CME Swiss Franc Future December 2018
Trading Metrics calculated at close of trading on 24-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2018 |
24-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
1.0277 |
1.0238 |
-0.0039 |
-0.4% |
1.0158 |
High |
1.0281 |
1.0291 |
0.0010 |
0.1% |
1.0299 |
Low |
1.0238 |
1.0238 |
0.0000 |
0.0% |
1.0137 |
Close |
1.0240 |
1.0272 |
0.0032 |
0.3% |
1.0272 |
Range |
0.0043 |
0.0053 |
0.0010 |
23.3% |
0.0162 |
ATR |
0.0050 |
0.0050 |
0.0000 |
0.4% |
0.0000 |
Volume |
15 |
64 |
49 |
326.7% |
145 |
|
Daily Pivots for day following 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0426 |
1.0402 |
1.0301 |
|
R3 |
1.0373 |
1.0349 |
1.0287 |
|
R2 |
1.0320 |
1.0320 |
1.0282 |
|
R1 |
1.0296 |
1.0296 |
1.0277 |
1.0308 |
PP |
1.0267 |
1.0267 |
1.0267 |
1.0273 |
S1 |
1.0243 |
1.0243 |
1.0267 |
1.0255 |
S2 |
1.0214 |
1.0214 |
1.0262 |
|
S3 |
1.0161 |
1.0190 |
1.0257 |
|
S4 |
1.0108 |
1.0137 |
1.0243 |
|
|
Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0722 |
1.0659 |
1.0361 |
|
R3 |
1.0560 |
1.0497 |
1.0317 |
|
R2 |
1.0398 |
1.0398 |
1.0302 |
|
R1 |
1.0335 |
1.0335 |
1.0287 |
1.0367 |
PP |
1.0236 |
1.0236 |
1.0236 |
1.0252 |
S1 |
1.0173 |
1.0173 |
1.0257 |
1.0205 |
S2 |
1.0074 |
1.0074 |
1.0242 |
|
S3 |
0.9912 |
1.0011 |
1.0227 |
|
S4 |
0.9750 |
0.9849 |
1.0183 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0299 |
1.0137 |
0.0162 |
1.6% |
0.0051 |
0.5% |
83% |
False |
False |
29 |
10 |
1.0299 |
1.0126 |
0.0173 |
1.7% |
0.0049 |
0.5% |
84% |
False |
False |
25 |
20 |
1.0299 |
1.0126 |
0.0173 |
1.7% |
0.0045 |
0.4% |
84% |
False |
False |
17 |
40 |
1.0299 |
1.0069 |
0.0230 |
2.2% |
0.0049 |
0.5% |
88% |
False |
False |
11 |
60 |
1.0386 |
1.0069 |
0.0317 |
3.1% |
0.0049 |
0.5% |
64% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0516 |
2.618 |
1.0430 |
1.618 |
1.0377 |
1.000 |
1.0344 |
0.618 |
1.0324 |
HIGH |
1.0291 |
0.618 |
1.0271 |
0.500 |
1.0265 |
0.382 |
1.0258 |
LOW |
1.0238 |
0.618 |
1.0205 |
1.000 |
1.0185 |
1.618 |
1.0152 |
2.618 |
1.0099 |
4.250 |
1.0013 |
|
|
Fisher Pivots for day following 24-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1.0270 |
1.0271 |
PP |
1.0267 |
1.0270 |
S1 |
1.0265 |
1.0269 |
|