CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 05-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2018 |
05-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0412 |
1.0362 |
-0.0050 |
-0.5% |
1.0274 |
| High |
1.0422 |
1.0393 |
-0.0029 |
-0.3% |
1.0456 |
| Low |
1.0333 |
1.0346 |
0.0013 |
0.1% |
1.0257 |
| Close |
1.0354 |
1.0379 |
0.0025 |
0.2% |
1.0411 |
| Range |
0.0089 |
0.0047 |
-0.0042 |
-47.2% |
0.0199 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
769 |
3,511 |
2,742 |
356.6% |
2,018 |
|
| Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0514 |
1.0493 |
1.0405 |
|
| R3 |
1.0467 |
1.0446 |
1.0392 |
|
| R2 |
1.0420 |
1.0420 |
1.0388 |
|
| R1 |
1.0399 |
1.0399 |
1.0383 |
1.0410 |
| PP |
1.0373 |
1.0373 |
1.0373 |
1.0378 |
| S1 |
1.0352 |
1.0352 |
1.0375 |
1.0363 |
| S2 |
1.0326 |
1.0326 |
1.0370 |
|
| S3 |
1.0279 |
1.0305 |
1.0366 |
|
| S4 |
1.0232 |
1.0258 |
1.0353 |
|
|
| 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 |
1.0329 |
0.0127 |
1.2% |
0.0059 |
0.6% |
39% |
False |
False |
1,186 |
| 10 |
1.0456 |
1.0238 |
0.0218 |
2.1% |
0.0056 |
0.5% |
65% |
False |
False |
639 |
| 20 |
1.0456 |
1.0126 |
0.0330 |
3.2% |
0.0053 |
0.5% |
77% |
False |
False |
330 |
| 40 |
1.0456 |
1.0069 |
0.0387 |
3.7% |
0.0051 |
0.5% |
80% |
False |
False |
167 |
| 60 |
1.0456 |
1.0069 |
0.0387 |
3.7% |
0.0051 |
0.5% |
80% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0593 |
|
2.618 |
1.0516 |
|
1.618 |
1.0469 |
|
1.000 |
1.0440 |
|
0.618 |
1.0422 |
|
HIGH |
1.0393 |
|
0.618 |
1.0375 |
|
0.500 |
1.0370 |
|
0.382 |
1.0364 |
|
LOW |
1.0346 |
|
0.618 |
1.0317 |
|
1.000 |
1.0299 |
|
1.618 |
1.0270 |
|
2.618 |
1.0223 |
|
4.250 |
1.0146 |
|
|
| Fisher Pivots for day following 05-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0376 |
1.0395 |
| PP |
1.0373 |
1.0389 |
| S1 |
1.0370 |
1.0384 |
|