CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 13-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2018 |
13-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0093 |
1.0086 |
-0.0007 |
-0.1% |
1.0092 |
| High |
1.0102 |
1.0109 |
0.0007 |
0.1% |
1.0137 |
| Low |
1.0053 |
1.0075 |
0.0022 |
0.2% |
1.0049 |
| Close |
1.0080 |
1.0093 |
0.0013 |
0.1% |
1.0080 |
| Range |
0.0049 |
0.0034 |
-0.0015 |
-30.6% |
0.0088 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
42,501 |
27,980 |
-14,521 |
-34.2% |
131,076 |
|
| Daily Pivots for day following 13-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0194 |
1.0178 |
1.0112 |
|
| R3 |
1.0160 |
1.0144 |
1.0102 |
|
| R2 |
1.0126 |
1.0126 |
1.0099 |
|
| R1 |
1.0110 |
1.0110 |
1.0096 |
1.0118 |
| PP |
1.0092 |
1.0092 |
1.0092 |
1.0097 |
| S1 |
1.0076 |
1.0076 |
1.0090 |
1.0084 |
| S2 |
1.0058 |
1.0058 |
1.0087 |
|
| S3 |
1.0024 |
1.0042 |
1.0084 |
|
| S4 |
0.9990 |
1.0008 |
1.0074 |
|
|
| 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 |
1.0053 |
0.0084 |
0.8% |
0.0044 |
0.4% |
48% |
False |
False |
27,553 |
| 10 |
1.0174 |
1.0049 |
0.0125 |
1.2% |
0.0043 |
0.4% |
35% |
False |
False |
25,425 |
| 20 |
1.0174 |
1.0004 |
0.0170 |
1.7% |
0.0051 |
0.5% |
52% |
False |
False |
24,682 |
| 40 |
1.0219 |
0.9984 |
0.0235 |
2.3% |
0.0056 |
0.6% |
46% |
False |
False |
23,357 |
| 60 |
1.0304 |
0.9984 |
0.0320 |
3.2% |
0.0060 |
0.6% |
34% |
False |
False |
18,314 |
| 80 |
1.0430 |
0.9984 |
0.0446 |
4.4% |
0.0057 |
0.6% |
24% |
False |
False |
13,741 |
| 100 |
1.0762 |
0.9984 |
0.0778 |
7.7% |
0.0057 |
0.6% |
14% |
False |
False |
10,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0254 |
|
2.618 |
1.0198 |
|
1.618 |
1.0164 |
|
1.000 |
1.0143 |
|
0.618 |
1.0130 |
|
HIGH |
1.0109 |
|
0.618 |
1.0096 |
|
0.500 |
1.0092 |
|
0.382 |
1.0088 |
|
LOW |
1.0075 |
|
0.618 |
1.0054 |
|
1.000 |
1.0041 |
|
1.618 |
1.0020 |
|
2.618 |
0.9986 |
|
4.250 |
0.9931 |
|
|
| Fisher Pivots for day following 13-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0093 |
1.0095 |
| PP |
1.0092 |
1.0094 |
| S1 |
1.0092 |
1.0094 |
|