CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 04-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2018 |
04-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0414 |
1.0412 |
-0.0002 |
0.0% |
1.0274 |
| High |
1.0456 |
1.0422 |
-0.0034 |
-0.3% |
1.0456 |
| Low |
1.0403 |
1.0333 |
-0.0070 |
-0.7% |
1.0257 |
| Close |
1.0411 |
1.0354 |
-0.0057 |
-0.5% |
1.0411 |
| Range |
0.0053 |
0.0089 |
0.0036 |
67.9% |
0.0199 |
| ATR |
0.0052 |
0.0055 |
0.0003 |
5.0% |
0.0000 |
| Volume |
1,167 |
769 |
-398 |
-34.1% |
2,018 |
|
| Daily Pivots for day following 04-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0637 |
1.0584 |
1.0403 |
|
| R3 |
1.0548 |
1.0495 |
1.0378 |
|
| R2 |
1.0459 |
1.0459 |
1.0370 |
|
| R1 |
1.0406 |
1.0406 |
1.0362 |
1.0388 |
| PP |
1.0370 |
1.0370 |
1.0370 |
1.0361 |
| S1 |
1.0317 |
1.0317 |
1.0346 |
1.0299 |
| S2 |
1.0281 |
1.0281 |
1.0338 |
|
| S3 |
1.0192 |
1.0228 |
1.0330 |
|
| S4 |
1.0103 |
1.0139 |
1.0305 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0972 |
1.0890 |
1.0520 |
|
| R3 |
1.0773 |
1.0691 |
1.0466 |
|
| R2 |
1.0574 |
1.0574 |
1.0447 |
|
| R1 |
1.0492 |
1.0492 |
1.0429 |
1.0533 |
| PP |
1.0375 |
1.0375 |
1.0375 |
1.0395 |
| S1 |
1.0293 |
1.0293 |
1.0393 |
1.0334 |
| S2 |
1.0176 |
1.0176 |
1.0375 |
|
| S3 |
0.9977 |
1.0094 |
1.0356 |
|
| S4 |
0.9778 |
0.9895 |
1.0302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0456 |
1.0295 |
0.0161 |
1.6% |
0.0063 |
0.6% |
37% |
False |
False |
535 |
| 10 |
1.0456 |
1.0208 |
0.0248 |
2.4% |
0.0057 |
0.5% |
59% |
False |
False |
291 |
| 20 |
1.0456 |
1.0126 |
0.0330 |
3.2% |
0.0052 |
0.5% |
69% |
False |
False |
154 |
| 40 |
1.0456 |
1.0069 |
0.0387 |
3.7% |
0.0051 |
0.5% |
74% |
False |
False |
79 |
| 60 |
1.0456 |
1.0069 |
0.0387 |
3.7% |
0.0051 |
0.5% |
74% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0800 |
|
2.618 |
1.0655 |
|
1.618 |
1.0566 |
|
1.000 |
1.0511 |
|
0.618 |
1.0477 |
|
HIGH |
1.0422 |
|
0.618 |
1.0388 |
|
0.500 |
1.0378 |
|
0.382 |
1.0367 |
|
LOW |
1.0333 |
|
0.618 |
1.0278 |
|
1.000 |
1.0244 |
|
1.618 |
1.0189 |
|
2.618 |
1.0100 |
|
4.250 |
0.9955 |
|
|
| Fisher Pivots for day following 04-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0378 |
1.0395 |
| PP |
1.0370 |
1.0381 |
| S1 |
1.0362 |
1.0368 |
|