CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 16-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2018 |
16-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0029 |
1.0035 |
0.0006 |
0.1% |
1.0169 |
| High |
1.0038 |
1.0089 |
0.0051 |
0.5% |
1.0204 |
| Low |
0.9984 |
1.0027 |
0.0043 |
0.4% |
0.9984 |
| Close |
1.0031 |
1.0086 |
0.0055 |
0.5% |
1.0031 |
| Range |
0.0054 |
0.0062 |
0.0008 |
14.8% |
0.0220 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
29,647 |
21,827 |
-7,820 |
-26.4% |
130,153 |
|
| Daily Pivots for day following 16-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0253 |
1.0232 |
1.0120 |
|
| R3 |
1.0191 |
1.0170 |
1.0103 |
|
| R2 |
1.0129 |
1.0129 |
1.0097 |
|
| R1 |
1.0108 |
1.0108 |
1.0092 |
1.0119 |
| PP |
1.0067 |
1.0067 |
1.0067 |
1.0073 |
| S1 |
1.0046 |
1.0046 |
1.0080 |
1.0057 |
| S2 |
1.0005 |
1.0005 |
1.0075 |
|
| S3 |
0.9943 |
0.9984 |
1.0069 |
|
| S4 |
0.9881 |
0.9922 |
1.0052 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0733 |
1.0602 |
1.0152 |
|
| R3 |
1.0513 |
1.0382 |
1.0091 |
|
| R2 |
1.0293 |
1.0293 |
1.0071 |
|
| R1 |
1.0162 |
1.0162 |
1.0051 |
1.0118 |
| PP |
1.0073 |
1.0073 |
1.0073 |
1.0051 |
| S1 |
0.9942 |
0.9942 |
1.0011 |
0.9898 |
| S2 |
0.9853 |
0.9853 |
0.9991 |
|
| S3 |
0.9633 |
0.9722 |
0.9971 |
|
| S4 |
0.9413 |
0.9502 |
0.9910 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0152 |
0.9984 |
0.0168 |
1.7% |
0.0062 |
0.6% |
61% |
False |
False |
25,843 |
| 10 |
1.0204 |
0.9984 |
0.0220 |
2.2% |
0.0060 |
0.6% |
46% |
False |
False |
23,467 |
| 20 |
1.0219 |
0.9984 |
0.0235 |
2.3% |
0.0061 |
0.6% |
43% |
False |
False |
22,032 |
| 40 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0064 |
0.6% |
32% |
False |
False |
15,130 |
| 60 |
1.0430 |
0.9984 |
0.0446 |
4.4% |
0.0059 |
0.6% |
23% |
False |
False |
10,095 |
| 80 |
1.0762 |
0.9984 |
0.0778 |
7.7% |
0.0059 |
0.6% |
13% |
False |
False |
7,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0353 |
|
2.618 |
1.0251 |
|
1.618 |
1.0189 |
|
1.000 |
1.0151 |
|
0.618 |
1.0127 |
|
HIGH |
1.0089 |
|
0.618 |
1.0065 |
|
0.500 |
1.0058 |
|
0.382 |
1.0051 |
|
LOW |
1.0027 |
|
0.618 |
0.9989 |
|
1.000 |
0.9965 |
|
1.618 |
0.9927 |
|
2.618 |
0.9865 |
|
4.250 |
0.9764 |
|
|
| Fisher Pivots for day following 16-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0077 |
1.0072 |
| PP |
1.0067 |
1.0058 |
| S1 |
1.0058 |
1.0045 |
|