CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 16-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2018 |
16-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0149 |
1.0180 |
0.0031 |
0.3% |
1.0139 |
| High |
1.0183 |
1.0191 |
0.0008 |
0.1% |
1.0218 |
| Low |
1.0126 |
1.0133 |
0.0007 |
0.1% |
1.0134 |
| Close |
1.0181 |
1.0142 |
-0.0039 |
-0.4% |
1.0163 |
| Range |
0.0057 |
0.0058 |
0.0001 |
1.8% |
0.0084 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.4% |
0.0000 |
| Volume |
25 |
8 |
-17 |
-68.0% |
54 |
|
| Daily Pivots for day following 16-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0329 |
1.0294 |
1.0174 |
|
| R3 |
1.0271 |
1.0236 |
1.0158 |
|
| R2 |
1.0213 |
1.0213 |
1.0153 |
|
| R1 |
1.0178 |
1.0178 |
1.0147 |
1.0167 |
| PP |
1.0155 |
1.0155 |
1.0155 |
1.0150 |
| S1 |
1.0120 |
1.0120 |
1.0137 |
1.0109 |
| S2 |
1.0097 |
1.0097 |
1.0131 |
|
| S3 |
1.0039 |
1.0062 |
1.0126 |
|
| S4 |
0.9981 |
1.0004 |
1.0110 |
|
|
| 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 |
1.0209 |
1.0126 |
0.0083 |
0.8% |
0.0048 |
0.5% |
19% |
False |
False |
18 |
| 10 |
1.0218 |
1.0126 |
0.0092 |
0.9% |
0.0043 |
0.4% |
17% |
False |
False |
12 |
| 20 |
1.0254 |
1.0121 |
0.0133 |
1.3% |
0.0044 |
0.4% |
16% |
False |
False |
8 |
| 40 |
1.0303 |
1.0069 |
0.0234 |
2.3% |
0.0049 |
0.5% |
31% |
False |
False |
7 |
| 60 |
1.0386 |
1.0069 |
0.0317 |
3.1% |
0.0050 |
0.5% |
23% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0438 |
|
2.618 |
1.0343 |
|
1.618 |
1.0285 |
|
1.000 |
1.0249 |
|
0.618 |
1.0227 |
|
HIGH |
1.0191 |
|
0.618 |
1.0169 |
|
0.500 |
1.0162 |
|
0.382 |
1.0155 |
|
LOW |
1.0133 |
|
0.618 |
1.0097 |
|
1.000 |
1.0075 |
|
1.618 |
1.0039 |
|
2.618 |
0.9981 |
|
4.250 |
0.9887 |
|
|
| Fisher Pivots for day following 16-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0162 |
1.0168 |
| PP |
1.0155 |
1.0159 |
| S1 |
1.0149 |
1.0151 |
|