CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 10-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2018 |
10-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0450 |
1.0412 |
-0.0038 |
-0.4% |
1.0412 |
| High |
1.0461 |
1.0412 |
-0.0049 |
-0.5% |
1.0461 |
| Low |
1.0399 |
1.0340 |
-0.0059 |
-0.6% |
1.0333 |
| Close |
1.0410 |
1.0345 |
-0.0065 |
-0.6% |
1.0410 |
| Range |
0.0062 |
0.0072 |
0.0010 |
16.1% |
0.0128 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
2.0% |
0.0000 |
| Volume |
5,089 |
6,923 |
1,834 |
36.0% |
10,141 |
|
| Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0582 |
1.0535 |
1.0385 |
|
| R3 |
1.0510 |
1.0463 |
1.0365 |
|
| R2 |
1.0438 |
1.0438 |
1.0358 |
|
| R1 |
1.0391 |
1.0391 |
1.0352 |
1.0379 |
| PP |
1.0366 |
1.0366 |
1.0366 |
1.0359 |
| S1 |
1.0319 |
1.0319 |
1.0338 |
1.0307 |
| S2 |
1.0294 |
1.0294 |
1.0332 |
|
| S3 |
1.0222 |
1.0247 |
1.0325 |
|
| S4 |
1.0150 |
1.0175 |
1.0305 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0785 |
1.0726 |
1.0480 |
|
| R3 |
1.0657 |
1.0598 |
1.0445 |
|
| R2 |
1.0529 |
1.0529 |
1.0433 |
|
| R1 |
1.0470 |
1.0470 |
1.0422 |
1.0436 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0384 |
| S1 |
1.0342 |
1.0342 |
1.0398 |
1.0308 |
| S2 |
1.0273 |
1.0273 |
1.0387 |
|
| S3 |
1.0145 |
1.0214 |
1.0375 |
|
| S4 |
1.0017 |
1.0086 |
1.0340 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0461 |
1.0333 |
0.0128 |
1.2% |
0.0068 |
0.7% |
9% |
False |
False |
3,412 |
| 10 |
1.0461 |
1.0257 |
0.0204 |
2.0% |
0.0062 |
0.6% |
43% |
False |
False |
1,908 |
| 20 |
1.0461 |
1.0126 |
0.0335 |
3.2% |
0.0056 |
0.5% |
65% |
False |
False |
966 |
| 40 |
1.0461 |
1.0091 |
0.0370 |
3.6% |
0.0051 |
0.5% |
69% |
False |
False |
486 |
| 60 |
1.0461 |
1.0069 |
0.0392 |
3.8% |
0.0051 |
0.5% |
70% |
False |
False |
327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0718 |
|
2.618 |
1.0600 |
|
1.618 |
1.0528 |
|
1.000 |
1.0484 |
|
0.618 |
1.0456 |
|
HIGH |
1.0412 |
|
0.618 |
1.0384 |
|
0.500 |
1.0376 |
|
0.382 |
1.0368 |
|
LOW |
1.0340 |
|
0.618 |
1.0296 |
|
1.000 |
1.0268 |
|
1.618 |
1.0224 |
|
2.618 |
1.0152 |
|
4.250 |
1.0034 |
|
|
| Fisher Pivots for day following 10-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0376 |
1.0401 |
| PP |
1.0366 |
1.0382 |
| S1 |
1.0355 |
1.0364 |
|