CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 04-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2018 |
04-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0228 |
1.0157 |
-0.0071 |
-0.7% |
1.0515 |
| High |
1.0237 |
1.0172 |
-0.0065 |
-0.6% |
1.0518 |
| Low |
1.0142 |
1.0129 |
-0.0013 |
-0.1% |
1.0253 |
| Close |
1.0170 |
1.0149 |
-0.0021 |
-0.2% |
1.0284 |
| Range |
0.0095 |
0.0043 |
-0.0052 |
-54.7% |
0.0265 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
24,656 |
23,439 |
-1,217 |
-4.9% |
154,644 |
|
| Daily Pivots for day following 04-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0279 |
1.0257 |
1.0173 |
|
| R3 |
1.0236 |
1.0214 |
1.0161 |
|
| R2 |
1.0193 |
1.0193 |
1.0157 |
|
| R1 |
1.0171 |
1.0171 |
1.0153 |
1.0161 |
| PP |
1.0150 |
1.0150 |
1.0150 |
1.0145 |
| S1 |
1.0128 |
1.0128 |
1.0145 |
1.0118 |
| S2 |
1.0107 |
1.0107 |
1.0141 |
|
| S3 |
1.0064 |
1.0085 |
1.0137 |
|
| S4 |
1.0021 |
1.0042 |
1.0125 |
|
|
| 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 |
1.0341 |
1.0129 |
0.0212 |
2.1% |
0.0062 |
0.6% |
9% |
False |
True |
27,572 |
| 10 |
1.0559 |
1.0129 |
0.0430 |
4.2% |
0.0072 |
0.7% |
5% |
False |
True |
28,262 |
| 20 |
1.0559 |
1.0129 |
0.0430 |
4.2% |
0.0067 |
0.7% |
5% |
False |
True |
24,320 |
| 40 |
1.0559 |
1.0126 |
0.0433 |
4.3% |
0.0061 |
0.6% |
5% |
False |
False |
12,344 |
| 60 |
1.0559 |
1.0069 |
0.0490 |
4.8% |
0.0056 |
0.6% |
16% |
False |
False |
8,231 |
| 80 |
1.0559 |
1.0069 |
0.0490 |
4.8% |
0.0056 |
0.5% |
16% |
False |
False |
6,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0355 |
|
2.618 |
1.0285 |
|
1.618 |
1.0242 |
|
1.000 |
1.0215 |
|
0.618 |
1.0199 |
|
HIGH |
1.0172 |
|
0.618 |
1.0156 |
|
0.500 |
1.0151 |
|
0.382 |
1.0145 |
|
LOW |
1.0129 |
|
0.618 |
1.0102 |
|
1.000 |
1.0086 |
|
1.618 |
1.0059 |
|
2.618 |
1.0016 |
|
4.250 |
0.9946 |
|
|
| Fisher Pivots for day following 04-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0151 |
1.0186 |
| PP |
1.0150 |
1.0173 |
| S1 |
1.0150 |
1.0161 |
|