CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 06-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2018 |
06-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0277 |
1.0305 |
0.0028 |
0.3% |
1.0189 |
| High |
1.0311 |
1.0370 |
0.0059 |
0.6% |
1.0373 |
| Low |
1.0262 |
1.0301 |
0.0039 |
0.4% |
1.0174 |
| Close |
1.0295 |
1.0360 |
0.0065 |
0.6% |
1.0327 |
| Range |
0.0049 |
0.0069 |
0.0020 |
40.8% |
0.0199 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
2.3% |
0.0000 |
| Volume |
34,057 |
28,411 |
-5,646 |
-16.6% |
142,798 |
|
| Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0551 |
1.0524 |
1.0398 |
|
| R3 |
1.0482 |
1.0455 |
1.0379 |
|
| R2 |
1.0413 |
1.0413 |
1.0373 |
|
| R1 |
1.0386 |
1.0386 |
1.0366 |
1.0400 |
| PP |
1.0344 |
1.0344 |
1.0344 |
1.0350 |
| S1 |
1.0317 |
1.0317 |
1.0354 |
1.0331 |
| S2 |
1.0275 |
1.0275 |
1.0347 |
|
| S3 |
1.0206 |
1.0248 |
1.0341 |
|
| S4 |
1.0137 |
1.0179 |
1.0322 |
|
|
| 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 |
1.0250 |
0.0123 |
1.2% |
0.0059 |
0.6% |
89% |
False |
False |
35,532 |
| 10 |
1.0373 |
1.0154 |
0.0219 |
2.1% |
0.0060 |
0.6% |
94% |
False |
False |
30,696 |
| 20 |
1.0373 |
1.0042 |
0.0331 |
3.2% |
0.0057 |
0.5% |
96% |
False |
False |
30,800 |
| 40 |
1.0373 |
0.9984 |
0.0389 |
3.8% |
0.0055 |
0.5% |
97% |
False |
False |
27,275 |
| 60 |
1.0373 |
0.9984 |
0.0389 |
3.8% |
0.0058 |
0.6% |
97% |
False |
False |
26,264 |
| 80 |
1.0373 |
0.9984 |
0.0389 |
3.8% |
0.0059 |
0.6% |
97% |
False |
False |
20,203 |
| 100 |
1.0573 |
0.9984 |
0.0589 |
5.7% |
0.0058 |
0.6% |
64% |
False |
False |
16,166 |
| 120 |
1.0762 |
0.9984 |
0.0778 |
7.5% |
0.0057 |
0.6% |
48% |
False |
False |
13,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0663 |
|
2.618 |
1.0551 |
|
1.618 |
1.0482 |
|
1.000 |
1.0439 |
|
0.618 |
1.0413 |
|
HIGH |
1.0370 |
|
0.618 |
1.0344 |
|
0.500 |
1.0336 |
|
0.382 |
1.0327 |
|
LOW |
1.0301 |
|
0.618 |
1.0258 |
|
1.000 |
1.0232 |
|
1.618 |
1.0189 |
|
2.618 |
1.0120 |
|
4.250 |
1.0008 |
|
|
| Fisher Pivots for day following 06-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0352 |
1.0343 |
| PP |
1.0344 |
1.0327 |
| S1 |
1.0336 |
1.0310 |
|