CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 16-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2018 |
16-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0089 |
1.0089 |
0.0000 |
0.0% |
1.0092 |
| High |
1.0102 |
1.0109 |
0.0007 |
0.1% |
1.0137 |
| Low |
1.0042 |
1.0049 |
0.0007 |
0.1% |
1.0049 |
| Close |
1.0099 |
1.0060 |
-0.0039 |
-0.4% |
1.0080 |
| Range |
0.0060 |
0.0060 |
0.0000 |
0.0% |
0.0088 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.1% |
0.0000 |
| Volume |
29,580 |
28,309 |
-1,271 |
-4.3% |
131,076 |
|
| Daily Pivots for day following 16-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0253 |
1.0216 |
1.0093 |
|
| R3 |
1.0193 |
1.0156 |
1.0077 |
|
| R2 |
1.0133 |
1.0133 |
1.0071 |
|
| R1 |
1.0096 |
1.0096 |
1.0066 |
1.0085 |
| PP |
1.0073 |
1.0073 |
1.0073 |
1.0067 |
| S1 |
1.0036 |
1.0036 |
1.0055 |
1.0025 |
| S2 |
1.0013 |
1.0013 |
1.0049 |
|
| S3 |
0.9953 |
0.9976 |
1.0044 |
|
| S4 |
0.9893 |
0.9916 |
1.0027 |
|
|
| 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 |
1.0128 |
1.0042 |
0.0086 |
0.9% |
0.0051 |
0.5% |
21% |
False |
False |
32,097 |
| 10 |
1.0137 |
1.0042 |
0.0095 |
0.9% |
0.0048 |
0.5% |
19% |
False |
False |
27,488 |
| 20 |
1.0174 |
1.0037 |
0.0137 |
1.4% |
0.0049 |
0.5% |
17% |
False |
False |
25,301 |
| 40 |
1.0219 |
0.9984 |
0.0235 |
2.3% |
0.0056 |
0.6% |
32% |
False |
False |
24,345 |
| 60 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0060 |
0.6% |
24% |
False |
False |
19,805 |
| 80 |
1.0320 |
0.9984 |
0.0336 |
3.3% |
0.0058 |
0.6% |
23% |
False |
False |
14,866 |
| 100 |
1.0759 |
0.9984 |
0.0775 |
7.7% |
0.0058 |
0.6% |
10% |
False |
False |
11,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0364 |
|
2.618 |
1.0266 |
|
1.618 |
1.0206 |
|
1.000 |
1.0169 |
|
0.618 |
1.0146 |
|
HIGH |
1.0109 |
|
0.618 |
1.0086 |
|
0.500 |
1.0079 |
|
0.382 |
1.0072 |
|
LOW |
1.0049 |
|
0.618 |
1.0012 |
|
1.000 |
0.9989 |
|
1.618 |
0.9952 |
|
2.618 |
0.9892 |
|
4.250 |
0.9794 |
|
|
| Fisher Pivots for day following 16-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0079 |
1.0085 |
| PP |
1.0073 |
1.0077 |
| S1 |
1.0066 |
1.0068 |
|