CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 24-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2018 |
24-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0509 |
1.0515 |
0.0006 |
0.1% |
1.0422 |
| High |
1.0559 |
1.0518 |
-0.0041 |
-0.4% |
1.0559 |
| Low |
1.0498 |
1.0440 |
-0.0058 |
-0.6% |
1.0390 |
| Close |
1.0511 |
1.0459 |
-0.0052 |
-0.5% |
1.0511 |
| Range |
0.0061 |
0.0078 |
0.0017 |
27.9% |
0.0169 |
| ATR |
0.0060 |
0.0062 |
0.0001 |
2.1% |
0.0000 |
| Volume |
31,749 |
22,010 |
-9,739 |
-30.7% |
128,766 |
|
| Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0706 |
1.0661 |
1.0502 |
|
| R3 |
1.0628 |
1.0583 |
1.0480 |
|
| R2 |
1.0550 |
1.0550 |
1.0473 |
|
| R1 |
1.0505 |
1.0505 |
1.0466 |
1.0489 |
| PP |
1.0472 |
1.0472 |
1.0472 |
1.0464 |
| S1 |
1.0427 |
1.0427 |
1.0452 |
1.0411 |
| S2 |
1.0394 |
1.0394 |
1.0445 |
|
| S3 |
1.0316 |
1.0349 |
1.0438 |
|
| S4 |
1.0238 |
1.0271 |
1.0416 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0994 |
1.0921 |
1.0604 |
|
| R3 |
1.0825 |
1.0752 |
1.0557 |
|
| R2 |
1.0656 |
1.0656 |
1.0542 |
|
| R1 |
1.0583 |
1.0583 |
1.0526 |
1.0620 |
| PP |
1.0487 |
1.0487 |
1.0487 |
1.0505 |
| S1 |
1.0414 |
1.0414 |
1.0496 |
1.0451 |
| S2 |
1.0318 |
1.0318 |
1.0480 |
|
| S3 |
1.0149 |
1.0245 |
1.0465 |
|
| S4 |
0.9980 |
1.0076 |
1.0418 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0559 |
1.0390 |
0.0169 |
1.6% |
0.0073 |
0.7% |
41% |
False |
False |
26,101 |
| 10 |
1.0559 |
1.0335 |
0.0224 |
2.1% |
0.0064 |
0.6% |
55% |
False |
False |
24,553 |
| 20 |
1.0559 |
1.0257 |
0.0302 |
2.9% |
0.0063 |
0.6% |
67% |
False |
False |
13,231 |
| 40 |
1.0559 |
1.0126 |
0.0433 |
4.1% |
0.0054 |
0.5% |
77% |
False |
False |
6,624 |
| 60 |
1.0559 |
1.0069 |
0.0490 |
4.7% |
0.0054 |
0.5% |
80% |
False |
False |
4,418 |
| 80 |
1.0559 |
1.0069 |
0.0490 |
4.7% |
0.0053 |
0.5% |
80% |
False |
False |
3,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0850 |
|
2.618 |
1.0722 |
|
1.618 |
1.0644 |
|
1.000 |
1.0596 |
|
0.618 |
1.0566 |
|
HIGH |
1.0518 |
|
0.618 |
1.0488 |
|
0.500 |
1.0479 |
|
0.382 |
1.0470 |
|
LOW |
1.0440 |
|
0.618 |
1.0392 |
|
1.000 |
1.0362 |
|
1.618 |
1.0314 |
|
2.618 |
1.0236 |
|
4.250 |
1.0109 |
|
|
| Fisher Pivots for day following 24-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0479 |
1.0486 |
| PP |
1.0472 |
1.0477 |
| S1 |
1.0466 |
1.0468 |
|