CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 15-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0095 |
1.0089 |
-0.0006 |
-0.1% |
1.0092 |
| High |
1.0128 |
1.0102 |
-0.0026 |
-0.3% |
1.0137 |
| Low |
1.0078 |
1.0042 |
-0.0036 |
-0.4% |
1.0049 |
| Close |
1.0083 |
1.0099 |
0.0016 |
0.2% |
1.0080 |
| Range |
0.0050 |
0.0060 |
0.0010 |
20.0% |
0.0088 |
| ATR |
0.0052 |
0.0052 |
0.0001 |
1.2% |
0.0000 |
| Volume |
32,115 |
29,580 |
-2,535 |
-7.9% |
131,076 |
|
| Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0261 |
1.0240 |
1.0132 |
|
| R3 |
1.0201 |
1.0180 |
1.0116 |
|
| R2 |
1.0141 |
1.0141 |
1.0110 |
|
| R1 |
1.0120 |
1.0120 |
1.0105 |
1.0131 |
| PP |
1.0081 |
1.0081 |
1.0081 |
1.0086 |
| S1 |
1.0060 |
1.0060 |
1.0094 |
1.0071 |
| S2 |
1.0021 |
1.0021 |
1.0088 |
|
| S3 |
0.9961 |
1.0000 |
1.0083 |
|
| S4 |
0.9901 |
0.9940 |
1.0066 |
|
|
| 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 |
1.0042 |
0.0095 |
0.9% |
0.0050 |
0.5% |
60% |
False |
True |
32,092 |
| 10 |
1.0137 |
1.0042 |
0.0095 |
0.9% |
0.0046 |
0.5% |
60% |
False |
True |
26,743 |
| 20 |
1.0174 |
1.0004 |
0.0170 |
1.7% |
0.0051 |
0.5% |
56% |
False |
False |
25,338 |
| 40 |
1.0219 |
0.9984 |
0.0235 |
2.3% |
0.0056 |
0.6% |
49% |
False |
False |
24,054 |
| 60 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0060 |
0.6% |
36% |
False |
False |
19,340 |
| 80 |
1.0366 |
0.9984 |
0.0382 |
3.8% |
0.0057 |
0.6% |
30% |
False |
False |
14,512 |
| 100 |
1.0762 |
0.9984 |
0.0778 |
7.7% |
0.0057 |
0.6% |
15% |
False |
False |
11,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0357 |
|
2.618 |
1.0259 |
|
1.618 |
1.0199 |
|
1.000 |
1.0162 |
|
0.618 |
1.0139 |
|
HIGH |
1.0102 |
|
0.618 |
1.0079 |
|
0.500 |
1.0072 |
|
0.382 |
1.0065 |
|
LOW |
1.0042 |
|
0.618 |
1.0005 |
|
1.000 |
0.9982 |
|
1.618 |
0.9945 |
|
2.618 |
0.9885 |
|
4.250 |
0.9787 |
|
|
| Fisher Pivots for day following 15-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0090 |
1.0094 |
| PP |
1.0081 |
1.0090 |
| S1 |
1.0072 |
1.0085 |
|