CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 26-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2018 |
26-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0108 |
1.0126 |
0.0018 |
0.2% |
1.0035 |
| High |
1.0138 |
1.0141 |
0.0003 |
0.0% |
1.0132 |
| Low |
1.0095 |
1.0090 |
-0.0005 |
0.0% |
1.0004 |
| Close |
1.0118 |
1.0096 |
-0.0022 |
-0.2% |
1.0124 |
| Range |
0.0043 |
0.0051 |
0.0008 |
18.6% |
0.0128 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
20,419 |
19,781 |
-638 |
-3.1% |
129,986 |
|
| Daily Pivots for day following 26-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0262 |
1.0230 |
1.0124 |
|
| R3 |
1.0211 |
1.0179 |
1.0110 |
|
| R2 |
1.0160 |
1.0160 |
1.0105 |
|
| R1 |
1.0128 |
1.0128 |
1.0101 |
1.0119 |
| PP |
1.0109 |
1.0109 |
1.0109 |
1.0104 |
| S1 |
1.0077 |
1.0077 |
1.0091 |
1.0068 |
| S2 |
1.0058 |
1.0058 |
1.0087 |
|
| S3 |
1.0007 |
1.0026 |
1.0082 |
|
| S4 |
0.9956 |
0.9975 |
1.0068 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0471 |
1.0425 |
1.0194 |
|
| R3 |
1.0343 |
1.0297 |
1.0159 |
|
| R2 |
1.0215 |
1.0215 |
1.0147 |
|
| R1 |
1.0169 |
1.0169 |
1.0136 |
1.0192 |
| PP |
1.0087 |
1.0087 |
1.0087 |
1.0098 |
| S1 |
1.0041 |
1.0041 |
1.0112 |
1.0064 |
| S2 |
0.9959 |
0.9959 |
1.0101 |
|
| S3 |
0.9831 |
0.9913 |
1.0089 |
|
| S4 |
0.9703 |
0.9785 |
1.0054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0147 |
1.0037 |
0.0110 |
1.1% |
0.0052 |
0.5% |
54% |
False |
False |
22,702 |
| 10 |
1.0147 |
0.9984 |
0.0163 |
1.6% |
0.0059 |
0.6% |
69% |
False |
False |
24,262 |
| 20 |
1.0204 |
0.9984 |
0.0220 |
2.2% |
0.0060 |
0.6% |
51% |
False |
False |
24,003 |
| 40 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0063 |
0.6% |
35% |
False |
False |
19,776 |
| 60 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0061 |
0.6% |
35% |
False |
False |
13,278 |
| 80 |
1.0629 |
0.9984 |
0.0645 |
6.4% |
0.0059 |
0.6% |
17% |
False |
False |
9,961 |
| 100 |
1.0858 |
0.9984 |
0.0874 |
8.7% |
0.0058 |
0.6% |
13% |
False |
False |
7,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0358 |
|
2.618 |
1.0275 |
|
1.618 |
1.0224 |
|
1.000 |
1.0192 |
|
0.618 |
1.0173 |
|
HIGH |
1.0141 |
|
0.618 |
1.0122 |
|
0.500 |
1.0116 |
|
0.382 |
1.0109 |
|
LOW |
1.0090 |
|
0.618 |
1.0058 |
|
1.000 |
1.0039 |
|
1.618 |
1.0007 |
|
2.618 |
0.9956 |
|
4.250 |
0.9873 |
|
|
| Fisher Pivots for day following 26-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0116 |
1.0116 |
| PP |
1.0109 |
1.0109 |
| S1 |
1.0103 |
1.0103 |
|