CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 18-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2018 |
18-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0422 |
1.0473 |
0.0051 |
0.5% |
1.0412 |
| High |
1.0488 |
1.0499 |
0.0011 |
0.1% |
1.0464 |
| Low |
1.0417 |
1.0439 |
0.0022 |
0.2% |
1.0335 |
| Close |
1.0474 |
1.0445 |
-0.0029 |
-0.3% |
1.0426 |
| Range |
0.0071 |
0.0060 |
-0.0011 |
-15.5% |
0.0129 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.4% |
0.0000 |
| Volume |
20,267 |
22,653 |
2,386 |
11.8% |
101,685 |
|
| Daily Pivots for day following 18-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0641 |
1.0603 |
1.0478 |
|
| R3 |
1.0581 |
1.0543 |
1.0462 |
|
| R2 |
1.0521 |
1.0521 |
1.0456 |
|
| R1 |
1.0483 |
1.0483 |
1.0451 |
1.0472 |
| PP |
1.0461 |
1.0461 |
1.0461 |
1.0456 |
| S1 |
1.0423 |
1.0423 |
1.0440 |
1.0412 |
| S2 |
1.0401 |
1.0401 |
1.0434 |
|
| S3 |
1.0341 |
1.0363 |
1.0429 |
|
| S4 |
1.0281 |
1.0303 |
1.0412 |
|
|
| 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 |
1.0499 |
1.0343 |
0.0156 |
1.5% |
0.0058 |
0.6% |
65% |
True |
False |
24,399 |
| 10 |
1.0499 |
1.0335 |
0.0164 |
1.6% |
0.0058 |
0.6% |
67% |
True |
False |
15,397 |
| 20 |
1.0499 |
1.0208 |
0.0291 |
2.8% |
0.0057 |
0.6% |
81% |
True |
False |
7,844 |
| 40 |
1.0499 |
1.0126 |
0.0373 |
3.6% |
0.0050 |
0.5% |
86% |
True |
False |
3,928 |
| 60 |
1.0499 |
1.0069 |
0.0430 |
4.1% |
0.0051 |
0.5% |
87% |
True |
False |
2,620 |
| 80 |
1.0499 |
1.0069 |
0.0430 |
4.1% |
0.0052 |
0.5% |
87% |
True |
False |
1,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0754 |
|
2.618 |
1.0656 |
|
1.618 |
1.0596 |
|
1.000 |
1.0559 |
|
0.618 |
1.0536 |
|
HIGH |
1.0499 |
|
0.618 |
1.0476 |
|
0.500 |
1.0469 |
|
0.382 |
1.0462 |
|
LOW |
1.0439 |
|
0.618 |
1.0402 |
|
1.000 |
1.0379 |
|
1.618 |
1.0342 |
|
2.618 |
1.0282 |
|
4.250 |
1.0184 |
|
|
| Fisher Pivots for day following 18-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0469 |
1.0458 |
| PP |
1.0461 |
1.0454 |
| S1 |
1.0453 |
1.0449 |
|