CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 17-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0440 |
1.0422 |
-0.0018 |
-0.2% |
1.0412 |
| High |
1.0464 |
1.0488 |
0.0024 |
0.2% |
1.0464 |
| Low |
1.0419 |
1.0417 |
-0.0002 |
0.0% |
1.0335 |
| Close |
1.0426 |
1.0474 |
0.0048 |
0.5% |
1.0426 |
| Range |
0.0045 |
0.0071 |
0.0026 |
57.8% |
0.0129 |
| ATR |
0.0055 |
0.0057 |
0.0001 |
2.0% |
0.0000 |
| Volume |
27,794 |
20,267 |
-7,527 |
-27.1% |
101,685 |
|
| Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0673 |
1.0644 |
1.0513 |
|
| R3 |
1.0602 |
1.0573 |
1.0494 |
|
| R2 |
1.0531 |
1.0531 |
1.0487 |
|
| R1 |
1.0502 |
1.0502 |
1.0481 |
1.0517 |
| PP |
1.0460 |
1.0460 |
1.0460 |
1.0467 |
| S1 |
1.0431 |
1.0431 |
1.0467 |
1.0446 |
| S2 |
1.0389 |
1.0389 |
1.0461 |
|
| S3 |
1.0318 |
1.0360 |
1.0454 |
|
| S4 |
1.0247 |
1.0289 |
1.0435 |
|
|
| 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 |
1.0488 |
1.0335 |
0.0153 |
1.5% |
0.0054 |
0.5% |
91% |
True |
False |
23,005 |
| 10 |
1.0488 |
1.0333 |
0.0155 |
1.5% |
0.0061 |
0.6% |
91% |
True |
False |
13,209 |
| 20 |
1.0488 |
1.0137 |
0.0351 |
3.4% |
0.0057 |
0.5% |
96% |
True |
False |
6,712 |
| 40 |
1.0488 |
1.0126 |
0.0362 |
3.5% |
0.0049 |
0.5% |
96% |
True |
False |
3,361 |
| 60 |
1.0488 |
1.0069 |
0.0419 |
4.0% |
0.0051 |
0.5% |
97% |
True |
False |
2,243 |
| 80 |
1.0488 |
1.0069 |
0.0419 |
4.0% |
0.0052 |
0.5% |
97% |
True |
False |
1,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0790 |
|
2.618 |
1.0674 |
|
1.618 |
1.0603 |
|
1.000 |
1.0559 |
|
0.618 |
1.0532 |
|
HIGH |
1.0488 |
|
0.618 |
1.0461 |
|
0.500 |
1.0453 |
|
0.382 |
1.0444 |
|
LOW |
1.0417 |
|
0.618 |
1.0373 |
|
1.000 |
1.0346 |
|
1.618 |
1.0302 |
|
2.618 |
1.0231 |
|
4.250 |
1.0115 |
|
|
| Fisher Pivots for day following 17-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0467 |
1.0462 |
| PP |
1.0460 |
1.0450 |
| S1 |
1.0453 |
1.0438 |
|