CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 21-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0158 |
1.0208 |
0.0050 |
0.5% |
1.0169 |
| High |
1.0194 |
1.0263 |
0.0069 |
0.7% |
1.0209 |
| Low |
1.0137 |
1.0208 |
0.0071 |
0.7% |
1.0126 |
| Close |
1.0185 |
1.0254 |
0.0069 |
0.7% |
1.0154 |
| Range |
0.0057 |
0.0055 |
-0.0002 |
-3.5% |
0.0083 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
4.2% |
0.0000 |
| Volume |
22 |
31 |
9 |
40.9% |
111 |
|
| Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0407 |
1.0385 |
1.0284 |
|
| R3 |
1.0352 |
1.0330 |
1.0269 |
|
| R2 |
1.0297 |
1.0297 |
1.0264 |
|
| R1 |
1.0275 |
1.0275 |
1.0259 |
1.0286 |
| PP |
1.0242 |
1.0242 |
1.0242 |
1.0247 |
| S1 |
1.0220 |
1.0220 |
1.0249 |
1.0231 |
| S2 |
1.0187 |
1.0187 |
1.0244 |
|
| S3 |
1.0132 |
1.0165 |
1.0239 |
|
| S4 |
1.0077 |
1.0110 |
1.0224 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0412 |
1.0366 |
1.0200 |
|
| R3 |
1.0329 |
1.0283 |
1.0177 |
|
| R2 |
1.0246 |
1.0246 |
1.0169 |
|
| R1 |
1.0200 |
1.0200 |
1.0162 |
1.0182 |
| PP |
1.0163 |
1.0163 |
1.0163 |
1.0154 |
| S1 |
1.0117 |
1.0117 |
1.0146 |
1.0099 |
| S2 |
1.0080 |
1.0080 |
1.0139 |
|
| S3 |
0.9997 |
1.0034 |
1.0131 |
|
| S4 |
0.9914 |
0.9951 |
1.0108 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0263 |
1.0126 |
0.0137 |
1.3% |
0.0054 |
0.5% |
93% |
True |
False |
26 |
| 10 |
1.0263 |
1.0126 |
0.0137 |
1.3% |
0.0049 |
0.5% |
93% |
True |
False |
21 |
| 20 |
1.0263 |
1.0126 |
0.0137 |
1.3% |
0.0044 |
0.4% |
93% |
True |
False |
13 |
| 40 |
1.0287 |
1.0069 |
0.0218 |
2.1% |
0.0049 |
0.5% |
85% |
False |
False |
9 |
| 60 |
1.0386 |
1.0069 |
0.0317 |
3.1% |
0.0051 |
0.5% |
58% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0497 |
|
2.618 |
1.0407 |
|
1.618 |
1.0352 |
|
1.000 |
1.0318 |
|
0.618 |
1.0297 |
|
HIGH |
1.0263 |
|
0.618 |
1.0242 |
|
0.500 |
1.0236 |
|
0.382 |
1.0229 |
|
LOW |
1.0208 |
|
0.618 |
1.0174 |
|
1.000 |
1.0153 |
|
1.618 |
1.0119 |
|
2.618 |
1.0064 |
|
4.250 |
0.9974 |
|
|
| Fisher Pivots for day following 21-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0248 |
1.0235 |
| PP |
1.0242 |
1.0215 |
| S1 |
1.0236 |
1.0196 |
|