CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 10-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2018 |
10-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0364 |
1.0326 |
-0.0038 |
-0.4% |
1.0329 |
| High |
1.0379 |
1.0330 |
-0.0049 |
-0.5% |
1.0379 |
| Low |
1.0316 |
1.0258 |
-0.0058 |
-0.6% |
1.0250 |
| Close |
1.0327 |
1.0263 |
-0.0064 |
-0.6% |
1.0327 |
| Range |
0.0063 |
0.0072 |
0.0009 |
14.3% |
0.0129 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.7% |
0.0000 |
| Volume |
40,320 |
32,931 |
-7,389 |
-18.3% |
152,428 |
|
| Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0500 |
1.0453 |
1.0303 |
|
| R3 |
1.0428 |
1.0381 |
1.0283 |
|
| R2 |
1.0356 |
1.0356 |
1.0276 |
|
| R1 |
1.0309 |
1.0309 |
1.0270 |
1.0297 |
| PP |
1.0284 |
1.0284 |
1.0284 |
1.0277 |
| S1 |
1.0237 |
1.0237 |
1.0256 |
1.0225 |
| S2 |
1.0212 |
1.0212 |
1.0250 |
|
| S3 |
1.0140 |
1.0165 |
1.0243 |
|
| S4 |
1.0068 |
1.0093 |
1.0223 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0706 |
1.0645 |
1.0398 |
|
| R3 |
1.0577 |
1.0516 |
1.0362 |
|
| R2 |
1.0448 |
1.0448 |
1.0351 |
|
| R1 |
1.0387 |
1.0387 |
1.0339 |
1.0353 |
| PP |
1.0319 |
1.0319 |
1.0319 |
1.0302 |
| S1 |
1.0258 |
1.0258 |
1.0315 |
1.0224 |
| S2 |
1.0190 |
1.0190 |
1.0303 |
|
| S3 |
1.0061 |
1.0129 |
1.0292 |
|
| S4 |
0.9932 |
1.0000 |
1.0256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0379 |
1.0250 |
0.0129 |
1.3% |
0.0068 |
0.7% |
10% |
False |
False |
37,071 |
| 10 |
1.0379 |
1.0174 |
0.0205 |
2.0% |
0.0063 |
0.6% |
43% |
False |
False |
32,815 |
| 20 |
1.0379 |
1.0042 |
0.0337 |
3.3% |
0.0058 |
0.6% |
66% |
False |
False |
30,923 |
| 40 |
1.0379 |
1.0004 |
0.0375 |
3.7% |
0.0056 |
0.5% |
69% |
False |
False |
27,649 |
| 60 |
1.0379 |
0.9984 |
0.0395 |
3.8% |
0.0057 |
0.6% |
71% |
False |
False |
25,979 |
| 80 |
1.0379 |
0.9984 |
0.0395 |
3.8% |
0.0059 |
0.6% |
71% |
False |
False |
21,118 |
| 100 |
1.0475 |
0.9984 |
0.0491 |
4.8% |
0.0057 |
0.6% |
57% |
False |
False |
16,898 |
| 120 |
1.0762 |
0.9984 |
0.0778 |
7.6% |
0.0058 |
0.6% |
36% |
False |
False |
14,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0636 |
|
2.618 |
1.0518 |
|
1.618 |
1.0446 |
|
1.000 |
1.0402 |
|
0.618 |
1.0374 |
|
HIGH |
1.0330 |
|
0.618 |
1.0302 |
|
0.500 |
1.0294 |
|
0.382 |
1.0286 |
|
LOW |
1.0258 |
|
0.618 |
1.0214 |
|
1.000 |
1.0186 |
|
1.618 |
1.0142 |
|
2.618 |
1.0070 |
|
4.250 |
0.9952 |
|
|
| Fisher Pivots for day following 10-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0294 |
1.0319 |
| PP |
1.0284 |
1.0300 |
| S1 |
1.0273 |
1.0282 |
|