CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 30-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2018 |
30-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0257 |
1.0319 |
0.0062 |
0.6% |
1.0071 |
| High |
1.0323 |
1.0336 |
0.0013 |
0.1% |
1.0217 |
| Low |
1.0246 |
1.0305 |
0.0059 |
0.6% |
1.0055 |
| Close |
1.0310 |
1.0327 |
0.0017 |
0.2% |
1.0190 |
| Range |
0.0077 |
0.0031 |
-0.0046 |
-59.7% |
0.0162 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
30,498 |
31,207 |
709 |
2.3% |
147,245 |
|
| Daily Pivots for day following 30-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0416 |
1.0402 |
1.0344 |
|
| R3 |
1.0385 |
1.0371 |
1.0336 |
|
| R2 |
1.0354 |
1.0354 |
1.0333 |
|
| R1 |
1.0340 |
1.0340 |
1.0330 |
1.0347 |
| PP |
1.0323 |
1.0323 |
1.0323 |
1.0326 |
| S1 |
1.0309 |
1.0309 |
1.0324 |
1.0316 |
| S2 |
1.0292 |
1.0292 |
1.0321 |
|
| S3 |
1.0261 |
1.0278 |
1.0318 |
|
| S4 |
1.0230 |
1.0247 |
1.0310 |
|
|
| 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 |
1.0336 |
1.0154 |
0.0182 |
1.8% |
0.0058 |
0.6% |
95% |
True |
False |
27,129 |
| 10 |
1.0336 |
1.0045 |
0.0291 |
2.8% |
0.0056 |
0.5% |
97% |
True |
False |
28,078 |
| 20 |
1.0336 |
1.0042 |
0.0294 |
2.8% |
0.0052 |
0.5% |
97% |
True |
False |
27,783 |
| 40 |
1.0336 |
0.9984 |
0.0352 |
3.4% |
0.0055 |
0.5% |
97% |
True |
False |
25,881 |
| 60 |
1.0336 |
0.9984 |
0.0352 |
3.4% |
0.0058 |
0.6% |
97% |
True |
False |
24,314 |
| 80 |
1.0336 |
0.9984 |
0.0352 |
3.4% |
0.0058 |
0.6% |
97% |
True |
False |
18,374 |
| 100 |
1.0606 |
0.9984 |
0.0622 |
6.0% |
0.0057 |
0.6% |
55% |
False |
False |
14,701 |
| 120 |
1.0783 |
0.9984 |
0.0799 |
7.7% |
0.0057 |
0.6% |
43% |
False |
False |
12,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0468 |
|
2.618 |
1.0417 |
|
1.618 |
1.0386 |
|
1.000 |
1.0367 |
|
0.618 |
1.0355 |
|
HIGH |
1.0336 |
|
0.618 |
1.0324 |
|
0.500 |
1.0321 |
|
0.382 |
1.0317 |
|
LOW |
1.0305 |
|
0.618 |
1.0286 |
|
1.000 |
1.0274 |
|
1.618 |
1.0255 |
|
2.618 |
1.0224 |
|
4.250 |
1.0173 |
|
|
| Fisher Pivots for day following 30-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0325 |
1.0309 |
| PP |
1.0323 |
1.0292 |
| S1 |
1.0321 |
1.0274 |
|