CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 12-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0268 |
1.0285 |
0.0017 |
0.2% |
1.0329 |
| High |
1.0293 |
1.0318 |
0.0025 |
0.2% |
1.0379 |
| Low |
1.0252 |
1.0261 |
0.0009 |
0.1% |
1.0250 |
| Close |
1.0277 |
1.0313 |
0.0036 |
0.4% |
1.0327 |
| Range |
0.0041 |
0.0057 |
0.0016 |
39.0% |
0.0129 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
37,335 |
40,418 |
3,083 |
8.3% |
152,428 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0468 |
1.0448 |
1.0344 |
|
| R3 |
1.0411 |
1.0391 |
1.0329 |
|
| R2 |
1.0354 |
1.0354 |
1.0323 |
|
| R1 |
1.0334 |
1.0334 |
1.0318 |
1.0344 |
| PP |
1.0297 |
1.0297 |
1.0297 |
1.0303 |
| S1 |
1.0277 |
1.0277 |
1.0308 |
1.0287 |
| S2 |
1.0240 |
1.0240 |
1.0303 |
|
| S3 |
1.0183 |
1.0220 |
1.0297 |
|
| S4 |
1.0126 |
1.0163 |
1.0282 |
|
|
| 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% |
0.0060 |
0.6% |
48% |
False |
False |
35,883 |
| 10 |
1.0379 |
1.0246 |
0.0133 |
1.3% |
0.0060 |
0.6% |
50% |
False |
False |
35,916 |
| 20 |
1.0379 |
1.0042 |
0.0337 |
3.3% |
0.0059 |
0.6% |
80% |
False |
False |
31,806 |
| 40 |
1.0379 |
1.0004 |
0.0375 |
3.6% |
0.0055 |
0.5% |
82% |
False |
False |
28,355 |
| 60 |
1.0379 |
0.9984 |
0.0395 |
3.8% |
0.0057 |
0.6% |
83% |
False |
False |
26,468 |
| 80 |
1.0379 |
0.9984 |
0.0395 |
3.8% |
0.0059 |
0.6% |
83% |
False |
False |
22,087 |
| 100 |
1.0388 |
0.9984 |
0.0404 |
3.9% |
0.0057 |
0.6% |
81% |
False |
False |
17,675 |
| 120 |
1.0762 |
0.9984 |
0.0778 |
7.5% |
0.0057 |
0.6% |
42% |
False |
False |
14,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0560 |
|
2.618 |
1.0467 |
|
1.618 |
1.0410 |
|
1.000 |
1.0375 |
|
0.618 |
1.0353 |
|
HIGH |
1.0318 |
|
0.618 |
1.0296 |
|
0.500 |
1.0290 |
|
0.382 |
1.0283 |
|
LOW |
1.0261 |
|
0.618 |
1.0226 |
|
1.000 |
1.0204 |
|
1.618 |
1.0169 |
|
2.618 |
1.0112 |
|
4.250 |
1.0019 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0305 |
1.0306 |
| PP |
1.0297 |
1.0298 |
| S1 |
1.0290 |
1.0291 |
|