CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 20-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2018 |
20-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0112 |
1.0206 |
0.0094 |
0.9% |
1.0160 |
| High |
1.0166 |
1.0211 |
0.0045 |
0.4% |
1.0211 |
| Low |
1.0091 |
1.0121 |
0.0030 |
0.3% |
1.0091 |
| Close |
1.0145 |
1.0206 |
0.0061 |
0.6% |
1.0206 |
| Range |
0.0075 |
0.0090 |
0.0015 |
20.0% |
0.0120 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.9% |
0.0000 |
| Volume |
5 |
0 |
-5 |
-100.0% |
14 |
|
| Daily Pivots for day following 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0449 |
1.0418 |
1.0256 |
|
| R3 |
1.0359 |
1.0328 |
1.0231 |
|
| R2 |
1.0269 |
1.0269 |
1.0223 |
|
| R1 |
1.0238 |
1.0238 |
1.0214 |
1.0251 |
| PP |
1.0179 |
1.0179 |
1.0179 |
1.0186 |
| S1 |
1.0148 |
1.0148 |
1.0198 |
1.0161 |
| S2 |
1.0089 |
1.0089 |
1.0190 |
|
| S3 |
0.9999 |
1.0058 |
1.0181 |
|
| S4 |
0.9909 |
0.9968 |
1.0157 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0529 |
1.0488 |
1.0272 |
|
| R3 |
1.0409 |
1.0368 |
1.0239 |
|
| R2 |
1.0289 |
1.0289 |
1.0228 |
|
| R1 |
1.0248 |
1.0248 |
1.0217 |
1.0269 |
| PP |
1.0169 |
1.0169 |
1.0169 |
1.0180 |
| S1 |
1.0128 |
1.0128 |
1.0195 |
1.0149 |
| S2 |
1.0049 |
1.0049 |
1.0184 |
|
| S3 |
0.9929 |
1.0008 |
1.0173 |
|
| S4 |
0.9809 |
0.9888 |
1.0140 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0594 |
|
2.618 |
1.0447 |
|
1.618 |
1.0357 |
|
1.000 |
1.0301 |
|
0.618 |
1.0267 |
|
HIGH |
1.0211 |
|
0.618 |
1.0177 |
|
0.500 |
1.0166 |
|
0.382 |
1.0155 |
|
LOW |
1.0121 |
|
0.618 |
1.0065 |
|
1.000 |
1.0031 |
|
1.618 |
0.9975 |
|
2.618 |
0.9885 |
|
4.250 |
0.9739 |
|
|
| Fisher Pivots for day following 20-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0193 |
1.0188 |
| PP |
1.0179 |
1.0169 |
| S1 |
1.0166 |
1.0151 |
|