CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 03-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2018 |
03-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0184 |
1.0177 |
-0.0007 |
-0.1% |
1.0221 |
| High |
1.0190 |
1.0194 |
0.0004 |
0.0% |
1.0254 |
| Low |
1.0164 |
1.0154 |
-0.0010 |
-0.1% |
1.0154 |
| Close |
1.0166 |
1.0177 |
0.0011 |
0.1% |
1.0177 |
| Range |
0.0026 |
0.0040 |
0.0014 |
53.8% |
0.0100 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
8 |
4 |
-4 |
-50.0% |
48 |
|
| Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0295 |
1.0276 |
1.0199 |
|
| R3 |
1.0255 |
1.0236 |
1.0188 |
|
| R2 |
1.0215 |
1.0215 |
1.0184 |
|
| R1 |
1.0196 |
1.0196 |
1.0181 |
1.0197 |
| PP |
1.0175 |
1.0175 |
1.0175 |
1.0176 |
| S1 |
1.0156 |
1.0156 |
1.0173 |
1.0157 |
| S2 |
1.0135 |
1.0135 |
1.0170 |
|
| S3 |
1.0095 |
1.0116 |
1.0166 |
|
| S4 |
1.0055 |
1.0076 |
1.0155 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0495 |
1.0436 |
1.0232 |
|
| R3 |
1.0395 |
1.0336 |
1.0205 |
|
| R2 |
1.0295 |
1.0295 |
1.0195 |
|
| R1 |
1.0236 |
1.0236 |
1.0186 |
1.0216 |
| PP |
1.0195 |
1.0195 |
1.0195 |
1.0185 |
| S1 |
1.0136 |
1.0136 |
1.0168 |
1.0116 |
| S2 |
1.0095 |
1.0095 |
1.0159 |
|
| S3 |
0.9995 |
1.0036 |
1.0150 |
|
| S4 |
0.9895 |
0.9936 |
1.0122 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0364 |
|
2.618 |
1.0299 |
|
1.618 |
1.0259 |
|
1.000 |
1.0234 |
|
0.618 |
1.0219 |
|
HIGH |
1.0194 |
|
0.618 |
1.0179 |
|
0.500 |
1.0174 |
|
0.382 |
1.0169 |
|
LOW |
1.0154 |
|
0.618 |
1.0129 |
|
1.000 |
1.0114 |
|
1.618 |
1.0089 |
|
2.618 |
1.0049 |
|
4.250 |
0.9984 |
|
|
| Fisher Pivots for day following 03-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0176 |
1.0184 |
| PP |
1.0175 |
1.0182 |
| S1 |
1.0174 |
1.0179 |
|