CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 02-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2018 |
02-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0267 |
1.0233 |
-0.0034 |
-0.3% |
1.0515 |
| High |
1.0267 |
1.0242 |
-0.0025 |
-0.2% |
1.0518 |
| Low |
1.0216 |
1.0207 |
-0.0009 |
-0.1% |
1.0253 |
| Close |
1.0231 |
1.0222 |
-0.0009 |
-0.1% |
1.0284 |
| Range |
0.0051 |
0.0035 |
-0.0016 |
-31.4% |
0.0265 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
26,036 |
22,099 |
-3,937 |
-15.1% |
154,644 |
|
| Daily Pivots for day following 02-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0329 |
1.0310 |
1.0241 |
|
| R3 |
1.0294 |
1.0275 |
1.0232 |
|
| R2 |
1.0259 |
1.0259 |
1.0228 |
|
| R1 |
1.0240 |
1.0240 |
1.0225 |
1.0232 |
| PP |
1.0224 |
1.0224 |
1.0224 |
1.0220 |
| S1 |
1.0205 |
1.0205 |
1.0219 |
1.0197 |
| S2 |
1.0189 |
1.0189 |
1.0216 |
|
| S3 |
1.0154 |
1.0170 |
1.0212 |
|
| S4 |
1.0119 |
1.0135 |
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 |
1.0207 |
0.0260 |
2.5% |
0.0080 |
0.8% |
6% |
False |
True |
31,636 |
| 10 |
1.0559 |
1.0207 |
0.0352 |
3.4% |
0.0075 |
0.7% |
4% |
False |
True |
28,862 |
| 20 |
1.0559 |
1.0207 |
0.0352 |
3.4% |
0.0066 |
0.6% |
4% |
False |
True |
22,130 |
| 40 |
1.0559 |
1.0126 |
0.0433 |
4.2% |
0.0059 |
0.6% |
22% |
False |
False |
11,142 |
| 60 |
1.0559 |
1.0069 |
0.0490 |
4.8% |
0.0056 |
0.5% |
31% |
False |
False |
7,429 |
| 80 |
1.0559 |
1.0069 |
0.0490 |
4.8% |
0.0055 |
0.5% |
31% |
False |
False |
5,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0391 |
|
2.618 |
1.0334 |
|
1.618 |
1.0299 |
|
1.000 |
1.0277 |
|
0.618 |
1.0264 |
|
HIGH |
1.0242 |
|
0.618 |
1.0229 |
|
0.500 |
1.0225 |
|
0.382 |
1.0220 |
|
LOW |
1.0207 |
|
0.618 |
1.0185 |
|
1.000 |
1.0172 |
|
1.618 |
1.0150 |
|
2.618 |
1.0115 |
|
4.250 |
1.0058 |
|
|
| Fisher Pivots for day following 02-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0225 |
1.0274 |
| PP |
1.0224 |
1.0257 |
| S1 |
1.0223 |
1.0239 |
|