CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 13-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0285 |
1.0311 |
0.0026 |
0.3% |
1.0329 |
| High |
1.0318 |
1.0363 |
0.0045 |
0.4% |
1.0379 |
| Low |
1.0261 |
1.0306 |
0.0045 |
0.4% |
1.0250 |
| Close |
1.0313 |
1.0356 |
0.0043 |
0.4% |
1.0327 |
| Range |
0.0057 |
0.0057 |
0.0000 |
0.0% |
0.0129 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
40,418 |
39,106 |
-1,312 |
-3.2% |
152,428 |
|
| Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0513 |
1.0491 |
1.0387 |
|
| R3 |
1.0456 |
1.0434 |
1.0372 |
|
| R2 |
1.0399 |
1.0399 |
1.0366 |
|
| R1 |
1.0377 |
1.0377 |
1.0361 |
1.0388 |
| PP |
1.0342 |
1.0342 |
1.0342 |
1.0347 |
| S1 |
1.0320 |
1.0320 |
1.0351 |
1.0331 |
| S2 |
1.0285 |
1.0285 |
1.0346 |
|
| S3 |
1.0228 |
1.0263 |
1.0340 |
|
| S4 |
1.0171 |
1.0206 |
1.0325 |
|
|
| 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% |
0.0058 |
0.6% |
82% |
False |
False |
38,022 |
| 10 |
1.0379 |
1.0250 |
0.0129 |
1.2% |
0.0058 |
0.6% |
82% |
False |
False |
36,777 |
| 20 |
1.0379 |
1.0045 |
0.0334 |
3.2% |
0.0059 |
0.6% |
93% |
False |
False |
32,283 |
| 40 |
1.0379 |
1.0004 |
0.0375 |
3.6% |
0.0055 |
0.5% |
94% |
False |
False |
28,810 |
| 60 |
1.0379 |
0.9984 |
0.0395 |
3.8% |
0.0057 |
0.5% |
94% |
False |
False |
26,797 |
| 80 |
1.0379 |
0.9984 |
0.0395 |
3.8% |
0.0060 |
0.6% |
94% |
False |
False |
22,575 |
| 100 |
1.0379 |
0.9984 |
0.0395 |
3.8% |
0.0058 |
0.6% |
94% |
False |
False |
18,066 |
| 120 |
1.0762 |
0.9984 |
0.0778 |
7.5% |
0.0058 |
0.6% |
48% |
False |
False |
15,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0605 |
|
2.618 |
1.0512 |
|
1.618 |
1.0455 |
|
1.000 |
1.0420 |
|
0.618 |
1.0398 |
|
HIGH |
1.0363 |
|
0.618 |
1.0341 |
|
0.500 |
1.0335 |
|
0.382 |
1.0328 |
|
LOW |
1.0306 |
|
0.618 |
1.0271 |
|
1.000 |
1.0249 |
|
1.618 |
1.0214 |
|
2.618 |
1.0157 |
|
4.250 |
1.0064 |
|
|
| Fisher Pivots for day following 13-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0349 |
1.0340 |
| PP |
1.0342 |
1.0324 |
| S1 |
1.0335 |
1.0308 |
|