CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 17-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0354 |
1.0339 |
-0.0015 |
-0.1% |
1.0326 |
| High |
1.0381 |
1.0403 |
0.0022 |
0.2% |
1.0381 |
| Low |
1.0336 |
1.0331 |
-0.0005 |
0.0% |
1.0252 |
| Close |
1.0343 |
1.0402 |
0.0059 |
0.6% |
1.0343 |
| Range |
0.0045 |
0.0072 |
0.0027 |
60.0% |
0.0129 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.9% |
0.0000 |
| Volume |
9,665 |
1,290 |
-8,375 |
-86.7% |
159,455 |
|
| Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0595 |
1.0570 |
1.0442 |
|
| R3 |
1.0523 |
1.0498 |
1.0422 |
|
| R2 |
1.0451 |
1.0451 |
1.0415 |
|
| R1 |
1.0426 |
1.0426 |
1.0409 |
1.0439 |
| PP |
1.0379 |
1.0379 |
1.0379 |
1.0385 |
| S1 |
1.0354 |
1.0354 |
1.0395 |
1.0367 |
| S2 |
1.0307 |
1.0307 |
1.0389 |
|
| S3 |
1.0235 |
1.0282 |
1.0382 |
|
| S4 |
1.0163 |
1.0210 |
1.0362 |
|
|
| 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 |
1.0403 |
1.0252 |
0.0151 |
1.5% |
0.0054 |
0.5% |
99% |
True |
False |
25,562 |
| 10 |
1.0403 |
1.0250 |
0.0153 |
1.5% |
0.0061 |
0.6% |
99% |
True |
False |
31,317 |
| 20 |
1.0403 |
1.0055 |
0.0348 |
3.3% |
0.0059 |
0.6% |
100% |
True |
False |
30,160 |
| 40 |
1.0403 |
1.0042 |
0.0361 |
3.5% |
0.0053 |
0.5% |
100% |
True |
False |
27,595 |
| 60 |
1.0403 |
0.9984 |
0.0419 |
4.0% |
0.0056 |
0.5% |
100% |
True |
False |
26,252 |
| 80 |
1.0403 |
0.9984 |
0.0419 |
4.0% |
0.0059 |
0.6% |
100% |
True |
False |
22,659 |
| 100 |
1.0403 |
0.9984 |
0.0419 |
4.0% |
0.0058 |
0.6% |
100% |
True |
False |
18,176 |
| 120 |
1.0724 |
0.9984 |
0.0740 |
7.1% |
0.0058 |
0.6% |
56% |
False |
False |
15,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0709 |
|
2.618 |
1.0591 |
|
1.618 |
1.0519 |
|
1.000 |
1.0475 |
|
0.618 |
1.0447 |
|
HIGH |
1.0403 |
|
0.618 |
1.0375 |
|
0.500 |
1.0367 |
|
0.382 |
1.0359 |
|
LOW |
1.0331 |
|
0.618 |
1.0287 |
|
1.000 |
1.0259 |
|
1.618 |
1.0215 |
|
2.618 |
1.0143 |
|
4.250 |
1.0025 |
|
|
| Fisher Pivots for day following 17-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0390 |
1.0386 |
| PP |
1.0379 |
1.0370 |
| S1 |
1.0367 |
1.0355 |
|