CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 10-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2018 |
10-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0102 |
1.0093 |
-0.0009 |
-0.1% |
1.0092 |
| High |
1.0137 |
1.0102 |
-0.0035 |
-0.3% |
1.0137 |
| Low |
1.0080 |
1.0053 |
-0.0027 |
-0.3% |
1.0049 |
| Close |
1.0099 |
1.0080 |
-0.0019 |
-0.2% |
1.0080 |
| Range |
0.0057 |
0.0049 |
-0.0008 |
-14.0% |
0.0088 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
28,288 |
42,501 |
14,213 |
50.2% |
131,076 |
|
| Daily Pivots for day following 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0225 |
1.0202 |
1.0107 |
|
| R3 |
1.0176 |
1.0153 |
1.0093 |
|
| R2 |
1.0127 |
1.0127 |
1.0089 |
|
| R1 |
1.0104 |
1.0104 |
1.0084 |
1.0091 |
| PP |
1.0078 |
1.0078 |
1.0078 |
1.0072 |
| S1 |
1.0055 |
1.0055 |
1.0076 |
1.0042 |
| S2 |
1.0029 |
1.0029 |
1.0071 |
|
| S3 |
0.9980 |
1.0006 |
1.0067 |
|
| S4 |
0.9931 |
0.9957 |
1.0053 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0353 |
1.0304 |
1.0128 |
|
| R3 |
1.0265 |
1.0216 |
1.0104 |
|
| R2 |
1.0177 |
1.0177 |
1.0096 |
|
| R1 |
1.0128 |
1.0128 |
1.0088 |
1.0109 |
| PP |
1.0089 |
1.0089 |
1.0089 |
1.0079 |
| S1 |
1.0040 |
1.0040 |
1.0072 |
1.0021 |
| S2 |
1.0001 |
1.0001 |
1.0064 |
|
| S3 |
0.9913 |
0.9952 |
1.0056 |
|
| S4 |
0.9825 |
0.9864 |
1.0032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0137 |
1.0049 |
0.0088 |
0.9% |
0.0046 |
0.5% |
35% |
False |
False |
26,215 |
| 10 |
1.0174 |
1.0049 |
0.0125 |
1.2% |
0.0047 |
0.5% |
25% |
False |
False |
25,168 |
| 20 |
1.0174 |
1.0004 |
0.0170 |
1.7% |
0.0053 |
0.5% |
45% |
False |
False |
24,375 |
| 40 |
1.0219 |
0.9984 |
0.0235 |
2.3% |
0.0056 |
0.6% |
41% |
False |
False |
23,507 |
| 60 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0060 |
0.6% |
30% |
False |
False |
17,849 |
| 80 |
1.0475 |
0.9984 |
0.0491 |
4.9% |
0.0057 |
0.6% |
20% |
False |
False |
13,392 |
| 100 |
1.0762 |
0.9984 |
0.0778 |
7.7% |
0.0058 |
0.6% |
12% |
False |
False |
10,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0310 |
|
2.618 |
1.0230 |
|
1.618 |
1.0181 |
|
1.000 |
1.0151 |
|
0.618 |
1.0132 |
|
HIGH |
1.0102 |
|
0.618 |
1.0083 |
|
0.500 |
1.0078 |
|
0.382 |
1.0072 |
|
LOW |
1.0053 |
|
0.618 |
1.0023 |
|
1.000 |
1.0004 |
|
1.618 |
0.9974 |
|
2.618 |
0.9925 |
|
4.250 |
0.9845 |
|
|
| Fisher Pivots for day following 10-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0079 |
1.0095 |
| PP |
1.0078 |
1.0090 |
| S1 |
1.0078 |
1.0085 |
|