CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 28-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2018 |
28-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0274 |
1.0309 |
0.0035 |
0.3% |
1.0158 |
| High |
1.0316 |
1.0360 |
0.0044 |
0.4% |
1.0299 |
| Low |
1.0257 |
1.0295 |
0.0038 |
0.4% |
1.0137 |
| Close |
1.0307 |
1.0336 |
0.0029 |
0.3% |
1.0272 |
| Range |
0.0059 |
0.0065 |
0.0006 |
10.2% |
0.0162 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.9% |
0.0000 |
| Volume |
109 |
255 |
146 |
133.9% |
145 |
|
| Daily Pivots for day following 28-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0525 |
1.0496 |
1.0372 |
|
| R3 |
1.0460 |
1.0431 |
1.0354 |
|
| R2 |
1.0395 |
1.0395 |
1.0348 |
|
| R1 |
1.0366 |
1.0366 |
1.0342 |
1.0381 |
| PP |
1.0330 |
1.0330 |
1.0330 |
1.0338 |
| S1 |
1.0301 |
1.0301 |
1.0330 |
1.0316 |
| S2 |
1.0265 |
1.0265 |
1.0324 |
|
| S3 |
1.0200 |
1.0236 |
1.0318 |
|
| S4 |
1.0135 |
1.0171 |
1.0300 |
|
|
| 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 |
1.0360 |
1.0238 |
0.0122 |
1.2% |
0.0053 |
0.5% |
80% |
True |
False |
91 |
| 10 |
1.0360 |
1.0126 |
0.0234 |
2.3% |
0.0054 |
0.5% |
90% |
True |
False |
58 |
| 20 |
1.0360 |
1.0126 |
0.0234 |
2.3% |
0.0045 |
0.4% |
90% |
True |
False |
35 |
| 40 |
1.0360 |
1.0069 |
0.0291 |
2.8% |
0.0049 |
0.5% |
92% |
True |
False |
20 |
| 60 |
1.0386 |
1.0069 |
0.0317 |
3.1% |
0.0050 |
0.5% |
84% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0636 |
|
2.618 |
1.0530 |
|
1.618 |
1.0465 |
|
1.000 |
1.0425 |
|
0.618 |
1.0400 |
|
HIGH |
1.0360 |
|
0.618 |
1.0335 |
|
0.500 |
1.0328 |
|
0.382 |
1.0320 |
|
LOW |
1.0295 |
|
0.618 |
1.0255 |
|
1.000 |
1.0230 |
|
1.618 |
1.0190 |
|
2.618 |
1.0125 |
|
4.250 |
1.0019 |
|
|
| Fisher Pivots for day following 28-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0333 |
1.0324 |
| PP |
1.0330 |
1.0311 |
| S1 |
1.0328 |
1.0299 |
|