CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 19-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2018 |
19-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0473 |
1.0453 |
-0.0020 |
-0.2% |
1.0412 |
| High |
1.0499 |
1.0461 |
-0.0038 |
-0.4% |
1.0464 |
| Low |
1.0439 |
1.0390 |
-0.0049 |
-0.5% |
1.0335 |
| Close |
1.0445 |
1.0422 |
-0.0023 |
-0.2% |
1.0426 |
| Range |
0.0060 |
0.0071 |
0.0011 |
18.3% |
0.0129 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.8% |
0.0000 |
| Volume |
22,653 |
24,474 |
1,821 |
8.0% |
101,685 |
|
| Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0637 |
1.0601 |
1.0461 |
|
| R3 |
1.0566 |
1.0530 |
1.0442 |
|
| R2 |
1.0495 |
1.0495 |
1.0435 |
|
| R1 |
1.0459 |
1.0459 |
1.0429 |
1.0442 |
| PP |
1.0424 |
1.0424 |
1.0424 |
1.0416 |
| S1 |
1.0388 |
1.0388 |
1.0415 |
1.0371 |
| S2 |
1.0353 |
1.0353 |
1.0409 |
|
| S3 |
1.0282 |
1.0317 |
1.0402 |
|
| S4 |
1.0211 |
1.0246 |
1.0383 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0795 |
1.0740 |
1.0497 |
|
| R3 |
1.0666 |
1.0611 |
1.0461 |
|
| R2 |
1.0537 |
1.0537 |
1.0450 |
|
| R1 |
1.0482 |
1.0482 |
1.0438 |
1.0510 |
| PP |
1.0408 |
1.0408 |
1.0408 |
1.0422 |
| S1 |
1.0353 |
1.0353 |
1.0414 |
1.0381 |
| S2 |
1.0279 |
1.0279 |
1.0402 |
|
| S3 |
1.0150 |
1.0224 |
1.0391 |
|
| S4 |
1.0021 |
1.0095 |
1.0355 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0499 |
1.0388 |
0.0111 |
1.1% |
0.0061 |
0.6% |
31% |
False |
False |
24,528 |
| 10 |
1.0499 |
1.0335 |
0.0164 |
1.6% |
0.0060 |
0.6% |
53% |
False |
False |
17,494 |
| 20 |
1.0499 |
1.0238 |
0.0261 |
2.5% |
0.0058 |
0.6% |
70% |
False |
False |
9,066 |
| 40 |
1.0499 |
1.0126 |
0.0373 |
3.6% |
0.0051 |
0.5% |
79% |
False |
False |
4,540 |
| 60 |
1.0499 |
1.0069 |
0.0430 |
4.1% |
0.0052 |
0.5% |
82% |
False |
False |
3,028 |
| 80 |
1.0499 |
1.0069 |
0.0430 |
4.1% |
0.0053 |
0.5% |
82% |
False |
False |
2,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0763 |
|
2.618 |
1.0647 |
|
1.618 |
1.0576 |
|
1.000 |
1.0532 |
|
0.618 |
1.0505 |
|
HIGH |
1.0461 |
|
0.618 |
1.0434 |
|
0.500 |
1.0426 |
|
0.382 |
1.0417 |
|
LOW |
1.0390 |
|
0.618 |
1.0346 |
|
1.000 |
1.0319 |
|
1.618 |
1.0275 |
|
2.618 |
1.0204 |
|
4.250 |
1.0088 |
|
|
| Fisher Pivots for day following 19-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0426 |
1.0445 |
| PP |
1.0424 |
1.0437 |
| S1 |
1.0423 |
1.0430 |
|