CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 06-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2018 |
06-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0141 |
1.0124 |
-0.0017 |
-0.2% |
1.0162 |
| High |
1.0158 |
1.0179 |
0.0021 |
0.2% |
1.0179 |
| Low |
1.0113 |
1.0116 |
0.0003 |
0.0% |
1.0098 |
| Close |
1.0119 |
1.0160 |
0.0041 |
0.4% |
1.0160 |
| Range |
0.0045 |
0.0063 |
0.0018 |
40.0% |
0.0081 |
| ATR |
0.0061 |
0.0062 |
0.0000 |
0.2% |
0.0000 |
| Volume |
24,545 |
18,854 |
-5,691 |
-23.2% |
82,699 |
|
| Daily Pivots for day following 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0341 |
1.0313 |
1.0195 |
|
| R3 |
1.0278 |
1.0250 |
1.0177 |
|
| R2 |
1.0215 |
1.0215 |
1.0172 |
|
| R1 |
1.0187 |
1.0187 |
1.0166 |
1.0201 |
| PP |
1.0152 |
1.0152 |
1.0152 |
1.0159 |
| S1 |
1.0124 |
1.0124 |
1.0154 |
1.0138 |
| S2 |
1.0089 |
1.0089 |
1.0148 |
|
| S3 |
1.0026 |
1.0061 |
1.0143 |
|
| S4 |
0.9963 |
0.9998 |
1.0125 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0389 |
1.0355 |
1.0205 |
|
| R3 |
1.0308 |
1.0274 |
1.0182 |
|
| R2 |
1.0227 |
1.0227 |
1.0175 |
|
| R1 |
1.0193 |
1.0193 |
1.0167 |
1.0170 |
| PP |
1.0146 |
1.0146 |
1.0146 |
1.0134 |
| S1 |
1.0112 |
1.0112 |
1.0153 |
1.0089 |
| S2 |
1.0065 |
1.0065 |
1.0145 |
|
| S3 |
0.9984 |
1.0031 |
1.0138 |
|
| S4 |
0.9903 |
0.9950 |
1.0115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0179 |
1.0085 |
0.0094 |
0.9% |
0.0060 |
0.6% |
80% |
True |
False |
22,921 |
| 10 |
1.0219 |
1.0075 |
0.0144 |
1.4% |
0.0057 |
0.6% |
59% |
False |
False |
21,121 |
| 20 |
1.0293 |
1.0075 |
0.0218 |
2.1% |
0.0063 |
0.6% |
39% |
False |
False |
22,018 |
| 40 |
1.0304 |
1.0055 |
0.0249 |
2.5% |
0.0062 |
0.6% |
42% |
False |
False |
11,336 |
| 60 |
1.0588 |
1.0055 |
0.0533 |
5.2% |
0.0059 |
0.6% |
20% |
False |
False |
7,562 |
| 80 |
1.0783 |
1.0055 |
0.0728 |
7.2% |
0.0058 |
0.6% |
14% |
False |
False |
5,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0447 |
|
2.618 |
1.0344 |
|
1.618 |
1.0281 |
|
1.000 |
1.0242 |
|
0.618 |
1.0218 |
|
HIGH |
1.0179 |
|
0.618 |
1.0155 |
|
0.500 |
1.0148 |
|
0.382 |
1.0140 |
|
LOW |
1.0116 |
|
0.618 |
1.0077 |
|
1.000 |
1.0053 |
|
1.618 |
1.0014 |
|
2.618 |
0.9951 |
|
4.250 |
0.9848 |
|
|
| Fisher Pivots for day following 06-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0156 |
1.0155 |
| PP |
1.0152 |
1.0151 |
| S1 |
1.0148 |
1.0146 |
|