CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 20-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0453 |
1.0420 |
-0.0033 |
-0.3% |
1.0412 |
| High |
1.0461 |
1.0508 |
0.0047 |
0.4% |
1.0464 |
| Low |
1.0390 |
1.0413 |
0.0023 |
0.2% |
1.0335 |
| Close |
1.0422 |
1.0501 |
0.0079 |
0.8% |
1.0426 |
| Range |
0.0071 |
0.0095 |
0.0024 |
33.8% |
0.0129 |
| ATR |
0.0058 |
0.0060 |
0.0003 |
4.6% |
0.0000 |
| Volume |
24,474 |
29,623 |
5,149 |
21.0% |
101,685 |
|
| Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0759 |
1.0725 |
1.0553 |
|
| R3 |
1.0664 |
1.0630 |
1.0527 |
|
| R2 |
1.0569 |
1.0569 |
1.0518 |
|
| R1 |
1.0535 |
1.0535 |
1.0510 |
1.0552 |
| PP |
1.0474 |
1.0474 |
1.0474 |
1.0483 |
| S1 |
1.0440 |
1.0440 |
1.0492 |
1.0457 |
| S2 |
1.0379 |
1.0379 |
1.0484 |
|
| S3 |
1.0284 |
1.0345 |
1.0475 |
|
| S4 |
1.0189 |
1.0250 |
1.0449 |
|
|
| 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 |
1.0508 |
1.0390 |
0.0118 |
1.1% |
0.0068 |
0.7% |
94% |
True |
False |
24,962 |
| 10 |
1.0508 |
1.0335 |
0.0173 |
1.6% |
0.0063 |
0.6% |
96% |
True |
False |
20,379 |
| 20 |
1.0508 |
1.0238 |
0.0270 |
2.6% |
0.0061 |
0.6% |
97% |
True |
False |
10,547 |
| 40 |
1.0508 |
1.0126 |
0.0382 |
3.6% |
0.0052 |
0.5% |
98% |
True |
False |
5,280 |
| 60 |
1.0508 |
1.0069 |
0.0439 |
4.2% |
0.0053 |
0.5% |
98% |
True |
False |
3,522 |
| 80 |
1.0508 |
1.0069 |
0.0439 |
4.2% |
0.0052 |
0.5% |
98% |
True |
False |
2,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0912 |
|
2.618 |
1.0757 |
|
1.618 |
1.0662 |
|
1.000 |
1.0603 |
|
0.618 |
1.0567 |
|
HIGH |
1.0508 |
|
0.618 |
1.0472 |
|
0.500 |
1.0461 |
|
0.382 |
1.0449 |
|
LOW |
1.0413 |
|
0.618 |
1.0354 |
|
1.000 |
1.0318 |
|
1.618 |
1.0259 |
|
2.618 |
1.0164 |
|
4.250 |
1.0009 |
|
|
| Fisher Pivots for day following 20-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0488 |
1.0484 |
| PP |
1.0474 |
1.0466 |
| S1 |
1.0461 |
1.0449 |
|