CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 27-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2018 |
27-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0126 |
1.0098 |
-0.0028 |
-0.3% |
1.0128 |
| High |
1.0141 |
1.0109 |
-0.0032 |
-0.3% |
1.0147 |
| Low |
1.0090 |
1.0063 |
-0.0027 |
-0.3% |
1.0063 |
| Close |
1.0096 |
1.0101 |
0.0005 |
0.0% |
1.0101 |
| Range |
0.0051 |
0.0046 |
-0.0005 |
-9.8% |
0.0084 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
19,781 |
22,844 |
3,063 |
15.5% |
105,831 |
|
| Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0229 |
1.0211 |
1.0126 |
|
| R3 |
1.0183 |
1.0165 |
1.0114 |
|
| R2 |
1.0137 |
1.0137 |
1.0109 |
|
| R1 |
1.0119 |
1.0119 |
1.0105 |
1.0128 |
| PP |
1.0091 |
1.0091 |
1.0091 |
1.0096 |
| S1 |
1.0073 |
1.0073 |
1.0097 |
1.0082 |
| S2 |
1.0045 |
1.0045 |
1.0093 |
|
| S3 |
0.9999 |
1.0027 |
1.0088 |
|
| S4 |
0.9953 |
0.9981 |
1.0076 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0356 |
1.0312 |
1.0147 |
|
| R3 |
1.0272 |
1.0228 |
1.0124 |
|
| R2 |
1.0188 |
1.0188 |
1.0116 |
|
| R1 |
1.0144 |
1.0144 |
1.0109 |
1.0124 |
| PP |
1.0104 |
1.0104 |
1.0104 |
1.0094 |
| S1 |
1.0060 |
1.0060 |
1.0093 |
1.0040 |
| S2 |
1.0020 |
1.0020 |
1.0086 |
|
| S3 |
0.9936 |
0.9976 |
1.0078 |
|
| S4 |
0.9852 |
0.9892 |
1.0055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0147 |
1.0063 |
0.0084 |
0.8% |
0.0043 |
0.4% |
45% |
False |
True |
21,166 |
| 10 |
1.0147 |
1.0004 |
0.0143 |
1.4% |
0.0058 |
0.6% |
68% |
False |
False |
23,581 |
| 20 |
1.0204 |
0.9984 |
0.0220 |
2.2% |
0.0060 |
0.6% |
53% |
False |
False |
24,028 |
| 40 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0062 |
0.6% |
37% |
False |
False |
20,336 |
| 60 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0060 |
0.6% |
37% |
False |
False |
13,659 |
| 80 |
1.0629 |
0.9984 |
0.0645 |
6.4% |
0.0058 |
0.6% |
18% |
False |
False |
10,246 |
| 100 |
1.0858 |
0.9984 |
0.0874 |
8.7% |
0.0058 |
0.6% |
13% |
False |
False |
8,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0305 |
|
2.618 |
1.0229 |
|
1.618 |
1.0183 |
|
1.000 |
1.0155 |
|
0.618 |
1.0137 |
|
HIGH |
1.0109 |
|
0.618 |
1.0091 |
|
0.500 |
1.0086 |
|
0.382 |
1.0081 |
|
LOW |
1.0063 |
|
0.618 |
1.0035 |
|
1.000 |
1.0017 |
|
1.618 |
0.9989 |
|
2.618 |
0.9943 |
|
4.250 |
0.9868 |
|
|
| Fisher Pivots for day following 27-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0096 |
1.0102 |
| PP |
1.0091 |
1.0102 |
| S1 |
1.0086 |
1.0101 |
|