CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 01-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2018 |
01-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0307 |
1.0267 |
-0.0040 |
-0.4% |
1.0515 |
| High |
1.0341 |
1.0267 |
-0.0074 |
-0.7% |
1.0518 |
| Low |
1.0253 |
1.0216 |
-0.0037 |
-0.4% |
1.0253 |
| Close |
1.0284 |
1.0231 |
-0.0053 |
-0.5% |
1.0284 |
| Range |
0.0088 |
0.0051 |
-0.0037 |
-42.0% |
0.0265 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
41,631 |
26,036 |
-15,595 |
-37.5% |
154,644 |
|
| Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0391 |
1.0362 |
1.0259 |
|
| R3 |
1.0340 |
1.0311 |
1.0245 |
|
| R2 |
1.0289 |
1.0289 |
1.0240 |
|
| R1 |
1.0260 |
1.0260 |
1.0236 |
1.0249 |
| PP |
1.0238 |
1.0238 |
1.0238 |
1.0233 |
| S1 |
1.0209 |
1.0209 |
1.0226 |
1.0198 |
| S2 |
1.0187 |
1.0187 |
1.0222 |
|
| S3 |
1.0136 |
1.0158 |
1.0217 |
|
| S4 |
1.0085 |
1.0107 |
1.0203 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1147 |
1.0980 |
1.0430 |
|
| R3 |
1.0882 |
1.0715 |
1.0357 |
|
| R2 |
1.0617 |
1.0617 |
1.0333 |
|
| R1 |
1.0450 |
1.0450 |
1.0308 |
1.0401 |
| PP |
1.0352 |
1.0352 |
1.0352 |
1.0327 |
| S1 |
1.0185 |
1.0185 |
1.0260 |
1.0136 |
| S2 |
1.0087 |
1.0087 |
1.0235 |
|
| S3 |
0.9822 |
0.9920 |
1.0211 |
|
| S4 |
0.9557 |
0.9655 |
1.0138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0467 |
1.0216 |
0.0251 |
2.5% |
0.0081 |
0.8% |
6% |
False |
True |
31,734 |
| 10 |
1.0559 |
1.0216 |
0.0343 |
3.4% |
0.0077 |
0.8% |
4% |
False |
True |
28,917 |
| 20 |
1.0559 |
1.0216 |
0.0343 |
3.4% |
0.0069 |
0.7% |
4% |
False |
True |
21,063 |
| 40 |
1.0559 |
1.0126 |
0.0433 |
4.2% |
0.0059 |
0.6% |
24% |
False |
False |
10,590 |
| 60 |
1.0559 |
1.0069 |
0.0490 |
4.8% |
0.0057 |
0.6% |
33% |
False |
False |
7,061 |
| 80 |
1.0559 |
1.0069 |
0.0490 |
4.8% |
0.0055 |
0.5% |
33% |
False |
False |
5,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0484 |
|
2.618 |
1.0401 |
|
1.618 |
1.0350 |
|
1.000 |
1.0318 |
|
0.618 |
1.0299 |
|
HIGH |
1.0267 |
|
0.618 |
1.0248 |
|
0.500 |
1.0242 |
|
0.382 |
1.0235 |
|
LOW |
1.0216 |
|
0.618 |
1.0184 |
|
1.000 |
1.0165 |
|
1.618 |
1.0133 |
|
2.618 |
1.0082 |
|
4.250 |
0.9999 |
|
|
| Fisher Pivots for day following 01-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0242 |
1.0327 |
| PP |
1.0238 |
1.0295 |
| S1 |
1.0235 |
1.0263 |
|