206 |
1.0119 |
|
| R3 |
1.0182 |
1.0161 |
1.0106 |
|
| R2 |
1.0137 |
1.0137 |
1.0102 |
|
| R1 |
1.0116 |
1.0116 |
1.0098 |
1.0127 |
| PP |
1.0092 |
1.0092 |
1.0092 |
1.0098 |
| S1 |
1.0071 |
1.0071 |
1.0090 |
1.0082 |
| S2 |
1.0047 |
1.0047 |
1.0086 |
|
| S3 |
1.0002 |
1.0026 |
1.0082 |
|
| S4 |
0.9957 |
0.9981 |
1.0069 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0427 |
1.0366 |
1.0152 |
|
| R3 |
1.0322 |
1.0261 |
1.0123 |
|
| R2 |
1.0217 |
1.0217 |
1.0113 |
|
| R1 |
1.0156 |
1.0156 |
1.0104 |
1.0134 |
| PP |
1.0112 |
1.0112 |
1.0112 |
1.0102 |
| S1 |
1.0051 |
1.0051 |
1.0084 |
1.0029 |
| S2 |
1.0007 |
1.0007 |
1.0075 |
|
| S3 |
0.9902 |
0.9946 |
1.0065 |
|
| S4 |
0.9797 |
0.9841 |
1.0036 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0174 |
1.0069 |
0.0105 |
1.0% |
0.0048 |
0.5% |
24% |
False |
True |
24,121 |
| 10 |
1.0174 |
1.0063 |
0.0111 |
1.1% |
0.0046 |
0.5% |
28% |
False |
False |
22,644 |
| 20 |
1.0204 |
0.9984 |
0.0220 |
2.2% |
0.0057 |
0.6% |
50% |
False |
False |
24,328 |
| 40 |
1.0293 |
0.9984 |
0.0309 |
3.1% |
0.0060 |
0.6% |
36% |
False |
False |
23,173 |
| 60 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0060 |
0.6% |
34% |
False |
False |
15,667 |
| 80 |
1.0588 |
0.9984 |
0.0604 |
6.0% |
0.0058 |
0.6% |
18% |
False |
False |
11,753 |
| 100 |
1.0783 |
0.9984 |
0.0799 |
7.9% |
0.0058 |
0.6% |
14% |
False |
False |
9,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0305 |
|
2.618 |
1.0232 |
|
1.618 |
1.0187 |
|
1.000 |
1.0159 |
|
0.618 |
1.0142 |
|
HIGH |
1.0114 |
|
0.618 |
1.0097 |
|
0.500 |
1.0092 |
|
0.382 |
1.0086 |
|
LOW |
1.0069 |
|
0.618 |
1.0041 |
|
1.000 |
1.0024 |
|
1.618 |
0.9996 |
|
2.618 |
0.9951 |
|
4.250 |
0.9878 |
|
|
| Fisher Pivots for day following 03-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0093 |
1.0104 |
| PP |
1.0092 |
1.0100 |
| S1 |
1.0092 |
1.0097 |
|