CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 23-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2018 |
23-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0056 |
1.0128 |
0.0072 |
0.7% |
1.0035 |
| High |
1.0132 |
1.0147 |
0.0015 |
0.1% |
1.0132 |
| Low |
1.0037 |
1.0105 |
0.0068 |
0.7% |
1.0004 |
| Close |
1.0124 |
1.0116 |
-0.0008 |
-0.1% |
1.0124 |
| Range |
0.0095 |
0.0042 |
-0.0053 |
-55.8% |
0.0128 |
| ATR |
0.0066 |
0.0065 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
30,527 |
19,777 |
-10,750 |
-35.2% |
129,986 |
|
| Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0249 |
1.0224 |
1.0139 |
|
| R3 |
1.0207 |
1.0182 |
1.0128 |
|
| R2 |
1.0165 |
1.0165 |
1.0124 |
|
| R1 |
1.0140 |
1.0140 |
1.0120 |
1.0132 |
| PP |
1.0123 |
1.0123 |
1.0123 |
1.0118 |
| S1 |
1.0098 |
1.0098 |
1.0112 |
1.0090 |
| S2 |
1.0081 |
1.0081 |
1.0108 |
|
| S3 |
1.0039 |
1.0056 |
1.0104 |
|
| S4 |
0.9997 |
1.0014 |
1.0093 |
|
|
| 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 |
1.0004 |
0.0143 |
1.4% |
0.0070 |
0.7% |
78% |
True |
False |
25,587 |
| 10 |
1.0152 |
0.9984 |
0.0168 |
1.7% |
0.0066 |
0.7% |
79% |
False |
False |
25,715 |
| 20 |
1.0219 |
0.9984 |
0.0235 |
2.3% |
0.0063 |
0.6% |
56% |
False |
False |
23,695 |
| 40 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0065 |
0.6% |
41% |
False |
False |
18,216 |
| 60 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0061 |
0.6% |
41% |
False |
False |
12,226 |
| 80 |
1.0646 |
0.9984 |
0.0662 |
6.5% |
0.0059 |
0.6% |
20% |
False |
False |
9,171 |
| 100 |
1.0883 |
0.9984 |
0.0899 |
8.9% |
0.0059 |
0.6% |
15% |
False |
False |
7,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0326 |
|
2.618 |
1.0257 |
|
1.618 |
1.0215 |
|
1.000 |
1.0189 |
|
0.618 |
1.0173 |
|
HIGH |
1.0147 |
|
0.618 |
1.0131 |
|
0.500 |
1.0126 |
|
0.382 |
1.0121 |
|
LOW |
1.0105 |
|
0.618 |
1.0079 |
|
1.000 |
1.0063 |
|
1.618 |
1.0037 |
|
2.618 |
0.9995 |
|
4.250 |
0.9927 |
|
|
| Fisher Pivots for day following 23-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0126 |
1.0103 |
| PP |
1.0123 |
1.0089 |
| S1 |
1.0119 |
1.0076 |
|