CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 21-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0420 |
1.0509 |
0.0089 |
0.9% |
1.0422 |
| High |
1.0508 |
1.0559 |
0.0051 |
0.5% |
1.0559 |
| Low |
1.0413 |
1.0498 |
0.0085 |
0.8% |
1.0390 |
| Close |
1.0501 |
1.0511 |
0.0010 |
0.1% |
1.0511 |
| Range |
0.0095 |
0.0061 |
-0.0034 |
-35.8% |
0.0169 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.1% |
0.0000 |
| Volume |
29,623 |
31,749 |
2,126 |
7.2% |
128,766 |
|
| Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0706 |
1.0669 |
1.0545 |
|
| R3 |
1.0645 |
1.0608 |
1.0528 |
|
| R2 |
1.0584 |
1.0584 |
1.0522 |
|
| R1 |
1.0547 |
1.0547 |
1.0517 |
1.0566 |
| PP |
1.0523 |
1.0523 |
1.0523 |
1.0532 |
| S1 |
1.0486 |
1.0486 |
1.0505 |
1.0505 |
| S2 |
1.0462 |
1.0462 |
1.0500 |
|
| S3 |
1.0401 |
1.0425 |
1.0494 |
|
| S4 |
1.0340 |
1.0364 |
1.0477 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0994 |
1.0921 |
1.0604 |
|
| R3 |
1.0825 |
1.0752 |
1.0557 |
|
| R2 |
1.0656 |
1.0656 |
1.0542 |
|
| R1 |
1.0583 |
1.0583 |
1.0526 |
1.0620 |
| PP |
1.0487 |
1.0487 |
1.0487 |
1.0505 |
| S1 |
1.0414 |
1.0414 |
1.0496 |
1.0451 |
| S2 |
1.0318 |
1.0318 |
1.0480 |
|
| S3 |
1.0149 |
1.0245 |
1.0465 |
|
| S4 |
0.9980 |
1.0076 |
1.0418 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0559 |
1.0390 |
0.0169 |
1.6% |
0.0072 |
0.7% |
72% |
True |
False |
25,753 |
| 10 |
1.0559 |
1.0335 |
0.0224 |
2.1% |
0.0063 |
0.6% |
79% |
True |
False |
23,045 |
| 20 |
1.0559 |
1.0238 |
0.0321 |
3.1% |
0.0062 |
0.6% |
85% |
True |
False |
12,133 |
| 40 |
1.0559 |
1.0126 |
0.0433 |
4.1% |
0.0053 |
0.5% |
89% |
True |
False |
6,074 |
| 60 |
1.0559 |
1.0069 |
0.0490 |
4.7% |
0.0053 |
0.5% |
90% |
True |
False |
4,051 |
| 80 |
1.0559 |
1.0069 |
0.0490 |
4.7% |
0.0052 |
0.5% |
90% |
True |
False |
3,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0818 |
|
2.618 |
1.0719 |
|
1.618 |
1.0658 |
|
1.000 |
1.0620 |
|
0.618 |
1.0597 |
|
HIGH |
1.0559 |
|
0.618 |
1.0536 |
|
0.500 |
1.0529 |
|
0.382 |
1.0521 |
|
LOW |
1.0498 |
|
0.618 |
1.0460 |
|
1.000 |
1.0437 |
|
1.618 |
1.0399 |
|
2.618 |
1.0338 |
|
4.250 |
1.0239 |
|
|
| Fisher Pivots for day following 21-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0529 |
1.0499 |
| PP |
1.0523 |
1.0487 |
| S1 |
1.0517 |
1.0475 |
|