CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 04-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2018 |
04-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0330 |
1.0329 |
-0.0001 |
0.0% |
1.0189 |
| High |
1.0373 |
1.0339 |
-0.0034 |
-0.3% |
1.0373 |
| Low |
1.0318 |
1.0250 |
-0.0068 |
-0.7% |
1.0174 |
| Close |
1.0327 |
1.0271 |
-0.0056 |
-0.5% |
1.0327 |
| Range |
0.0055 |
0.0089 |
0.0034 |
61.8% |
0.0199 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
4.4% |
0.0000 |
| Volume |
34,349 |
49,640 |
15,291 |
44.5% |
142,798 |
|
| Daily Pivots for day following 04-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0554 |
1.0501 |
1.0320 |
|
| R3 |
1.0465 |
1.0412 |
1.0295 |
|
| R2 |
1.0376 |
1.0376 |
1.0287 |
|
| R1 |
1.0323 |
1.0323 |
1.0279 |
1.0305 |
| PP |
1.0287 |
1.0287 |
1.0287 |
1.0278 |
| S1 |
1.0234 |
1.0234 |
1.0263 |
1.0216 |
| S2 |
1.0198 |
1.0198 |
1.0255 |
|
| S3 |
1.0109 |
1.0145 |
1.0247 |
|
| S4 |
1.0020 |
1.0056 |
1.0222 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0888 |
1.0807 |
1.0436 |
|
| R3 |
1.0689 |
1.0608 |
1.0382 |
|
| R2 |
1.0490 |
1.0490 |
1.0363 |
|
| R1 |
1.0409 |
1.0409 |
1.0345 |
1.0450 |
| PP |
1.0291 |
1.0291 |
1.0291 |
1.0312 |
| S1 |
1.0210 |
1.0210 |
1.0309 |
1.0251 |
| S2 |
1.0092 |
1.0092 |
1.0291 |
|
| S3 |
0.9893 |
1.0011 |
1.0272 |
|
| S4 |
0.9694 |
0.9812 |
1.0218 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0373 |
1.0212 |
0.0161 |
1.6% |
0.0064 |
0.6% |
37% |
False |
False |
34,974 |
| 10 |
1.0373 |
1.0111 |
0.0262 |
2.6% |
0.0060 |
0.6% |
61% |
False |
False |
31,887 |
| 20 |
1.0373 |
1.0042 |
0.0331 |
3.2% |
0.0055 |
0.5% |
69% |
False |
False |
29,627 |
| 40 |
1.0373 |
0.9984 |
0.0389 |
3.8% |
0.0055 |
0.5% |
74% |
False |
False |
26,941 |
| 60 |
1.0373 |
0.9984 |
0.0389 |
3.8% |
0.0058 |
0.6% |
74% |
False |
False |
25,658 |
| 80 |
1.0373 |
0.9984 |
0.0389 |
3.8% |
0.0059 |
0.6% |
74% |
False |
False |
19,423 |
| 100 |
1.0577 |
0.9984 |
0.0593 |
5.8% |
0.0057 |
0.6% |
48% |
False |
False |
15,541 |
| 120 |
1.0770 |
0.9984 |
0.0786 |
7.7% |
0.0057 |
0.6% |
37% |
False |
False |
12,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0717 |
|
2.618 |
1.0572 |
|
1.618 |
1.0483 |
|
1.000 |
1.0428 |
|
0.618 |
1.0394 |
|
HIGH |
1.0339 |
|
0.618 |
1.0305 |
|
0.500 |
1.0295 |
|
0.382 |
1.0284 |
|
LOW |
1.0250 |
|
0.618 |
1.0195 |
|
1.000 |
1.0161 |
|
1.618 |
1.0106 |
|
2.618 |
1.0017 |
|
4.250 |
0.9872 |
|
|
| Fisher Pivots for day following 04-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0295 |
1.0312 |
| PP |
1.0287 |
1.0298 |
| S1 |
1.0279 |
1.0285 |
|