CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 13-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0368 |
1.0389 |
0.0021 |
0.2% |
1.0412 |
| High |
1.0400 |
1.0445 |
0.0045 |
0.4% |
1.0461 |
| Low |
1.0343 |
1.0388 |
0.0045 |
0.4% |
1.0333 |
| Close |
1.0395 |
1.0439 |
0.0044 |
0.4% |
1.0410 |
| Range |
0.0057 |
0.0057 |
0.0000 |
0.0% |
0.0128 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.1% |
0.0000 |
| Volume |
23,833 |
27,452 |
3,619 |
15.2% |
10,141 |
|
| Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0595 |
1.0574 |
1.0470 |
|
| R3 |
1.0538 |
1.0517 |
1.0455 |
|
| R2 |
1.0481 |
1.0481 |
1.0449 |
|
| R1 |
1.0460 |
1.0460 |
1.0444 |
1.0471 |
| PP |
1.0424 |
1.0424 |
1.0424 |
1.0429 |
| S1 |
1.0403 |
1.0403 |
1.0434 |
1.0414 |
| S2 |
1.0367 |
1.0367 |
1.0429 |
|
| S3 |
1.0310 |
1.0346 |
1.0423 |
|
| S4 |
1.0253 |
1.0289 |
1.0408 |
|
|
| 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 |
1.0335 |
0.0126 |
1.2% |
0.0058 |
0.6% |
83% |
False |
False |
15,796 |
| 10 |
1.0461 |
1.0333 |
0.0128 |
1.2% |
0.0058 |
0.6% |
83% |
False |
False |
8,530 |
| 20 |
1.0461 |
1.0128 |
0.0333 |
3.2% |
0.0057 |
0.5% |
93% |
False |
False |
4,312 |
| 40 |
1.0461 |
1.0091 |
0.0370 |
3.5% |
0.0051 |
0.5% |
94% |
False |
False |
2,160 |
| 60 |
1.0461 |
1.0069 |
0.0392 |
3.8% |
0.0051 |
0.5% |
94% |
False |
False |
1,442 |
| 80 |
1.0461 |
1.0069 |
0.0392 |
3.8% |
0.0052 |
0.5% |
94% |
False |
False |
1,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0687 |
|
2.618 |
1.0594 |
|
1.618 |
1.0537 |
|
1.000 |
1.0502 |
|
0.618 |
1.0480 |
|
HIGH |
1.0445 |
|
0.618 |
1.0423 |
|
0.500 |
1.0417 |
|
0.382 |
1.0410 |
|
LOW |
1.0388 |
|
0.618 |
1.0353 |
|
1.000 |
1.0331 |
|
1.618 |
1.0296 |
|
2.618 |
1.0239 |
|
4.250 |
1.0146 |
|
|
| Fisher Pivots for day following 13-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0432 |
1.0423 |
| PP |
1.0424 |
1.0406 |
| S1 |
1.0417 |
1.0390 |
|