CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 26-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0444 |
1.0438 |
-0.0006 |
-0.1% |
1.0422 |
| High |
1.0455 |
1.0467 |
0.0012 |
0.1% |
1.0559 |
| Low |
1.0417 |
1.0383 |
-0.0034 |
-0.3% |
1.0390 |
| Close |
1.0440 |
1.0438 |
-0.0002 |
0.0% |
1.0511 |
| Range |
0.0038 |
0.0084 |
0.0046 |
121.1% |
0.0169 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
2.8% |
0.0000 |
| Volume |
22,588 |
31,047 |
8,459 |
37.4% |
128,766 |
|
| Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0681 |
1.0644 |
1.0484 |
|
| R3 |
1.0597 |
1.0560 |
1.0461 |
|
| R2 |
1.0513 |
1.0513 |
1.0453 |
|
| R1 |
1.0476 |
1.0476 |
1.0446 |
1.0480 |
| PP |
1.0429 |
1.0429 |
1.0429 |
1.0432 |
| S1 |
1.0392 |
1.0392 |
1.0430 |
1.0396 |
| S2 |
1.0345 |
1.0345 |
1.0423 |
|
| S3 |
1.0261 |
1.0308 |
1.0415 |
|
| S4 |
1.0177 |
1.0224 |
1.0392 |
|
|
| 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 |
1.0383 |
0.0176 |
1.7% |
0.0071 |
0.7% |
31% |
False |
True |
27,403 |
| 10 |
1.0559 |
1.0383 |
0.0176 |
1.7% |
0.0066 |
0.6% |
31% |
False |
True |
25,965 |
| 20 |
1.0559 |
1.0329 |
0.0230 |
2.2% |
0.0063 |
0.6% |
47% |
False |
False |
15,894 |
| 40 |
1.0559 |
1.0126 |
0.0433 |
4.1% |
0.0054 |
0.5% |
72% |
False |
False |
7,964 |
| 60 |
1.0559 |
1.0069 |
0.0490 |
4.7% |
0.0054 |
0.5% |
75% |
False |
False |
5,311 |
| 80 |
1.0559 |
1.0069 |
0.0490 |
4.7% |
0.0053 |
0.5% |
75% |
False |
False |
3,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0824 |
|
2.618 |
1.0687 |
|
1.618 |
1.0603 |
|
1.000 |
1.0551 |
|
0.618 |
1.0519 |
|
HIGH |
1.0467 |
|
0.618 |
1.0435 |
|
0.500 |
1.0425 |
|
0.382 |
1.0415 |
|
LOW |
1.0383 |
|
0.618 |
1.0331 |
|
1.000 |
1.0299 |
|
1.618 |
1.0247 |
|
2.618 |
1.0163 |
|
4.250 |
1.0026 |
|
|
| Fisher Pivots for day following 26-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0434 |
1.0451 |
| PP |
1.0429 |
1.0446 |
| S1 |
1.0425 |
1.0442 |
|