CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 22-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2018 |
22-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0208 |
1.0266 |
0.0058 |
0.6% |
1.0169 |
| High |
1.0263 |
1.0299 |
0.0036 |
0.4% |
1.0209 |
| Low |
1.0208 |
1.0253 |
0.0045 |
0.4% |
1.0126 |
| Close |
1.0254 |
1.0272 |
0.0018 |
0.2% |
1.0154 |
| Range |
0.0055 |
0.0046 |
-0.0009 |
-16.4% |
0.0083 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
31 |
13 |
-18 |
-58.1% |
111 |
|
| Daily Pivots for day following 22-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0413 |
1.0388 |
1.0297 |
|
| R3 |
1.0367 |
1.0342 |
1.0285 |
|
| R2 |
1.0321 |
1.0321 |
1.0280 |
|
| R1 |
1.0296 |
1.0296 |
1.0276 |
1.0309 |
| PP |
1.0275 |
1.0275 |
1.0275 |
1.0281 |
| S1 |
1.0250 |
1.0250 |
1.0268 |
1.0263 |
| S2 |
1.0229 |
1.0229 |
1.0264 |
|
| S3 |
1.0183 |
1.0204 |
1.0259 |
|
| S4 |
1.0137 |
1.0158 |
1.0247 |
|
|
| 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 |
1.0299 |
1.0128 |
0.0171 |
1.7% |
0.0052 |
0.5% |
84% |
True |
False |
24 |
| 10 |
1.0299 |
1.0126 |
0.0173 |
1.7% |
0.0050 |
0.5% |
84% |
True |
False |
22 |
| 20 |
1.0299 |
1.0126 |
0.0173 |
1.7% |
0.0044 |
0.4% |
84% |
True |
False |
14 |
| 40 |
1.0299 |
1.0069 |
0.0230 |
2.2% |
0.0049 |
0.5% |
88% |
True |
False |
10 |
| 60 |
1.0386 |
1.0069 |
0.0317 |
3.1% |
0.0049 |
0.5% |
64% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0495 |
|
2.618 |
1.0419 |
|
1.618 |
1.0373 |
|
1.000 |
1.0345 |
|
0.618 |
1.0327 |
|
HIGH |
1.0299 |
|
0.618 |
1.0281 |
|
0.500 |
1.0276 |
|
0.382 |
1.0271 |
|
LOW |
1.0253 |
|
0.618 |
1.0225 |
|
1.000 |
1.0207 |
|
1.618 |
1.0179 |
|
2.618 |
1.0133 |
|
4.250 |
1.0058 |
|
|
| Fisher Pivots for day following 22-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0276 |
1.0254 |
| PP |
1.0275 |
1.0236 |
| S1 |
1.0273 |
1.0218 |
|