CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 30-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2018 |
30-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0337 |
1.0400 |
0.0063 |
0.6% |
1.0158 |
| High |
1.0405 |
1.0420 |
0.0015 |
0.1% |
1.0299 |
| Low |
1.0329 |
1.0390 |
0.0061 |
0.6% |
1.0137 |
| Close |
1.0393 |
1.0411 |
0.0018 |
0.2% |
1.0272 |
| Range |
0.0076 |
0.0030 |
-0.0046 |
-60.5% |
0.0162 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
383 |
104 |
-279 |
-72.8% |
145 |
|
| Daily Pivots for day following 30-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0497 |
1.0484 |
1.0428 |
|
| R3 |
1.0467 |
1.0454 |
1.0419 |
|
| R2 |
1.0437 |
1.0437 |
1.0417 |
|
| R1 |
1.0424 |
1.0424 |
1.0414 |
1.0431 |
| PP |
1.0407 |
1.0407 |
1.0407 |
1.0410 |
| S1 |
1.0394 |
1.0394 |
1.0408 |
1.0401 |
| S2 |
1.0377 |
1.0377 |
1.0406 |
|
| S3 |
1.0347 |
1.0364 |
1.0403 |
|
| S4 |
1.0317 |
1.0334 |
1.0395 |
|
|
| 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 |
1.0420 |
1.0238 |
0.0182 |
1.7% |
0.0057 |
0.5% |
95% |
True |
False |
183 |
| 10 |
1.0420 |
1.0128 |
0.0292 |
2.8% |
0.0053 |
0.5% |
97% |
True |
False |
104 |
| 20 |
1.0420 |
1.0126 |
0.0294 |
2.8% |
0.0048 |
0.5% |
97% |
True |
False |
58 |
| 40 |
1.0420 |
1.0069 |
0.0351 |
3.4% |
0.0050 |
0.5% |
97% |
True |
False |
31 |
| 60 |
1.0420 |
1.0069 |
0.0351 |
3.4% |
0.0050 |
0.5% |
97% |
True |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0548 |
|
2.618 |
1.0499 |
|
1.618 |
1.0469 |
|
1.000 |
1.0450 |
|
0.618 |
1.0439 |
|
HIGH |
1.0420 |
|
0.618 |
1.0409 |
|
0.500 |
1.0405 |
|
0.382 |
1.0401 |
|
LOW |
1.0390 |
|
0.618 |
1.0371 |
|
1.000 |
1.0360 |
|
1.618 |
1.0341 |
|
2.618 |
1.0311 |
|
4.250 |
1.0263 |
|
|
| Fisher Pivots for day following 30-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0409 |
1.0393 |
| PP |
1.0407 |
1.0375 |
| S1 |
1.0405 |
1.0358 |
|