CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 22-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2018 |
22-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0111 |
1.0174 |
0.0063 |
0.6% |
1.0086 |
| High |
1.0183 |
1.0217 |
0.0034 |
0.3% |
1.0128 |
| Low |
1.0111 |
1.0170 |
0.0059 |
0.6% |
1.0042 |
| Close |
1.0172 |
1.0190 |
0.0018 |
0.2% |
1.0072 |
| Range |
0.0072 |
0.0047 |
-0.0025 |
-34.7% |
0.0086 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
43,048 |
31,331 |
-11,717 |
-27.2% |
143,076 |
|
| Daily Pivots for day following 22-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0333 |
1.0309 |
1.0216 |
|
| R3 |
1.0286 |
1.0262 |
1.0203 |
|
| R2 |
1.0239 |
1.0239 |
1.0199 |
|
| R1 |
1.0215 |
1.0215 |
1.0194 |
1.0227 |
| PP |
1.0192 |
1.0192 |
1.0192 |
1.0199 |
| S1 |
1.0168 |
1.0168 |
1.0186 |
1.0180 |
| S2 |
1.0145 |
1.0145 |
1.0181 |
|
| S3 |
1.0098 |
1.0121 |
1.0177 |
|
| S4 |
1.0051 |
1.0074 |
1.0164 |
|
|
| 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 |
1.0217 |
1.0045 |
0.0172 |
1.7% |
0.0057 |
0.6% |
84% |
True |
False |
29,718 |
| 10 |
1.0217 |
1.0042 |
0.0175 |
1.7% |
0.0053 |
0.5% |
85% |
True |
False |
30,905 |
| 20 |
1.0217 |
1.0042 |
0.0175 |
1.7% |
0.0050 |
0.5% |
85% |
True |
False |
26,628 |
| 40 |
1.0217 |
0.9984 |
0.0233 |
2.3% |
0.0056 |
0.5% |
88% |
True |
False |
25,378 |
| 60 |
1.0304 |
0.9984 |
0.0320 |
3.1% |
0.0059 |
0.6% |
64% |
False |
False |
21,732 |
| 80 |
1.0304 |
0.9984 |
0.0320 |
3.1% |
0.0058 |
0.6% |
64% |
False |
False |
16,369 |
| 100 |
1.0639 |
0.9984 |
0.0655 |
6.4% |
0.0057 |
0.6% |
31% |
False |
False |
13,096 |
| 120 |
1.0864 |
0.9984 |
0.0880 |
8.6% |
0.0057 |
0.6% |
23% |
False |
False |
10,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0417 |
|
2.618 |
1.0340 |
|
1.618 |
1.0293 |
|
1.000 |
1.0264 |
|
0.618 |
1.0246 |
|
HIGH |
1.0217 |
|
0.618 |
1.0199 |
|
0.500 |
1.0194 |
|
0.382 |
1.0188 |
|
LOW |
1.0170 |
|
0.618 |
1.0141 |
|
1.000 |
1.0123 |
|
1.618 |
1.0094 |
|
2.618 |
1.0047 |
|
4.250 |
0.9970 |
|
|
| Fisher Pivots for day following 22-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0194 |
1.0172 |
| PP |
1.0192 |
1.0154 |
| S1 |
1.0191 |
1.0136 |
|