CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 14-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0389 |
1.0440 |
0.0051 |
0.5% |
1.0412 |
| High |
1.0445 |
1.0464 |
0.0019 |
0.2% |
1.0464 |
| Low |
1.0388 |
1.0419 |
0.0031 |
0.3% |
1.0335 |
| Close |
1.0439 |
1.0426 |
-0.0013 |
-0.1% |
1.0426 |
| Range |
0.0057 |
0.0045 |
-0.0012 |
-21.1% |
0.0129 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
27,452 |
27,794 |
342 |
1.2% |
101,685 |
|
| Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0571 |
1.0544 |
1.0451 |
|
| R3 |
1.0526 |
1.0499 |
1.0438 |
|
| R2 |
1.0481 |
1.0481 |
1.0434 |
|
| R1 |
1.0454 |
1.0454 |
1.0430 |
1.0445 |
| PP |
1.0436 |
1.0436 |
1.0436 |
1.0432 |
| S1 |
1.0409 |
1.0409 |
1.0422 |
1.0400 |
| S2 |
1.0391 |
1.0391 |
1.0418 |
|
| S3 |
1.0346 |
1.0364 |
1.0414 |
|
| S4 |
1.0301 |
1.0319 |
1.0401 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0795 |
1.0740 |
1.0497 |
|
| R3 |
1.0666 |
1.0611 |
1.0461 |
|
| R2 |
1.0537 |
1.0537 |
1.0450 |
|
| R1 |
1.0482 |
1.0482 |
1.0438 |
1.0510 |
| PP |
1.0408 |
1.0408 |
1.0408 |
1.0422 |
| S1 |
1.0353 |
1.0353 |
1.0414 |
1.0381 |
| S2 |
1.0279 |
1.0279 |
1.0402 |
|
| S3 |
1.0150 |
1.0224 |
1.0391 |
|
| S4 |
1.0021 |
1.0095 |
1.0355 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0464 |
1.0335 |
0.0129 |
1.2% |
0.0054 |
0.5% |
71% |
True |
False |
20,337 |
| 10 |
1.0464 |
1.0333 |
0.0131 |
1.3% |
0.0059 |
0.6% |
71% |
True |
False |
11,299 |
| 20 |
1.0464 |
1.0128 |
0.0336 |
3.2% |
0.0056 |
0.5% |
89% |
True |
False |
5,701 |
| 40 |
1.0464 |
1.0121 |
0.0343 |
3.3% |
0.0050 |
0.5% |
89% |
True |
False |
2,855 |
| 60 |
1.0464 |
1.0069 |
0.0395 |
3.8% |
0.0051 |
0.5% |
90% |
True |
False |
1,905 |
| 80 |
1.0464 |
1.0069 |
0.0395 |
3.8% |
0.0052 |
0.5% |
90% |
True |
False |
1,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0655 |
|
2.618 |
1.0582 |
|
1.618 |
1.0537 |
|
1.000 |
1.0509 |
|
0.618 |
1.0492 |
|
HIGH |
1.0464 |
|
0.618 |
1.0447 |
|
0.500 |
1.0442 |
|
0.382 |
1.0436 |
|
LOW |
1.0419 |
|
0.618 |
1.0391 |
|
1.000 |
1.0374 |
|
1.618 |
1.0346 |
|
2.618 |
1.0301 |
|
4.250 |
1.0228 |
|
|
| Fisher Pivots for day following 14-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0442 |
1.0419 |
| PP |
1.0436 |
1.0411 |
| S1 |
1.0431 |
1.0404 |
|