CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 07-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2018 |
07-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0305 |
1.0364 |
0.0059 |
0.6% |
1.0329 |
| High |
1.0370 |
1.0379 |
0.0009 |
0.1% |
1.0379 |
| Low |
1.0301 |
1.0316 |
0.0015 |
0.1% |
1.0250 |
| Close |
1.0360 |
1.0327 |
-0.0033 |
-0.3% |
1.0327 |
| Range |
0.0069 |
0.0063 |
-0.0006 |
-8.7% |
0.0129 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.6% |
0.0000 |
| Volume |
28,411 |
40,320 |
11,909 |
41.9% |
152,428 |
|
| Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0530 |
1.0491 |
1.0362 |
|
| R3 |
1.0467 |
1.0428 |
1.0344 |
|
| R2 |
1.0404 |
1.0404 |
1.0339 |
|
| R1 |
1.0365 |
1.0365 |
1.0333 |
1.0353 |
| PP |
1.0341 |
1.0341 |
1.0341 |
1.0335 |
| S1 |
1.0302 |
1.0302 |
1.0321 |
1.0290 |
| S2 |
1.0278 |
1.0278 |
1.0315 |
|
| S3 |
1.0215 |
1.0239 |
1.0310 |
|
| S4 |
1.0152 |
1.0176 |
1.0292 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0706 |
1.0645 |
1.0398 |
|
| R3 |
1.0577 |
1.0516 |
1.0362 |
|
| R2 |
1.0448 |
1.0448 |
1.0351 |
|
| R1 |
1.0387 |
1.0387 |
1.0339 |
1.0353 |
| PP |
1.0319 |
1.0319 |
1.0319 |
1.0302 |
| S1 |
1.0258 |
1.0258 |
1.0315 |
1.0224 |
| S2 |
1.0190 |
1.0190 |
1.0303 |
|
| S3 |
1.0061 |
1.0129 |
1.0292 |
|
| S4 |
0.9932 |
1.0000 |
1.0256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0379 |
1.0250 |
0.0129 |
1.2% |
0.0065 |
0.6% |
60% |
True |
False |
37,355 |
| 10 |
1.0379 |
1.0154 |
0.0225 |
2.2% |
0.0062 |
0.6% |
77% |
True |
False |
32,242 |
| 20 |
1.0379 |
1.0042 |
0.0337 |
3.3% |
0.0057 |
0.6% |
85% |
True |
False |
31,402 |
| 40 |
1.0379 |
0.9984 |
0.0395 |
3.8% |
0.0055 |
0.5% |
87% |
True |
False |
27,567 |
| 60 |
1.0379 |
0.9984 |
0.0395 |
3.8% |
0.0058 |
0.6% |
87% |
True |
False |
26,111 |
| 80 |
1.0379 |
0.9984 |
0.0395 |
3.8% |
0.0059 |
0.6% |
87% |
True |
False |
20,707 |
| 100 |
1.0494 |
0.9984 |
0.0510 |
4.9% |
0.0057 |
0.6% |
67% |
False |
False |
16,569 |
| 120 |
1.0762 |
0.9984 |
0.0778 |
7.5% |
0.0057 |
0.6% |
44% |
False |
False |
13,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0647 |
|
2.618 |
1.0544 |
|
1.618 |
1.0481 |
|
1.000 |
1.0442 |
|
0.618 |
1.0418 |
|
HIGH |
1.0379 |
|
0.618 |
1.0355 |
|
0.500 |
1.0348 |
|
0.382 |
1.0340 |
|
LOW |
1.0316 |
|
0.618 |
1.0277 |
|
1.000 |
1.0253 |
|
1.618 |
1.0214 |
|
2.618 |
1.0151 |
|
4.250 |
1.0048 |
|
|
| Fisher Pivots for day following 07-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0348 |
1.0325 |
| PP |
1.0341 |
1.0323 |
| S1 |
1.0334 |
1.0321 |
|