CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 12-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0347 |
1.0368 |
0.0021 |
0.2% |
1.0412 |
| High |
1.0376 |
1.0400 |
0.0024 |
0.2% |
1.0461 |
| Low |
1.0335 |
1.0343 |
0.0008 |
0.1% |
1.0333 |
| Close |
1.0360 |
1.0395 |
0.0035 |
0.3% |
1.0410 |
| Range |
0.0041 |
0.0057 |
0.0016 |
39.0% |
0.0128 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.1% |
0.0000 |
| Volume |
15,683 |
23,833 |
8,150 |
52.0% |
10,141 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0550 |
1.0530 |
1.0426 |
|
| R3 |
1.0493 |
1.0473 |
1.0411 |
|
| R2 |
1.0436 |
1.0436 |
1.0405 |
|
| R1 |
1.0416 |
1.0416 |
1.0400 |
1.0426 |
| PP |
1.0379 |
1.0379 |
1.0379 |
1.0385 |
| S1 |
1.0359 |
1.0359 |
1.0390 |
1.0369 |
| S2 |
1.0322 |
1.0322 |
1.0385 |
|
| S3 |
1.0265 |
1.0302 |
1.0379 |
|
| S4 |
1.0208 |
1.0245 |
1.0364 |
|
|
| 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% |
0.0060 |
0.6% |
48% |
False |
False |
10,460 |
| 10 |
1.0461 |
1.0329 |
0.0132 |
1.3% |
0.0060 |
0.6% |
50% |
False |
False |
5,823 |
| 20 |
1.0461 |
1.0126 |
0.0335 |
3.2% |
0.0057 |
0.5% |
80% |
False |
False |
2,941 |
| 40 |
1.0461 |
1.0091 |
0.0370 |
3.6% |
0.0050 |
0.5% |
82% |
False |
False |
1,474 |
| 60 |
1.0461 |
1.0069 |
0.0392 |
3.8% |
0.0051 |
0.5% |
83% |
False |
False |
985 |
| 80 |
1.0461 |
1.0069 |
0.0392 |
3.8% |
0.0051 |
0.5% |
83% |
False |
False |
740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0642 |
|
2.618 |
1.0549 |
|
1.618 |
1.0492 |
|
1.000 |
1.0457 |
|
0.618 |
1.0435 |
|
HIGH |
1.0400 |
|
0.618 |
1.0378 |
|
0.500 |
1.0372 |
|
0.382 |
1.0365 |
|
LOW |
1.0343 |
|
0.618 |
1.0308 |
|
1.000 |
1.0286 |
|
1.618 |
1.0251 |
|
2.618 |
1.0194 |
|
4.250 |
1.0101 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0387 |
1.0388 |
| PP |
1.0379 |
1.0381 |
| S1 |
1.0372 |
1.0374 |
|