CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 29-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2018 |
29-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0309 |
1.0337 |
0.0028 |
0.3% |
1.0158 |
| High |
1.0360 |
1.0405 |
0.0045 |
0.4% |
1.0299 |
| Low |
1.0295 |
1.0329 |
0.0034 |
0.3% |
1.0137 |
| Close |
1.0336 |
1.0393 |
0.0057 |
0.6% |
1.0272 |
| Range |
0.0065 |
0.0076 |
0.0011 |
16.9% |
0.0162 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
3.3% |
0.0000 |
| Volume |
255 |
383 |
128 |
50.2% |
145 |
|
| Daily Pivots for day following 29-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0604 |
1.0574 |
1.0435 |
|
| R3 |
1.0528 |
1.0498 |
1.0414 |
|
| R2 |
1.0452 |
1.0452 |
1.0407 |
|
| R1 |
1.0422 |
1.0422 |
1.0400 |
1.0437 |
| PP |
1.0376 |
1.0376 |
1.0376 |
1.0383 |
| S1 |
1.0346 |
1.0346 |
1.0386 |
1.0361 |
| S2 |
1.0300 |
1.0300 |
1.0379 |
|
| S3 |
1.0224 |
1.0270 |
1.0372 |
|
| S4 |
1.0148 |
1.0194 |
1.0351 |
|
|
| 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 |
1.0405 |
1.0238 |
0.0167 |
1.6% |
0.0059 |
0.6% |
93% |
True |
False |
165 |
| 10 |
1.0405 |
1.0128 |
0.0277 |
2.7% |
0.0056 |
0.5% |
96% |
True |
False |
94 |
| 20 |
1.0405 |
1.0126 |
0.0279 |
2.7% |
0.0048 |
0.5% |
96% |
True |
False |
53 |
| 40 |
1.0405 |
1.0069 |
0.0336 |
3.2% |
0.0050 |
0.5% |
96% |
True |
False |
30 |
| 60 |
1.0405 |
1.0069 |
0.0336 |
3.2% |
0.0051 |
0.5% |
96% |
True |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0728 |
|
2.618 |
1.0604 |
|
1.618 |
1.0528 |
|
1.000 |
1.0481 |
|
0.618 |
1.0452 |
|
HIGH |
1.0405 |
|
0.618 |
1.0376 |
|
0.500 |
1.0367 |
|
0.382 |
1.0358 |
|
LOW |
1.0329 |
|
0.618 |
1.0282 |
|
1.000 |
1.0253 |
|
1.618 |
1.0206 |
|
2.618 |
1.0130 |
|
4.250 |
1.0006 |
|
|
| Fisher Pivots for day following 29-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0384 |
1.0372 |
| PP |
1.0376 |
1.0352 |
| S1 |
1.0367 |
1.0331 |
|