CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 14-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0311 |
1.0354 |
0.0043 |
0.4% |
1.0326 |
| High |
1.0363 |
1.0381 |
0.0018 |
0.2% |
1.0381 |
| Low |
1.0306 |
1.0336 |
0.0030 |
0.3% |
1.0252 |
| Close |
1.0356 |
1.0343 |
-0.0013 |
-0.1% |
1.0343 |
| Range |
0.0057 |
0.0045 |
-0.0012 |
-21.1% |
0.0129 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
39,106 |
9,665 |
-29,441 |
-75.3% |
159,455 |
|
| Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0488 |
1.0461 |
1.0368 |
|
| R3 |
1.0443 |
1.0416 |
1.0355 |
|
| R2 |
1.0398 |
1.0398 |
1.0351 |
|
| R1 |
1.0371 |
1.0371 |
1.0347 |
1.0362 |
| PP |
1.0353 |
1.0353 |
1.0353 |
1.0349 |
| S1 |
1.0326 |
1.0326 |
1.0339 |
1.0317 |
| S2 |
1.0308 |
1.0308 |
1.0335 |
|
| S3 |
1.0263 |
1.0281 |
1.0331 |
|
| S4 |
1.0218 |
1.0236 |
1.0318 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0712 |
1.0657 |
1.0414 |
|
| R3 |
1.0583 |
1.0528 |
1.0378 |
|
| R2 |
1.0454 |
1.0454 |
1.0367 |
|
| R1 |
1.0399 |
1.0399 |
1.0355 |
1.0427 |
| PP |
1.0325 |
1.0325 |
1.0325 |
1.0339 |
| S1 |
1.0270 |
1.0270 |
1.0331 |
1.0298 |
| S2 |
1.0196 |
1.0196 |
1.0319 |
|
| S3 |
1.0067 |
1.0141 |
1.0308 |
|
| S4 |
0.9938 |
1.0012 |
1.0272 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0381 |
1.0252 |
0.0129 |
1.2% |
0.0054 |
0.5% |
71% |
True |
False |
31,891 |
| 10 |
1.0381 |
1.0250 |
0.0131 |
1.3% |
0.0060 |
0.6% |
71% |
True |
False |
34,623 |
| 20 |
1.0381 |
1.0045 |
0.0336 |
3.2% |
0.0058 |
0.6% |
89% |
True |
False |
31,350 |
| 40 |
1.0381 |
1.0037 |
0.0344 |
3.3% |
0.0054 |
0.5% |
89% |
True |
False |
28,326 |
| 60 |
1.0381 |
0.9984 |
0.0397 |
3.8% |
0.0057 |
0.5% |
90% |
True |
False |
26,680 |
| 80 |
1.0381 |
0.9984 |
0.0397 |
3.8% |
0.0059 |
0.6% |
90% |
True |
False |
22,692 |
| 100 |
1.0381 |
0.9984 |
0.0397 |
3.8% |
0.0058 |
0.6% |
90% |
True |
False |
18,163 |
| 120 |
1.0759 |
0.9984 |
0.0775 |
7.5% |
0.0058 |
0.6% |
46% |
False |
False |
15,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0572 |
|
2.618 |
1.0499 |
|
1.618 |
1.0454 |
|
1.000 |
1.0426 |
|
0.618 |
1.0409 |
|
HIGH |
1.0381 |
|
0.618 |
1.0364 |
|
0.500 |
1.0359 |
|
0.382 |
1.0353 |
|
LOW |
1.0336 |
|
0.618 |
1.0308 |
|
1.000 |
1.0291 |
|
1.618 |
1.0263 |
|
2.618 |
1.0218 |
|
4.250 |
1.0145 |
|
|
| Fisher Pivots for day following 14-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0359 |
1.0336 |
| PP |
1.0353 |
1.0328 |
| S1 |
1.0348 |
1.0321 |
|