CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 31-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2018 |
31-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0319 |
1.0330 |
0.0011 |
0.1% |
1.0189 |
| High |
1.0336 |
1.0373 |
0.0037 |
0.4% |
1.0373 |
| Low |
1.0305 |
1.0318 |
0.0013 |
0.1% |
1.0174 |
| Close |
1.0327 |
1.0327 |
0.0000 |
0.0% |
1.0327 |
| Range |
0.0031 |
0.0055 |
0.0024 |
77.4% |
0.0199 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.0% |
0.0000 |
| Volume |
31,207 |
34,349 |
3,142 |
10.1% |
142,798 |
|
| Daily Pivots for day following 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0504 |
1.0471 |
1.0357 |
|
| R3 |
1.0449 |
1.0416 |
1.0342 |
|
| R2 |
1.0394 |
1.0394 |
1.0337 |
|
| R1 |
1.0361 |
1.0361 |
1.0332 |
1.0350 |
| PP |
1.0339 |
1.0339 |
1.0339 |
1.0334 |
| S1 |
1.0306 |
1.0306 |
1.0322 |
1.0295 |
| S2 |
1.0284 |
1.0284 |
1.0317 |
|
| S3 |
1.0229 |
1.0251 |
1.0312 |
|
| S4 |
1.0174 |
1.0196 |
1.0297 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0888 |
1.0807 |
1.0436 |
|
| R3 |
1.0689 |
1.0608 |
1.0382 |
|
| R2 |
1.0490 |
1.0490 |
1.0363 |
|
| R1 |
1.0409 |
1.0409 |
1.0345 |
1.0450 |
| PP |
1.0291 |
1.0291 |
1.0291 |
1.0312 |
| S1 |
1.0210 |
1.0210 |
1.0309 |
1.0251 |
| S2 |
1.0092 |
1.0092 |
1.0291 |
|
| S3 |
0.9893 |
1.0011 |
1.0272 |
|
| S4 |
0.9694 |
0.9812 |
1.0218 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0373 |
1.0174 |
0.0199 |
1.9% |
0.0058 |
0.6% |
77% |
True |
False |
28,559 |
| 10 |
1.0373 |
1.0055 |
0.0318 |
3.1% |
0.0057 |
0.6% |
86% |
True |
False |
29,004 |
| 20 |
1.0373 |
1.0042 |
0.0331 |
3.2% |
0.0053 |
0.5% |
86% |
True |
False |
28,209 |
| 40 |
1.0373 |
0.9984 |
0.0389 |
3.8% |
0.0055 |
0.5% |
88% |
True |
False |
26,269 |
| 60 |
1.0373 |
0.9984 |
0.0389 |
3.8% |
0.0058 |
0.6% |
88% |
True |
False |
24,852 |
| 80 |
1.0373 |
0.9984 |
0.0389 |
3.8% |
0.0058 |
0.6% |
88% |
True |
False |
18,802 |
| 100 |
1.0588 |
0.9984 |
0.0604 |
5.8% |
0.0057 |
0.6% |
57% |
False |
False |
15,045 |
| 120 |
1.0783 |
0.9984 |
0.0799 |
7.7% |
0.0057 |
0.6% |
43% |
False |
False |
12,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0607 |
|
2.618 |
1.0517 |
|
1.618 |
1.0462 |
|
1.000 |
1.0428 |
|
0.618 |
1.0407 |
|
HIGH |
1.0373 |
|
0.618 |
1.0352 |
|
0.500 |
1.0346 |
|
0.382 |
1.0339 |
|
LOW |
1.0318 |
|
0.618 |
1.0284 |
|
1.000 |
1.0263 |
|
1.618 |
1.0229 |
|
2.618 |
1.0174 |
|
4.250 |
1.0084 |
|
|
| Fisher Pivots for day following 31-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0346 |
1.0321 |
| PP |
1.0339 |
1.0315 |
| S1 |
1.0333 |
1.0310 |
|