CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 07-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2018 |
07-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0385 |
1.0450 |
0.0065 |
0.6% |
1.0412 |
| High |
1.0453 |
1.0461 |
0.0008 |
0.1% |
1.0461 |
| Low |
1.0385 |
1.0399 |
0.0014 |
0.1% |
1.0333 |
| Close |
1.0443 |
1.0410 |
-0.0033 |
-0.3% |
1.0410 |
| Range |
0.0068 |
0.0062 |
-0.0006 |
-8.8% |
0.0128 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.8% |
0.0000 |
| Volume |
772 |
5,089 |
4,317 |
559.2% |
10,141 |
|
| Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0609 |
1.0572 |
1.0444 |
|
| R3 |
1.0547 |
1.0510 |
1.0427 |
|
| R2 |
1.0485 |
1.0485 |
1.0421 |
|
| R1 |
1.0448 |
1.0448 |
1.0416 |
1.0436 |
| PP |
1.0423 |
1.0423 |
1.0423 |
1.0417 |
| S1 |
1.0386 |
1.0386 |
1.0404 |
1.0374 |
| S2 |
1.0361 |
1.0361 |
1.0399 |
|
| S3 |
1.0299 |
1.0324 |
1.0393 |
|
| S4 |
1.0237 |
1.0262 |
1.0376 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0785 |
1.0726 |
1.0480 |
|
| R3 |
1.0657 |
1.0598 |
1.0445 |
|
| R2 |
1.0529 |
1.0529 |
1.0433 |
|
| R1 |
1.0470 |
1.0470 |
1.0422 |
1.0436 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0384 |
| S1 |
1.0342 |
1.0342 |
1.0398 |
1.0308 |
| S2 |
1.0273 |
1.0273 |
1.0387 |
|
| S3 |
1.0145 |
1.0214 |
1.0375 |
|
| S4 |
1.0017 |
1.0086 |
1.0340 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0461 |
1.0333 |
0.0128 |
1.2% |
0.0064 |
0.6% |
60% |
True |
False |
2,261 |
| 10 |
1.0461 |
1.0238 |
0.0223 |
2.1% |
0.0060 |
0.6% |
77% |
True |
False |
1,222 |
| 20 |
1.0461 |
1.0126 |
0.0335 |
3.2% |
0.0054 |
0.5% |
85% |
True |
False |
622 |
| 40 |
1.0461 |
1.0069 |
0.0392 |
3.8% |
0.0051 |
0.5% |
87% |
True |
False |
313 |
| 60 |
1.0461 |
1.0069 |
0.0392 |
3.8% |
0.0052 |
0.5% |
87% |
True |
False |
212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0725 |
|
2.618 |
1.0623 |
|
1.618 |
1.0561 |
|
1.000 |
1.0523 |
|
0.618 |
1.0499 |
|
HIGH |
1.0461 |
|
0.618 |
1.0437 |
|
0.500 |
1.0430 |
|
0.382 |
1.0423 |
|
LOW |
1.0399 |
|
0.618 |
1.0361 |
|
1.000 |
1.0337 |
|
1.618 |
1.0299 |
|
2.618 |
1.0237 |
|
4.250 |
1.0136 |
|
|
| Fisher Pivots for day following 07-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0430 |
1.0408 |
| PP |
1.0423 |
1.0406 |
| S1 |
1.0417 |
1.0404 |
|