CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 25-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2018 |
25-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0515 |
1.0444 |
-0.0071 |
-0.7% |
1.0422 |
| High |
1.0518 |
1.0455 |
-0.0063 |
-0.6% |
1.0559 |
| Low |
1.0440 |
1.0417 |
-0.0023 |
-0.2% |
1.0390 |
| Close |
1.0459 |
1.0440 |
-0.0019 |
-0.2% |
1.0511 |
| Range |
0.0078 |
0.0038 |
-0.0040 |
-51.3% |
0.0169 |
| ATR |
0.0062 |
0.0060 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
22,010 |
22,588 |
578 |
2.6% |
128,766 |
|
| Daily Pivots for day following 25-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0551 |
1.0534 |
1.0461 |
|
| R3 |
1.0513 |
1.0496 |
1.0450 |
|
| R2 |
1.0475 |
1.0475 |
1.0447 |
|
| R1 |
1.0458 |
1.0458 |
1.0443 |
1.0448 |
| PP |
1.0437 |
1.0437 |
1.0437 |
1.0432 |
| S1 |
1.0420 |
1.0420 |
1.0437 |
1.0410 |
| S2 |
1.0399 |
1.0399 |
1.0433 |
|
| S3 |
1.0361 |
1.0382 |
1.0430 |
|
| S4 |
1.0323 |
1.0344 |
1.0419 |
|
|
| 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% |
0.0069 |
0.7% |
30% |
False |
False |
26,088 |
| 10 |
1.0559 |
1.0343 |
0.0216 |
2.1% |
0.0063 |
0.6% |
45% |
False |
False |
25,244 |
| 20 |
1.0559 |
1.0295 |
0.0264 |
2.5% |
0.0062 |
0.6% |
55% |
False |
False |
14,354 |
| 40 |
1.0559 |
1.0126 |
0.0433 |
4.1% |
0.0053 |
0.5% |
73% |
False |
False |
7,188 |
| 60 |
1.0559 |
1.0069 |
0.0490 |
4.7% |
0.0053 |
0.5% |
76% |
False |
False |
4,794 |
| 80 |
1.0559 |
1.0069 |
0.0490 |
4.7% |
0.0053 |
0.5% |
76% |
False |
False |
3,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0617 |
|
2.618 |
1.0554 |
|
1.618 |
1.0516 |
|
1.000 |
1.0493 |
|
0.618 |
1.0478 |
|
HIGH |
1.0455 |
|
0.618 |
1.0440 |
|
0.500 |
1.0436 |
|
0.382 |
1.0432 |
|
LOW |
1.0417 |
|
0.618 |
1.0394 |
|
1.000 |
1.0379 |
|
1.618 |
1.0356 |
|
2.618 |
1.0318 |
|
4.250 |
1.0256 |
|
|
| Fisher Pivots for day following 25-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0439 |
1.0488 |
| PP |
1.0437 |
1.0472 |
| S1 |
1.0436 |
1.0456 |
|