CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 15-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0196 |
1.0149 |
-0.0047 |
-0.5% |
1.0139 |
| High |
1.0209 |
1.0183 |
-0.0026 |
-0.3% |
1.0218 |
| Low |
1.0161 |
1.0126 |
-0.0035 |
-0.3% |
1.0134 |
| Close |
1.0165 |
1.0181 |
0.0016 |
0.2% |
1.0163 |
| Range |
0.0048 |
0.0057 |
0.0009 |
18.8% |
0.0084 |
| ATR |
0.0048 |
0.0048 |
0.0001 |
1.4% |
0.0000 |
| Volume |
16 |
25 |
9 |
56.3% |
54 |
|
| Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0334 |
1.0315 |
1.0212 |
|
| R3 |
1.0277 |
1.0258 |
1.0197 |
|
| R2 |
1.0220 |
1.0220 |
1.0191 |
|
| R1 |
1.0201 |
1.0201 |
1.0186 |
1.0211 |
| PP |
1.0163 |
1.0163 |
1.0163 |
1.0168 |
| S1 |
1.0144 |
1.0144 |
1.0176 |
1.0154 |
| S2 |
1.0106 |
1.0106 |
1.0171 |
|
| S3 |
1.0049 |
1.0087 |
1.0165 |
|
| S4 |
0.9992 |
1.0030 |
1.0150 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0424 |
1.0377 |
1.0209 |
|
| R3 |
1.0340 |
1.0293 |
1.0186 |
|
| R2 |
1.0256 |
1.0256 |
1.0178 |
|
| R1 |
1.0209 |
1.0209 |
1.0171 |
1.0233 |
| PP |
1.0172 |
1.0172 |
1.0172 |
1.0183 |
| S1 |
1.0125 |
1.0125 |
1.0155 |
1.0149 |
| S2 |
1.0088 |
1.0088 |
1.0148 |
|
| S3 |
1.0004 |
1.0041 |
1.0140 |
|
| S4 |
0.9920 |
0.9957 |
1.0117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0218 |
1.0126 |
0.0092 |
0.9% |
0.0047 |
0.5% |
60% |
False |
True |
20 |
| 10 |
1.0218 |
1.0126 |
0.0092 |
0.9% |
0.0040 |
0.4% |
60% |
False |
True |
12 |
| 20 |
1.0254 |
1.0091 |
0.0163 |
1.6% |
0.0045 |
0.4% |
55% |
False |
False |
8 |
| 40 |
1.0303 |
1.0069 |
0.0234 |
2.3% |
0.0049 |
0.5% |
48% |
False |
False |
7 |
| 60 |
1.0386 |
1.0069 |
0.0317 |
3.1% |
0.0050 |
0.5% |
35% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0425 |
|
2.618 |
1.0332 |
|
1.618 |
1.0275 |
|
1.000 |
1.0240 |
|
0.618 |
1.0218 |
|
HIGH |
1.0183 |
|
0.618 |
1.0161 |
|
0.500 |
1.0155 |
|
0.382 |
1.0148 |
|
LOW |
1.0126 |
|
0.618 |
1.0091 |
|
1.000 |
1.0069 |
|
1.618 |
1.0034 |
|
2.618 |
0.9977 |
|
4.250 |
0.9884 |
|
|
| Fisher Pivots for day following 15-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0172 |
1.0177 |
| PP |
1.0163 |
1.0172 |
| S1 |
1.0155 |
1.0168 |
|