CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 11-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0326 |
1.0268 |
-0.0058 |
-0.6% |
1.0329 |
| High |
1.0330 |
1.0293 |
-0.0037 |
-0.4% |
1.0379 |
| Low |
1.0258 |
1.0252 |
-0.0006 |
-0.1% |
1.0250 |
| Close |
1.0263 |
1.0277 |
0.0014 |
0.1% |
1.0327 |
| Range |
0.0072 |
0.0041 |
-0.0031 |
-43.1% |
0.0129 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
32,931 |
37,335 |
4,404 |
13.4% |
152,428 |
|
| Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0397 |
1.0378 |
1.0300 |
|
| R3 |
1.0356 |
1.0337 |
1.0288 |
|
| R2 |
1.0315 |
1.0315 |
1.0285 |
|
| R1 |
1.0296 |
1.0296 |
1.0281 |
1.0306 |
| PP |
1.0274 |
1.0274 |
1.0274 |
1.0279 |
| S1 |
1.0255 |
1.0255 |
1.0273 |
1.0265 |
| S2 |
1.0233 |
1.0233 |
1.0269 |
|
| S3 |
1.0192 |
1.0214 |
1.0266 |
|
| S4 |
1.0151 |
1.0173 |
1.0254 |
|
|
| 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 |
1.0252 |
0.0127 |
1.2% |
0.0059 |
0.6% |
20% |
False |
True |
34,610 |
| 10 |
1.0379 |
1.0212 |
0.0167 |
1.6% |
0.0061 |
0.6% |
39% |
False |
False |
34,792 |
| 20 |
1.0379 |
1.0042 |
0.0337 |
3.3% |
0.0059 |
0.6% |
70% |
False |
False |
31,391 |
| 40 |
1.0379 |
1.0004 |
0.0375 |
3.6% |
0.0055 |
0.5% |
73% |
False |
False |
28,037 |
| 60 |
1.0379 |
0.9984 |
0.0395 |
3.8% |
0.0057 |
0.6% |
74% |
False |
False |
26,035 |
| 80 |
1.0379 |
0.9984 |
0.0395 |
3.8% |
0.0059 |
0.6% |
74% |
False |
False |
21,583 |
| 100 |
1.0430 |
0.9984 |
0.0446 |
4.3% |
0.0057 |
0.6% |
66% |
False |
False |
17,271 |
| 120 |
1.0762 |
0.9984 |
0.0778 |
7.6% |
0.0057 |
0.6% |
38% |
False |
False |
14,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0467 |
|
2.618 |
1.0400 |
|
1.618 |
1.0359 |
|
1.000 |
1.0334 |
|
0.618 |
1.0318 |
|
HIGH |
1.0293 |
|
0.618 |
1.0277 |
|
0.500 |
1.0273 |
|
0.382 |
1.0268 |
|
LOW |
1.0252 |
|
0.618 |
1.0227 |
|
1.000 |
1.0211 |
|
1.618 |
1.0186 |
|
2.618 |
1.0145 |
|
4.250 |
1.0078 |
|
|
| Fisher Pivots for day following 11-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0276 |
1.0316 |
| PP |
1.0274 |
1.0303 |
| S1 |
1.0273 |
1.0290 |
|