CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 28-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2018 |
28-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0189 |
1.0226 |
0.0037 |
0.4% |
1.0071 |
| High |
1.0235 |
1.0279 |
0.0044 |
0.4% |
1.0217 |
| Low |
1.0174 |
1.0212 |
0.0038 |
0.4% |
1.0055 |
| Close |
1.0225 |
1.0254 |
0.0029 |
0.3% |
1.0190 |
| Range |
0.0061 |
0.0067 |
0.0006 |
9.8% |
0.0162 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.7% |
0.0000 |
| Volume |
17,565 |
29,179 |
11,614 |
66.1% |
147,245 |
|
| Daily Pivots for day following 28-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0449 |
1.0419 |
1.0291 |
|
| R3 |
1.0382 |
1.0352 |
1.0272 |
|
| R2 |
1.0315 |
1.0315 |
1.0266 |
|
| R1 |
1.0285 |
1.0285 |
1.0260 |
1.0300 |
| PP |
1.0248 |
1.0248 |
1.0248 |
1.0256 |
| S1 |
1.0218 |
1.0218 |
1.0248 |
1.0233 |
| S2 |
1.0181 |
1.0181 |
1.0242 |
|
| S3 |
1.0114 |
1.0151 |
1.0236 |
|
| S4 |
1.0047 |
1.0084 |
1.0217 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0640 |
1.0577 |
1.0279 |
|
| R3 |
1.0478 |
1.0415 |
1.0235 |
|
| R2 |
1.0316 |
1.0316 |
1.0220 |
|
| R1 |
1.0253 |
1.0253 |
1.0205 |
1.0285 |
| PP |
1.0154 |
1.0154 |
1.0154 |
1.0170 |
| S1 |
1.0091 |
1.0091 |
1.0175 |
1.0123 |
| S2 |
0.9992 |
0.9992 |
1.0160 |
|
| S3 |
0.9830 |
0.9929 |
1.0145 |
|
| S4 |
0.9668 |
0.9767 |
1.0101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0279 |
1.0154 |
0.0125 |
1.2% |
0.0055 |
0.5% |
80% |
True |
False |
26,026 |
| 10 |
1.0279 |
1.0042 |
0.0237 |
2.3% |
0.0057 |
0.6% |
89% |
True |
False |
27,697 |
| 20 |
1.0279 |
1.0042 |
0.0237 |
2.3% |
0.0051 |
0.5% |
89% |
True |
False |
26,745 |
| 40 |
1.0279 |
0.9984 |
0.0295 |
2.9% |
0.0055 |
0.5% |
92% |
True |
False |
25,397 |
| 60 |
1.0304 |
0.9984 |
0.0320 |
3.1% |
0.0058 |
0.6% |
84% |
False |
False |
23,349 |
| 80 |
1.0304 |
0.9984 |
0.0320 |
3.1% |
0.0058 |
0.6% |
84% |
False |
False |
17,603 |
| 100 |
1.0629 |
0.9984 |
0.0645 |
6.3% |
0.0057 |
0.6% |
42% |
False |
False |
14,084 |
| 120 |
1.0783 |
0.9984 |
0.0799 |
7.8% |
0.0056 |
0.6% |
34% |
False |
False |
11,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0564 |
|
2.618 |
1.0454 |
|
1.618 |
1.0387 |
|
1.000 |
1.0346 |
|
0.618 |
1.0320 |
|
HIGH |
1.0279 |
|
0.618 |
1.0253 |
|
0.500 |
1.0246 |
|
0.382 |
1.0238 |
|
LOW |
1.0212 |
|
0.618 |
1.0171 |
|
1.000 |
1.0145 |
|
1.618 |
1.0104 |
|
2.618 |
1.0037 |
|
4.250 |
0.9927 |
|
|
| Fisher Pivots for day following 28-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0251 |
1.0242 |
| PP |
1.0248 |
1.0229 |
| S1 |
1.0246 |
1.0217 |
|