CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 24-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2018 |
24-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0193 |
1.0159 |
-0.0034 |
-0.3% |
1.0071 |
| High |
1.0200 |
1.0210 |
0.0010 |
0.1% |
1.0217 |
| Low |
1.0154 |
1.0154 |
0.0000 |
0.0% |
1.0055 |
| Close |
1.0158 |
1.0190 |
0.0032 |
0.3% |
1.0190 |
| Range |
0.0046 |
0.0056 |
0.0010 |
21.7% |
0.0162 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.3% |
0.0000 |
| Volume |
24,855 |
27,200 |
2,345 |
9.4% |
147,245 |
|
| Daily Pivots for day following 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0353 |
1.0327 |
1.0221 |
|
| R3 |
1.0297 |
1.0271 |
1.0205 |
|
| R2 |
1.0241 |
1.0241 |
1.0200 |
|
| R1 |
1.0215 |
1.0215 |
1.0195 |
1.0228 |
| PP |
1.0185 |
1.0185 |
1.0185 |
1.0191 |
| S1 |
1.0159 |
1.0159 |
1.0185 |
1.0172 |
| S2 |
1.0129 |
1.0129 |
1.0180 |
|
| S3 |
1.0073 |
1.0103 |
1.0175 |
|
| S4 |
1.0017 |
1.0047 |
1.0159 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0640 |
1.0577 |
1.0279 |
|
| R3 |
1.0478 |
1.0415 |
1.0235 |
|
| R2 |
1.0316 |
1.0316 |
1.0220 |
|
| R1 |
1.0253 |
1.0253 |
1.0205 |
1.0285 |
| PP |
1.0154 |
1.0154 |
1.0154 |
1.0170 |
| S1 |
1.0091 |
1.0091 |
1.0175 |
1.0123 |
| S2 |
0.9992 |
0.9992 |
1.0160 |
|
| S3 |
0.9830 |
0.9929 |
1.0145 |
|
| S4 |
0.9668 |
0.9767 |
1.0101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0217 |
1.0055 |
0.0162 |
1.6% |
0.0056 |
0.5% |
83% |
False |
False |
29,449 |
| 10 |
1.0217 |
1.0042 |
0.0175 |
1.7% |
0.0053 |
0.5% |
85% |
False |
False |
29,032 |
| 20 |
1.0217 |
1.0042 |
0.0175 |
1.7% |
0.0050 |
0.5% |
85% |
False |
False |
27,100 |
| 40 |
1.0217 |
0.9984 |
0.0233 |
2.3% |
0.0055 |
0.5% |
88% |
False |
False |
25,564 |
| 60 |
1.0304 |
0.9984 |
0.0320 |
3.1% |
0.0058 |
0.6% |
64% |
False |
False |
22,591 |
| 80 |
1.0304 |
0.9984 |
0.0320 |
3.1% |
0.0058 |
0.6% |
64% |
False |
False |
17,019 |
| 100 |
1.0629 |
0.9984 |
0.0645 |
6.3% |
0.0057 |
0.6% |
32% |
False |
False |
13,617 |
| 120 |
1.0858 |
0.9984 |
0.0874 |
8.6% |
0.0057 |
0.6% |
24% |
False |
False |
11,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0448 |
|
2.618 |
1.0357 |
|
1.618 |
1.0301 |
|
1.000 |
1.0266 |
|
0.618 |
1.0245 |
|
HIGH |
1.0210 |
|
0.618 |
1.0189 |
|
0.500 |
1.0182 |
|
0.382 |
1.0175 |
|
LOW |
1.0154 |
|
0.618 |
1.0119 |
|
1.000 |
1.0098 |
|
1.618 |
1.0063 |
|
2.618 |
1.0007 |
|
4.250 |
0.9916 |
|
|
| Fisher Pivots for day following 24-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0187 |
1.0189 |
| PP |
1.0185 |
1.0187 |
| S1 |
1.0182 |
1.0186 |
|