CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 27-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2018 |
27-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0159 |
1.0189 |
0.0030 |
0.3% |
1.0071 |
| High |
1.0210 |
1.0235 |
0.0025 |
0.2% |
1.0217 |
| Low |
1.0154 |
1.0174 |
0.0020 |
0.2% |
1.0055 |
| Close |
1.0190 |
1.0225 |
0.0035 |
0.3% |
1.0190 |
| Range |
0.0056 |
0.0061 |
0.0005 |
8.9% |
0.0162 |
| ATR |
0.0054 |
0.0054 |
0.0001 |
1.0% |
0.0000 |
| Volume |
27,200 |
17,565 |
-9,635 |
-35.4% |
147,245 |
|
| Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0394 |
1.0371 |
1.0259 |
|
| R3 |
1.0333 |
1.0310 |
1.0242 |
|
| R2 |
1.0272 |
1.0272 |
1.0236 |
|
| R1 |
1.0249 |
1.0249 |
1.0231 |
1.0261 |
| PP |
1.0211 |
1.0211 |
1.0211 |
1.0217 |
| S1 |
1.0188 |
1.0188 |
1.0219 |
1.0200 |
| S2 |
1.0150 |
1.0150 |
1.0214 |
|
| S3 |
1.0089 |
1.0127 |
1.0208 |
|
| S4 |
1.0028 |
1.0066 |
1.0191 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0640 |
1.0577 |
1.0279 |
|
| R3 |
1.0478 |
1.0415 |
1.0235 |
|
| R2 |
1.0316 |
1.0316 |
1.0220 |
|
| R1 |
1.0253 |
1.0253 |
1.0205 |
1.0285 |
| PP |
1.0154 |
1.0154 |
1.0154 |
1.0170 |
| S1 |
1.0091 |
1.0091 |
1.0175 |
1.0123 |
| S2 |
0.9992 |
0.9992 |
1.0160 |
|
| S3 |
0.9830 |
0.9929 |
1.0145 |
|
| S4 |
0.9668 |
0.9767 |
1.0101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0235 |
1.0111 |
0.0124 |
1.2% |
0.0056 |
0.6% |
92% |
True |
False |
28,799 |
| 10 |
1.0235 |
1.0042 |
0.0193 |
1.9% |
0.0056 |
0.5% |
95% |
True |
False |
27,990 |
| 20 |
1.0235 |
1.0042 |
0.0193 |
1.9% |
0.0049 |
0.5% |
95% |
True |
False |
26,707 |
| 40 |
1.0235 |
0.9984 |
0.0251 |
2.5% |
0.0055 |
0.5% |
96% |
True |
False |
25,206 |
| 60 |
1.0304 |
0.9984 |
0.0320 |
3.1% |
0.0058 |
0.6% |
75% |
False |
False |
22,878 |
| 80 |
1.0304 |
0.9984 |
0.0320 |
3.1% |
0.0058 |
0.6% |
75% |
False |
False |
17,238 |
| 100 |
1.0629 |
0.9984 |
0.0645 |
6.3% |
0.0057 |
0.6% |
37% |
False |
False |
13,792 |
| 120 |
1.0788 |
0.9984 |
0.0804 |
7.9% |
0.0057 |
0.6% |
30% |
False |
False |
11,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0494 |
|
2.618 |
1.0395 |
|
1.618 |
1.0334 |
|
1.000 |
1.0296 |
|
0.618 |
1.0273 |
|
HIGH |
1.0235 |
|
0.618 |
1.0212 |
|
0.500 |
1.0205 |
|
0.382 |
1.0197 |
|
LOW |
1.0174 |
|
0.618 |
1.0136 |
|
1.000 |
1.0113 |
|
1.618 |
1.0075 |
|
2.618 |
1.0014 |
|
4.250 |
0.9915 |
|
|
| Fisher Pivots for day following 27-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0218 |
1.0215 |
| PP |
1.0211 |
1.0205 |
| S1 |
1.0205 |
1.0195 |
|