CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 21-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0071 |
1.0111 |
0.0040 |
0.4% |
1.0086 |
| High |
1.0114 |
1.0183 |
0.0069 |
0.7% |
1.0128 |
| Low |
1.0055 |
1.0111 |
0.0056 |
0.6% |
1.0042 |
| Close |
1.0103 |
1.0172 |
0.0069 |
0.7% |
1.0072 |
| Range |
0.0059 |
0.0072 |
0.0013 |
22.0% |
0.0086 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
3.7% |
0.0000 |
| Volume |
20,811 |
43,048 |
22,237 |
106.9% |
143,076 |
|
| Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0371 |
1.0344 |
1.0212 |
|
| R3 |
1.0299 |
1.0272 |
1.0192 |
|
| R2 |
1.0227 |
1.0227 |
1.0185 |
|
| R1 |
1.0200 |
1.0200 |
1.0179 |
1.0214 |
| PP |
1.0155 |
1.0155 |
1.0155 |
1.0162 |
| S1 |
1.0128 |
1.0128 |
1.0165 |
1.0142 |
| S2 |
1.0083 |
1.0083 |
1.0159 |
|
| S3 |
1.0011 |
1.0056 |
1.0152 |
|
| S4 |
0.9939 |
0.9984 |
1.0132 |
|
|
| 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 |
1.0183 |
1.0042 |
0.0141 |
1.4% |
0.0059 |
0.6% |
92% |
True |
False |
29,368 |
| 10 |
1.0183 |
1.0042 |
0.0141 |
1.4% |
0.0053 |
0.5% |
92% |
True |
False |
29,920 |
| 20 |
1.0183 |
1.0042 |
0.0141 |
1.4% |
0.0050 |
0.5% |
92% |
True |
False |
26,083 |
| 40 |
1.0215 |
0.9984 |
0.0231 |
2.3% |
0.0056 |
0.6% |
81% |
False |
False |
25,046 |
| 60 |
1.0304 |
0.9984 |
0.0320 |
3.1% |
0.0060 |
0.6% |
59% |
False |
False |
21,220 |
| 80 |
1.0304 |
0.9984 |
0.0320 |
3.1% |
0.0058 |
0.6% |
59% |
False |
False |
15,978 |
| 100 |
1.0646 |
0.9984 |
0.0662 |
6.5% |
0.0057 |
0.6% |
28% |
False |
False |
12,783 |
| 120 |
1.0883 |
0.9984 |
0.0899 |
8.8% |
0.0057 |
0.6% |
21% |
False |
False |
10,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0489 |
|
2.618 |
1.0371 |
|
1.618 |
1.0299 |
|
1.000 |
1.0255 |
|
0.618 |
1.0227 |
|
HIGH |
1.0183 |
|
0.618 |
1.0155 |
|
0.500 |
1.0147 |
|
0.382 |
1.0139 |
|
LOW |
1.0111 |
|
0.618 |
1.0067 |
|
1.000 |
1.0039 |
|
1.618 |
0.9995 |
|
2.618 |
0.9923 |
|
4.250 |
0.9805 |
|
|
| Fisher Pivots for day following 21-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0164 |
1.0153 |
| PP |
1.0155 |
1.0133 |
| S1 |
1.0147 |
1.0114 |
|