CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 01-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2018 |
01-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0250 |
1.0206 |
-0.0044 |
-0.4% |
1.0206 |
| High |
1.0254 |
1.0214 |
-0.0040 |
-0.4% |
1.0227 |
| Low |
1.0219 |
1.0190 |
-0.0029 |
-0.3% |
1.0149 |
| Close |
1.0224 |
1.0207 |
-0.0017 |
-0.2% |
1.0184 |
| Range |
0.0035 |
0.0024 |
-0.0011 |
-31.4% |
0.0078 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
6 |
19 |
13 |
216.7% |
8 |
|
| Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0276 |
1.0265 |
1.0220 |
|
| R3 |
1.0252 |
1.0241 |
1.0214 |
|
| R2 |
1.0228 |
1.0228 |
1.0211 |
|
| R1 |
1.0217 |
1.0217 |
1.0209 |
1.0223 |
| PP |
1.0204 |
1.0204 |
1.0204 |
1.0206 |
| S1 |
1.0193 |
1.0193 |
1.0205 |
1.0199 |
| S2 |
1.0180 |
1.0180 |
1.0203 |
|
| S3 |
1.0156 |
1.0169 |
1.0200 |
|
| S4 |
1.0132 |
1.0145 |
1.0194 |
|
|
| 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 |
1.0316 |
|
2.618 |
1.0277 |
|
1.618 |
1.0253 |
|
1.000 |
1.0238 |
|
0.618 |
1.0229 |
|
HIGH |
1.0214 |
|
0.618 |
1.0205 |
|
0.500 |
1.0202 |
|
0.382 |
1.0199 |
|
LOW |
1.0190 |
|
0.618 |
1.0175 |
|
1.000 |
1.0166 |
|
1.618 |
1.0151 |
|
2.618 |
1.0127 |
|
4.250 |
1.0088 |
|
|
| Fisher Pivots for day following 01-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0205 |
1.0210 |
| PP |
1.0204 |
1.0209 |
| S1 |
1.0202 |
1.0208 |
|