CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 29-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2018 |
29-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0226 |
1.0257 |
0.0031 |
0.3% |
1.0071 |
| High |
1.0279 |
1.0323 |
0.0044 |
0.4% |
1.0217 |
| Low |
1.0212 |
1.0246 |
0.0034 |
0.3% |
1.0055 |
| Close |
1.0254 |
1.0310 |
0.0056 |
0.5% |
1.0190 |
| Range |
0.0067 |
0.0077 |
0.0010 |
14.9% |
0.0162 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
2.8% |
0.0000 |
| Volume |
29,179 |
30,498 |
1,319 |
4.5% |
147,245 |
|
| Daily Pivots for day following 29-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0524 |
1.0494 |
1.0352 |
|
| R3 |
1.0447 |
1.0417 |
1.0331 |
|
| R2 |
1.0370 |
1.0370 |
1.0324 |
|
| R1 |
1.0340 |
1.0340 |
1.0317 |
1.0355 |
| PP |
1.0293 |
1.0293 |
1.0293 |
1.0301 |
| S1 |
1.0263 |
1.0263 |
1.0303 |
1.0278 |
| S2 |
1.0216 |
1.0216 |
1.0296 |
|
| S3 |
1.0139 |
1.0186 |
1.0289 |
|
| S4 |
1.0062 |
1.0109 |
1.0268 |
|
|
| 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 |
1.0323 |
1.0154 |
0.0169 |
1.6% |
0.0061 |
0.6% |
92% |
True |
False |
25,859 |
| 10 |
1.0323 |
1.0045 |
0.0278 |
2.7% |
0.0059 |
0.6% |
95% |
True |
False |
27,788 |
| 20 |
1.0323 |
1.0042 |
0.0281 |
2.7% |
0.0053 |
0.5% |
95% |
True |
False |
27,266 |
| 40 |
1.0323 |
0.9984 |
0.0339 |
3.3% |
0.0056 |
0.5% |
96% |
True |
False |
25,715 |
| 60 |
1.0323 |
0.9984 |
0.0339 |
3.3% |
0.0058 |
0.6% |
96% |
True |
False |
23,848 |
| 80 |
1.0323 |
0.9984 |
0.0339 |
3.3% |
0.0058 |
0.6% |
96% |
True |
False |
17,984 |
| 100 |
1.0629 |
0.9984 |
0.0645 |
6.3% |
0.0057 |
0.6% |
51% |
False |
False |
14,389 |
| 120 |
1.0783 |
0.9984 |
0.0799 |
7.7% |
0.0057 |
0.6% |
41% |
False |
False |
11,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0650 |
|
2.618 |
1.0525 |
|
1.618 |
1.0448 |
|
1.000 |
1.0400 |
|
0.618 |
1.0371 |
|
HIGH |
1.0323 |
|
0.618 |
1.0294 |
|
0.500 |
1.0285 |
|
0.382 |
1.0275 |
|
LOW |
1.0246 |
|
0.618 |
1.0198 |
|
1.000 |
1.0169 |
|
1.618 |
1.0121 |
|
2.618 |
1.0044 |
|
4.250 |
0.9919 |
|
|
| Fisher Pivots for day following 29-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0302 |
1.0290 |
| PP |
1.0293 |
1.0269 |
| S1 |
1.0285 |
1.0249 |
|