CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 20-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2018 |
20-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0052 |
1.0071 |
0.0019 |
0.2% |
1.0086 |
| High |
1.0091 |
1.0114 |
0.0023 |
0.2% |
1.0128 |
| Low |
1.0045 |
1.0055 |
0.0010 |
0.1% |
1.0042 |
| Close |
1.0072 |
1.0103 |
0.0031 |
0.3% |
1.0072 |
| Range |
0.0046 |
0.0059 |
0.0013 |
28.3% |
0.0086 |
| ATR |
0.0052 |
0.0053 |
0.0000 |
0.9% |
0.0000 |
| Volume |
25,092 |
20,811 |
-4,281 |
-17.1% |
143,076 |
|
| Daily Pivots for day following 20-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0268 |
1.0244 |
1.0135 |
|
| R3 |
1.0209 |
1.0185 |
1.0119 |
|
| R2 |
1.0150 |
1.0150 |
1.0114 |
|
| R1 |
1.0126 |
1.0126 |
1.0108 |
1.0138 |
| PP |
1.0091 |
1.0091 |
1.0091 |
1.0097 |
| S1 |
1.0067 |
1.0067 |
1.0098 |
1.0079 |
| S2 |
1.0032 |
1.0032 |
1.0092 |
|
| S3 |
0.9973 |
1.0008 |
1.0087 |
|
| S4 |
0.9914 |
0.9949 |
1.0071 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0339 |
1.0291 |
1.0119 |
|
| R3 |
1.0253 |
1.0205 |
1.0096 |
|
| R2 |
1.0167 |
1.0167 |
1.0088 |
|
| R1 |
1.0119 |
1.0119 |
1.0080 |
1.0100 |
| PP |
1.0081 |
1.0081 |
1.0081 |
1.0071 |
| S1 |
1.0033 |
1.0033 |
1.0064 |
1.0014 |
| S2 |
0.9995 |
0.9995 |
1.0056 |
|
| S3 |
0.9909 |
0.9947 |
1.0048 |
|
| S4 |
0.9823 |
0.9861 |
1.0025 |
|
|
| 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% |
0.0055 |
0.5% |
71% |
False |
False |
27,181 |
| 10 |
1.0137 |
1.0042 |
0.0095 |
0.9% |
0.0050 |
0.5% |
64% |
False |
False |
27,367 |
| 20 |
1.0174 |
1.0042 |
0.0132 |
1.3% |
0.0048 |
0.5% |
46% |
False |
False |
25,081 |
| 40 |
1.0219 |
0.9984 |
0.0235 |
2.3% |
0.0055 |
0.5% |
51% |
False |
False |
24,388 |
| 60 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0059 |
0.6% |
37% |
False |
False |
20,504 |
| 80 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0058 |
0.6% |
37% |
False |
False |
15,440 |
| 100 |
1.0646 |
0.9984 |
0.0662 |
6.6% |
0.0056 |
0.6% |
18% |
False |
False |
12,353 |
| 120 |
1.0883 |
0.9984 |
0.0899 |
8.9% |
0.0057 |
0.6% |
13% |
False |
False |
10,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0365 |
|
2.618 |
1.0268 |
|
1.618 |
1.0209 |
|
1.000 |
1.0173 |
|
0.618 |
1.0150 |
|
HIGH |
1.0114 |
|
0.618 |
1.0091 |
|
0.500 |
1.0085 |
|
0.382 |
1.0078 |
|
LOW |
1.0055 |
|
0.618 |
1.0019 |
|
1.000 |
0.9996 |
|
1.618 |
0.9960 |
|
2.618 |
0.9901 |
|
4.250 |
0.9804 |
|
|
| Fisher Pivots for day following 20-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0097 |
1.0095 |
| PP |
1.0091 |
1.0087 |
| S1 |
1.0085 |
1.0080 |
|