CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 02-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2018 |
02-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0206 |
1.0184 |
-0.0022 |
-0.2% |
1.0206 |
| High |
1.0214 |
1.0190 |
-0.0024 |
-0.2% |
1.0227 |
| Low |
1.0190 |
1.0164 |
-0.0026 |
-0.3% |
1.0149 |
| Close |
1.0207 |
1.0166 |
-0.0041 |
-0.4% |
1.0184 |
| Range |
0.0024 |
0.0026 |
0.0002 |
8.3% |
0.0078 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
19 |
8 |
-11 |
-57.9% |
8 |
|
| Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0251 |
1.0235 |
1.0180 |
|
| R3 |
1.0225 |
1.0209 |
1.0173 |
|
| R2 |
1.0199 |
1.0199 |
1.0171 |
|
| R1 |
1.0183 |
1.0183 |
1.0168 |
1.0178 |
| PP |
1.0173 |
1.0173 |
1.0173 |
1.0171 |
| S1 |
1.0157 |
1.0157 |
1.0164 |
1.0152 |
| S2 |
1.0147 |
1.0147 |
1.0161 |
|
| S3 |
1.0121 |
1.0131 |
1.0159 |
|
| S4 |
1.0095 |
1.0105 |
1.0152 |
|
|
| 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 |
1.0301 |
|
2.618 |
1.0258 |
|
1.618 |
1.0232 |
|
1.000 |
1.0216 |
|
0.618 |
1.0206 |
|
HIGH |
1.0190 |
|
0.618 |
1.0180 |
|
0.500 |
1.0177 |
|
0.382 |
1.0174 |
|
LOW |
1.0164 |
|
0.618 |
1.0148 |
|
1.000 |
1.0138 |
|
1.618 |
1.0122 |
|
2.618 |
1.0096 |
|
4.250 |
1.0054 |
|
|
| Fisher Pivots for day following 02-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0177 |
1.0209 |
| PP |
1.0173 |
1.0195 |
| S1 |
1.0170 |
1.0180 |
|