CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 14-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2018 |
14-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0086 |
1.0095 |
0.0009 |
0.1% |
1.0092 |
| High |
1.0109 |
1.0128 |
0.0019 |
0.2% |
1.0137 |
| Low |
1.0075 |
1.0078 |
0.0003 |
0.0% |
1.0049 |
| Close |
1.0093 |
1.0083 |
-0.0010 |
-0.1% |
1.0080 |
| Range |
0.0034 |
0.0050 |
0.0016 |
47.1% |
0.0088 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
27,980 |
32,115 |
4,135 |
14.8% |
131,076 |
|
| Daily Pivots for day following 14-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0246 |
1.0215 |
1.0111 |
|
| R3 |
1.0196 |
1.0165 |
1.0097 |
|
| R2 |
1.0146 |
1.0146 |
1.0092 |
|
| R1 |
1.0115 |
1.0115 |
1.0088 |
1.0106 |
| PP |
1.0096 |
1.0096 |
1.0096 |
1.0092 |
| S1 |
1.0065 |
1.0065 |
1.0078 |
1.0056 |
| S2 |
1.0046 |
1.0046 |
1.0074 |
|
| S3 |
0.9996 |
1.0015 |
1.0069 |
|
| S4 |
0.9946 |
0.9965 |
1.0056 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0353 |
1.0304 |
1.0128 |
|
| R3 |
1.0265 |
1.0216 |
1.0104 |
|
| R2 |
1.0177 |
1.0177 |
1.0096 |
|
| R1 |
1.0128 |
1.0128 |
1.0088 |
1.0109 |
| PP |
1.0089 |
1.0089 |
1.0089 |
1.0079 |
| S1 |
1.0040 |
1.0040 |
1.0072 |
1.0021 |
| S2 |
1.0001 |
1.0001 |
1.0064 |
|
| S3 |
0.9913 |
0.9952 |
1.0056 |
|
| S4 |
0.9825 |
0.9864 |
1.0032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0137 |
1.0053 |
0.0084 |
0.8% |
0.0047 |
0.5% |
36% |
False |
False |
30,472 |
| 10 |
1.0138 |
1.0049 |
0.0089 |
0.9% |
0.0044 |
0.4% |
38% |
False |
False |
25,793 |
| 20 |
1.0174 |
1.0004 |
0.0170 |
1.7% |
0.0050 |
0.5% |
46% |
False |
False |
24,903 |
| 40 |
1.0219 |
0.9984 |
0.0235 |
2.3% |
0.0056 |
0.6% |
42% |
False |
False |
23,799 |
| 60 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0059 |
0.6% |
31% |
False |
False |
18,848 |
| 80 |
1.0388 |
0.9984 |
0.0404 |
4.0% |
0.0057 |
0.6% |
25% |
False |
False |
14,143 |
| 100 |
1.0762 |
0.9984 |
0.0778 |
7.7% |
0.0057 |
0.6% |
13% |
False |
False |
11,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0341 |
|
2.618 |
1.0259 |
|
1.618 |
1.0209 |
|
1.000 |
1.0178 |
|
0.618 |
1.0159 |
|
HIGH |
1.0128 |
|
0.618 |
1.0109 |
|
0.500 |
1.0103 |
|
0.382 |
1.0097 |
|
LOW |
1.0078 |
|
0.618 |
1.0047 |
|
1.000 |
1.0028 |
|
1.618 |
0.9997 |
|
2.618 |
0.9947 |
|
4.250 |
0.9866 |
|
|
| Fisher Pivots for day following 14-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0103 |
1.0091 |
| PP |
1.0096 |
1.0088 |
| S1 |
1.0090 |
1.0086 |
|