CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 06-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2018 |
06-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0362 |
1.0385 |
0.0023 |
0.2% |
1.0274 |
| High |
1.0393 |
1.0453 |
0.0060 |
0.6% |
1.0456 |
| Low |
1.0346 |
1.0385 |
0.0039 |
0.4% |
1.0257 |
| Close |
1.0379 |
1.0443 |
0.0064 |
0.6% |
1.0411 |
| Range |
0.0047 |
0.0068 |
0.0021 |
44.7% |
0.0199 |
| ATR |
0.0054 |
0.0056 |
0.0001 |
2.6% |
0.0000 |
| Volume |
3,511 |
772 |
-2,739 |
-78.0% |
2,018 |
|
| Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0631 |
1.0605 |
1.0480 |
|
| R3 |
1.0563 |
1.0537 |
1.0462 |
|
| R2 |
1.0495 |
1.0495 |
1.0455 |
|
| R1 |
1.0469 |
1.0469 |
1.0449 |
1.0482 |
| PP |
1.0427 |
1.0427 |
1.0427 |
1.0434 |
| S1 |
1.0401 |
1.0401 |
1.0437 |
1.0414 |
| S2 |
1.0359 |
1.0359 |
1.0431 |
|
| S3 |
1.0291 |
1.0333 |
1.0424 |
|
| S4 |
1.0223 |
1.0265 |
1.0406 |
|
|
| 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 |
1.0333 |
0.0123 |
1.2% |
0.0057 |
0.5% |
89% |
False |
False |
1,264 |
| 10 |
1.0456 |
1.0238 |
0.0218 |
2.1% |
0.0058 |
0.6% |
94% |
False |
False |
714 |
| 20 |
1.0456 |
1.0126 |
0.0330 |
3.2% |
0.0054 |
0.5% |
96% |
False |
False |
368 |
| 40 |
1.0456 |
1.0069 |
0.0387 |
3.7% |
0.0051 |
0.5% |
97% |
False |
False |
186 |
| 60 |
1.0456 |
1.0069 |
0.0387 |
3.7% |
0.0052 |
0.5% |
97% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0742 |
|
2.618 |
1.0631 |
|
1.618 |
1.0563 |
|
1.000 |
1.0521 |
|
0.618 |
1.0495 |
|
HIGH |
1.0453 |
|
0.618 |
1.0427 |
|
0.500 |
1.0419 |
|
0.382 |
1.0411 |
|
LOW |
1.0385 |
|
0.618 |
1.0343 |
|
1.000 |
1.0317 |
|
1.618 |
1.0275 |
|
2.618 |
1.0207 |
|
4.250 |
1.0096 |
|
|
| Fisher Pivots for day following 06-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0435 |
1.0426 |
| PP |
1.0427 |
1.0410 |
| S1 |
1.0419 |
1.0393 |
|