CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 08-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2018 |
08-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0069 |
1.0073 |
0.0004 |
0.0% |
1.0098 |
| High |
1.0104 |
1.0105 |
0.0001 |
0.0% |
1.0174 |
| Low |
1.0066 |
1.0062 |
-0.0004 |
0.0% |
1.0069 |
| Close |
1.0078 |
1.0104 |
0.0026 |
0.3% |
1.0094 |
| Range |
0.0038 |
0.0043 |
0.0005 |
13.2% |
0.0105 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
17,522 |
21,476 |
3,954 |
22.6% |
120,609 |
|
| Daily Pivots for day following 08-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0219 |
1.0205 |
1.0128 |
|
| R3 |
1.0176 |
1.0162 |
1.0116 |
|
| R2 |
1.0133 |
1.0133 |
1.0112 |
|
| R1 |
1.0119 |
1.0119 |
1.0108 |
1.0126 |
| PP |
1.0090 |
1.0090 |
1.0090 |
1.0094 |
| S1 |
1.0076 |
1.0076 |
1.0100 |
1.0083 |
| S2 |
1.0047 |
1.0047 |
1.0096 |
|
| S3 |
1.0004 |
1.0033 |
1.0092 |
|
| S4 |
0.9961 |
0.9990 |
1.0080 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0427 |
1.0366 |
1.0152 |
|
| R3 |
1.0322 |
1.0261 |
1.0123 |
|
| R2 |
1.0217 |
1.0217 |
1.0113 |
|
| R1 |
1.0156 |
1.0156 |
1.0104 |
1.0134 |
| PP |
1.0112 |
1.0112 |
1.0112 |
1.0102 |
| S1 |
1.0051 |
1.0051 |
1.0084 |
1.0029 |
| S2 |
1.0007 |
1.0007 |
1.0075 |
|
| S3 |
0.9902 |
0.9946 |
1.0065 |
|
| S4 |
0.9797 |
0.9841 |
1.0036 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0121 |
1.0049 |
0.0072 |
0.7% |
0.0043 |
0.4% |
76% |
False |
False |
21,394 |
| 10 |
1.0174 |
1.0049 |
0.0125 |
1.2% |
0.0047 |
0.5% |
44% |
False |
False |
22,352 |
| 20 |
1.0174 |
0.9984 |
0.0190 |
1.9% |
0.0054 |
0.5% |
63% |
False |
False |
23,750 |
| 40 |
1.0258 |
0.9984 |
0.0274 |
2.7% |
0.0059 |
0.6% |
44% |
False |
False |
23,996 |
| 60 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0060 |
0.6% |
37% |
False |
False |
16,670 |
| 80 |
1.0573 |
0.9984 |
0.0589 |
5.8% |
0.0058 |
0.6% |
20% |
False |
False |
12,507 |
| 100 |
1.0762 |
0.9984 |
0.0778 |
7.7% |
0.0057 |
0.6% |
15% |
False |
False |
10,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0288 |
|
2.618 |
1.0218 |
|
1.618 |
1.0175 |
|
1.000 |
1.0148 |
|
0.618 |
1.0132 |
|
HIGH |
1.0105 |
|
0.618 |
1.0089 |
|
0.500 |
1.0084 |
|
0.382 |
1.0078 |
|
LOW |
1.0062 |
|
0.618 |
1.0035 |
|
1.000 |
1.0019 |
|
1.618 |
0.9992 |
|
2.618 |
0.9949 |
|
4.250 |
0.9879 |
|
|
| Fisher Pivots for day following 08-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0097 |
1.0095 |
| PP |
1.0090 |
1.0086 |
| S1 |
1.0084 |
1.0077 |
|