CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 27-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2018 |
27-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0238 |
1.0274 |
0.0036 |
0.4% |
1.0158 |
| High |
1.0291 |
1.0316 |
0.0025 |
0.2% |
1.0299 |
| Low |
1.0238 |
1.0257 |
0.0019 |
0.2% |
1.0137 |
| Close |
1.0272 |
1.0307 |
0.0035 |
0.3% |
1.0272 |
| Range |
0.0053 |
0.0059 |
0.0006 |
11.3% |
0.0162 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
1.2% |
0.0000 |
| Volume |
64 |
109 |
45 |
70.3% |
145 |
|
| Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0470 |
1.0448 |
1.0339 |
|
| R3 |
1.0411 |
1.0389 |
1.0323 |
|
| R2 |
1.0352 |
1.0352 |
1.0318 |
|
| R1 |
1.0330 |
1.0330 |
1.0312 |
1.0341 |
| PP |
1.0293 |
1.0293 |
1.0293 |
1.0299 |
| S1 |
1.0271 |
1.0271 |
1.0302 |
1.0282 |
| S2 |
1.0234 |
1.0234 |
1.0296 |
|
| S3 |
1.0175 |
1.0212 |
1.0291 |
|
| S4 |
1.0116 |
1.0153 |
1.0275 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0722 |
1.0659 |
1.0361 |
|
| R3 |
1.0560 |
1.0497 |
1.0317 |
|
| R2 |
1.0398 |
1.0398 |
1.0302 |
|
| R1 |
1.0335 |
1.0335 |
1.0287 |
1.0367 |
| PP |
1.0236 |
1.0236 |
1.0236 |
1.0252 |
| S1 |
1.0173 |
1.0173 |
1.0257 |
1.0205 |
| S2 |
1.0074 |
1.0074 |
1.0242 |
|
| S3 |
0.9912 |
1.0011 |
1.0227 |
|
| S4 |
0.9750 |
0.9849 |
1.0183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0316 |
1.0208 |
0.0108 |
1.0% |
0.0051 |
0.5% |
92% |
True |
False |
46 |
| 10 |
1.0316 |
1.0126 |
0.0190 |
1.8% |
0.0052 |
0.5% |
95% |
True |
False |
35 |
| 20 |
1.0316 |
1.0126 |
0.0190 |
1.8% |
0.0043 |
0.4% |
95% |
True |
False |
22 |
| 40 |
1.0316 |
1.0069 |
0.0247 |
2.4% |
0.0049 |
0.5% |
96% |
True |
False |
14 |
| 60 |
1.0386 |
1.0069 |
0.0317 |
3.1% |
0.0050 |
0.5% |
75% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0567 |
|
2.618 |
1.0470 |
|
1.618 |
1.0411 |
|
1.000 |
1.0375 |
|
0.618 |
1.0352 |
|
HIGH |
1.0316 |
|
0.618 |
1.0293 |
|
0.500 |
1.0287 |
|
0.382 |
1.0280 |
|
LOW |
1.0257 |
|
0.618 |
1.0221 |
|
1.000 |
1.0198 |
|
1.618 |
1.0162 |
|
2.618 |
1.0103 |
|
4.250 |
1.0006 |
|
|
| Fisher Pivots for day following 27-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0300 |
1.0297 |
| PP |
1.0293 |
1.0287 |
| S1 |
1.0287 |
1.0277 |
|