CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 23-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2018 |
23-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0266 |
1.0277 |
0.0011 |
0.1% |
1.0169 |
| High |
1.0299 |
1.0281 |
-0.0018 |
-0.2% |
1.0209 |
| Low |
1.0253 |
1.0238 |
-0.0015 |
-0.1% |
1.0126 |
| Close |
1.0272 |
1.0240 |
-0.0032 |
-0.3% |
1.0154 |
| Range |
0.0046 |
0.0043 |
-0.0003 |
-6.5% |
0.0083 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
13 |
15 |
2 |
15.4% |
111 |
|
| Daily Pivots for day following 23-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0382 |
1.0354 |
1.0264 |
|
| R3 |
1.0339 |
1.0311 |
1.0252 |
|
| R2 |
1.0296 |
1.0296 |
1.0248 |
|
| R1 |
1.0268 |
1.0268 |
1.0244 |
1.0261 |
| PP |
1.0253 |
1.0253 |
1.0253 |
1.0249 |
| S1 |
1.0225 |
1.0225 |
1.0236 |
1.0218 |
| S2 |
1.0210 |
1.0210 |
1.0232 |
|
| S3 |
1.0167 |
1.0182 |
1.0228 |
|
| S4 |
1.0124 |
1.0139 |
1.0216 |
|
|
| 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% |
0.0049 |
0.5% |
65% |
False |
False |
25 |
| 10 |
1.0299 |
1.0126 |
0.0173 |
1.7% |
0.0048 |
0.5% |
66% |
False |
False |
22 |
| 20 |
1.0299 |
1.0126 |
0.0173 |
1.7% |
0.0044 |
0.4% |
66% |
False |
False |
14 |
| 40 |
1.0299 |
1.0069 |
0.0230 |
2.2% |
0.0048 |
0.5% |
74% |
False |
False |
10 |
| 60 |
1.0386 |
1.0069 |
0.0317 |
3.1% |
0.0049 |
0.5% |
54% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0464 |
|
2.618 |
1.0394 |
|
1.618 |
1.0351 |
|
1.000 |
1.0324 |
|
0.618 |
1.0308 |
|
HIGH |
1.0281 |
|
0.618 |
1.0265 |
|
0.500 |
1.0260 |
|
0.382 |
1.0254 |
|
LOW |
1.0238 |
|
0.618 |
1.0211 |
|
1.000 |
1.0195 |
|
1.618 |
1.0168 |
|
2.618 |
1.0125 |
|
4.250 |
1.0055 |
|
|
| Fisher Pivots for day following 23-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0260 |
1.0254 |
| PP |
1.0253 |
1.0249 |
| S1 |
1.0247 |
1.0245 |
|