CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 09-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2018 |
09-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0073 |
1.0102 |
0.0029 |
0.3% |
1.0098 |
| High |
1.0105 |
1.0137 |
0.0032 |
0.3% |
1.0174 |
| Low |
1.0062 |
1.0080 |
0.0018 |
0.2% |
1.0069 |
| Close |
1.0104 |
1.0099 |
-0.0005 |
0.0% |
1.0094 |
| Range |
0.0043 |
0.0057 |
0.0014 |
32.6% |
0.0105 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.5% |
0.0000 |
| Volume |
21,476 |
28,288 |
6,812 |
31.7% |
120,609 |
|
| Daily Pivots for day following 09-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0276 |
1.0245 |
1.0130 |
|
| R3 |
1.0219 |
1.0188 |
1.0115 |
|
| R2 |
1.0162 |
1.0162 |
1.0109 |
|
| R1 |
1.0131 |
1.0131 |
1.0104 |
1.0118 |
| PP |
1.0105 |
1.0105 |
1.0105 |
1.0099 |
| S1 |
1.0074 |
1.0074 |
1.0094 |
1.0061 |
| S2 |
1.0048 |
1.0048 |
1.0089 |
|
| S3 |
0.9991 |
1.0017 |
1.0083 |
|
| S4 |
0.9934 |
0.9960 |
1.0068 |
|
|
| 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 |
1.0137 |
1.0049 |
0.0088 |
0.9% |
0.0046 |
0.5% |
57% |
True |
False |
22,879 |
| 10 |
1.0174 |
1.0049 |
0.0125 |
1.2% |
0.0047 |
0.5% |
40% |
False |
False |
23,202 |
| 20 |
1.0174 |
0.9984 |
0.0190 |
1.9% |
0.0053 |
0.5% |
61% |
False |
False |
23,732 |
| 40 |
1.0258 |
0.9984 |
0.0274 |
2.7% |
0.0059 |
0.6% |
42% |
False |
False |
23,466 |
| 60 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0060 |
0.6% |
36% |
False |
False |
17,141 |
| 80 |
1.0494 |
0.9984 |
0.0510 |
5.0% |
0.0057 |
0.6% |
23% |
False |
False |
12,861 |
| 100 |
1.0762 |
0.9984 |
0.0778 |
7.7% |
0.0057 |
0.6% |
15% |
False |
False |
10,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0379 |
|
2.618 |
1.0286 |
|
1.618 |
1.0229 |
|
1.000 |
1.0194 |
|
0.618 |
1.0172 |
|
HIGH |
1.0137 |
|
0.618 |
1.0115 |
|
0.500 |
1.0109 |
|
0.382 |
1.0102 |
|
LOW |
1.0080 |
|
0.618 |
1.0045 |
|
1.000 |
1.0023 |
|
1.618 |
0.9988 |
|
2.618 |
0.9931 |
|
4.250 |
0.9838 |
|
|
| Fisher Pivots for day following 09-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0109 |
1.0100 |
| PP |
1.0105 |
1.0099 |
| S1 |
1.0102 |
1.0099 |
|