CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 31-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2018 |
31-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0098 |
1.0158 |
0.0060 |
0.6% |
1.0128 |
| High |
1.0164 |
1.0174 |
0.0010 |
0.1% |
1.0147 |
| Low |
1.0083 |
1.0133 |
0.0050 |
0.5% |
1.0063 |
| Close |
1.0163 |
1.0140 |
-0.0023 |
-0.2% |
1.0101 |
| Range |
0.0081 |
0.0041 |
-0.0040 |
-49.4% |
0.0084 |
| ATR |
0.0061 |
0.0059 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
25,415 |
28,426 |
3,011 |
11.8% |
105,831 |
|
| Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0272 |
1.0247 |
1.0163 |
|
| R3 |
1.0231 |
1.0206 |
1.0151 |
|
| R2 |
1.0190 |
1.0190 |
1.0148 |
|
| R1 |
1.0165 |
1.0165 |
1.0144 |
1.0157 |
| PP |
1.0149 |
1.0149 |
1.0149 |
1.0145 |
| S1 |
1.0124 |
1.0124 |
1.0136 |
1.0116 |
| S2 |
1.0108 |
1.0108 |
1.0132 |
|
| S3 |
1.0067 |
1.0083 |
1.0129 |
|
| S4 |
1.0026 |
1.0042 |
1.0117 |
|
|
| 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 |
1.0174 |
1.0063 |
0.0111 |
1.1% |
0.0052 |
0.5% |
69% |
True |
False |
23,377 |
| 10 |
1.0174 |
1.0004 |
0.0170 |
1.7% |
0.0057 |
0.6% |
80% |
True |
False |
24,012 |
| 20 |
1.0204 |
0.9984 |
0.0220 |
2.2% |
0.0059 |
0.6% |
71% |
False |
False |
24,050 |
| 40 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0062 |
0.6% |
49% |
False |
False |
21,651 |
| 60 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0061 |
0.6% |
49% |
False |
False |
14,555 |
| 80 |
1.0629 |
0.9984 |
0.0645 |
6.4% |
0.0059 |
0.6% |
24% |
False |
False |
10,919 |
| 100 |
1.0783 |
0.9984 |
0.0799 |
7.9% |
0.0058 |
0.6% |
20% |
False |
False |
8,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0348 |
|
2.618 |
1.0281 |
|
1.618 |
1.0240 |
|
1.000 |
1.0215 |
|
0.618 |
1.0199 |
|
HIGH |
1.0174 |
|
0.618 |
1.0158 |
|
0.500 |
1.0154 |
|
0.382 |
1.0149 |
|
LOW |
1.0133 |
|
0.618 |
1.0108 |
|
1.000 |
1.0092 |
|
1.618 |
1.0067 |
|
2.618 |
1.0026 |
|
4.250 |
0.9959 |
|
|
| Fisher Pivots for day following 31-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0154 |
1.0133 |
| PP |
1.0149 |
1.0126 |
| S1 |
1.0145 |
1.0119 |
|