CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 30-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2018 |
30-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0184 |
1.0221 |
0.0037 |
0.4% |
1.0206 |
| High |
1.0190 |
1.0249 |
0.0059 |
0.6% |
1.0227 |
| Low |
1.0149 |
1.0166 |
0.0017 |
0.2% |
1.0149 |
| Close |
1.0184 |
1.0246 |
0.0062 |
0.6% |
1.0184 |
| Range |
0.0041 |
0.0083 |
0.0042 |
102.4% |
0.0078 |
| ATR |
0.0053 |
0.0056 |
0.0002 |
3.9% |
0.0000 |
| Volume |
5 |
11 |
6 |
120.0% |
8 |
|
| Daily Pivots for day following 30-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0469 |
1.0441 |
1.0292 |
|
| R3 |
1.0386 |
1.0358 |
1.0269 |
|
| R2 |
1.0303 |
1.0303 |
1.0261 |
|
| R1 |
1.0275 |
1.0275 |
1.0254 |
1.0289 |
| PP |
1.0220 |
1.0220 |
1.0220 |
1.0228 |
| S1 |
1.0192 |
1.0192 |
1.0238 |
1.0206 |
| S2 |
1.0137 |
1.0137 |
1.0231 |
|
| S3 |
1.0054 |
1.0109 |
1.0223 |
|
| S4 |
0.9971 |
1.0026 |
1.0200 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0421 |
1.0380 |
1.0227 |
|
| R3 |
1.0343 |
1.0302 |
1.0205 |
|
| R2 |
1.0265 |
1.0265 |
1.0198 |
|
| R1 |
1.0224 |
1.0224 |
1.0191 |
1.0206 |
| PP |
1.0187 |
1.0187 |
1.0187 |
1.0177 |
| S1 |
1.0146 |
1.0146 |
1.0177 |
1.0128 |
| S2 |
1.0109 |
1.0109 |
1.0170 |
|
| S3 |
1.0031 |
1.0068 |
1.0163 |
|
| S4 |
0.9953 |
0.9990 |
1.0141 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0602 |
|
2.618 |
1.0466 |
|
1.618 |
1.0383 |
|
1.000 |
1.0332 |
|
0.618 |
1.0300 |
|
HIGH |
1.0249 |
|
0.618 |
1.0217 |
|
0.500 |
1.0208 |
|
0.382 |
1.0198 |
|
LOW |
1.0166 |
|
0.618 |
1.0115 |
|
1.000 |
1.0083 |
|
1.618 |
1.0032 |
|
2.618 |
0.9949 |
|
4.250 |
0.9813 |
|
|
| Fisher Pivots for day following 30-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0233 |
1.0230 |
| PP |
1.0220 |
1.0215 |
| S1 |
1.0208 |
1.0199 |
|