CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 07-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2018 |
07-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0092 |
1.0069 |
-0.0023 |
-0.2% |
1.0098 |
| High |
1.0094 |
1.0104 |
0.0010 |
0.1% |
1.0174 |
| Low |
1.0049 |
1.0066 |
0.0017 |
0.2% |
1.0069 |
| Close |
1.0071 |
1.0078 |
0.0007 |
0.1% |
1.0094 |
| Range |
0.0045 |
0.0038 |
-0.0007 |
-15.6% |
0.0105 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
21,289 |
17,522 |
-3,767 |
-17.7% |
120,609 |
|
| Daily Pivots for day following 07-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0197 |
1.0175 |
1.0099 |
|
| R3 |
1.0159 |
1.0137 |
1.0088 |
|
| R2 |
1.0121 |
1.0121 |
1.0085 |
|
| R1 |
1.0099 |
1.0099 |
1.0081 |
1.0110 |
| PP |
1.0083 |
1.0083 |
1.0083 |
1.0088 |
| S1 |
1.0061 |
1.0061 |
1.0075 |
1.0072 |
| S2 |
1.0045 |
1.0045 |
1.0071 |
|
| S3 |
1.0007 |
1.0023 |
1.0068 |
|
| S4 |
0.9969 |
0.9985 |
1.0057 |
|
|
| 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 |
1.0138 |
1.0049 |
0.0089 |
0.9% |
0.0041 |
0.4% |
33% |
False |
False |
21,115 |
| 10 |
1.0174 |
1.0049 |
0.0125 |
1.2% |
0.0047 |
0.5% |
23% |
False |
False |
22,246 |
| 20 |
1.0174 |
0.9984 |
0.0190 |
1.9% |
0.0055 |
0.5% |
49% |
False |
False |
24,036 |
| 40 |
1.0259 |
0.9984 |
0.0275 |
2.7% |
0.0059 |
0.6% |
34% |
False |
False |
23,856 |
| 60 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0060 |
0.6% |
29% |
False |
False |
16,313 |
| 80 |
1.0577 |
0.9984 |
0.0593 |
5.9% |
0.0058 |
0.6% |
16% |
False |
False |
12,239 |
| 100 |
1.0762 |
0.9984 |
0.0778 |
7.7% |
0.0057 |
0.6% |
12% |
False |
False |
9,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0266 |
|
2.618 |
1.0203 |
|
1.618 |
1.0165 |
|
1.000 |
1.0142 |
|
0.618 |
1.0127 |
|
HIGH |
1.0104 |
|
0.618 |
1.0089 |
|
0.500 |
1.0085 |
|
0.382 |
1.0081 |
|
LOW |
1.0066 |
|
0.618 |
1.0043 |
|
1.000 |
1.0028 |
|
1.618 |
1.0005 |
|
2.618 |
0.9967 |
|
4.250 |
0.9905 |
|
|
| Fisher Pivots for day following 07-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0085 |
1.0082 |
| PP |
1.0083 |
1.0080 |
| S1 |
1.0080 |
1.0079 |
|