CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 11-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0412 |
1.0347 |
-0.0065 |
-0.6% |
1.0412 |
| High |
1.0412 |
1.0376 |
-0.0036 |
-0.3% |
1.0461 |
| Low |
1.0340 |
1.0335 |
-0.0005 |
0.0% |
1.0333 |
| Close |
1.0345 |
1.0360 |
0.0015 |
0.1% |
1.0410 |
| Range |
0.0072 |
0.0041 |
-0.0031 |
-43.1% |
0.0128 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
6,923 |
15,683 |
8,760 |
126.5% |
10,141 |
|
| Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0480 |
1.0461 |
1.0383 |
|
| R3 |
1.0439 |
1.0420 |
1.0371 |
|
| R2 |
1.0398 |
1.0398 |
1.0368 |
|
| R1 |
1.0379 |
1.0379 |
1.0364 |
1.0389 |
| PP |
1.0357 |
1.0357 |
1.0357 |
1.0362 |
| S1 |
1.0338 |
1.0338 |
1.0356 |
1.0348 |
| S2 |
1.0316 |
1.0316 |
1.0352 |
|
| S3 |
1.0275 |
1.0297 |
1.0349 |
|
| S4 |
1.0234 |
1.0256 |
1.0337 |
|
|
| 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 |
1.0335 |
0.0126 |
1.2% |
0.0058 |
0.6% |
20% |
False |
True |
6,395 |
| 10 |
1.0461 |
1.0295 |
0.0166 |
1.6% |
0.0060 |
0.6% |
39% |
False |
False |
3,465 |
| 20 |
1.0461 |
1.0126 |
0.0335 |
3.2% |
0.0056 |
0.5% |
70% |
False |
False |
1,750 |
| 40 |
1.0461 |
1.0091 |
0.0370 |
3.6% |
0.0051 |
0.5% |
73% |
False |
False |
878 |
| 60 |
1.0461 |
1.0069 |
0.0392 |
3.8% |
0.0051 |
0.5% |
74% |
False |
False |
588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0550 |
|
2.618 |
1.0483 |
|
1.618 |
1.0442 |
|
1.000 |
1.0417 |
|
0.618 |
1.0401 |
|
HIGH |
1.0376 |
|
0.618 |
1.0360 |
|
0.500 |
1.0356 |
|
0.382 |
1.0351 |
|
LOW |
1.0335 |
|
0.618 |
1.0310 |
|
1.000 |
1.0294 |
|
1.618 |
1.0269 |
|
2.618 |
1.0228 |
|
4.250 |
1.0161 |
|
|
| Fisher Pivots for day following 11-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0359 |
1.0398 |
| PP |
1.0357 |
1.0385 |
| S1 |
1.0356 |
1.0373 |
|