CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 27-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0438 |
1.0437 |
-0.0001 |
0.0% |
1.0422 |
| High |
1.0467 |
1.0438 |
-0.0029 |
-0.3% |
1.0559 |
| Low |
1.0383 |
1.0294 |
-0.0089 |
-0.9% |
1.0390 |
| Close |
1.0438 |
1.0301 |
-0.0137 |
-1.3% |
1.0511 |
| Range |
0.0084 |
0.0144 |
0.0060 |
71.4% |
0.0169 |
| ATR |
0.0062 |
0.0068 |
0.0006 |
9.4% |
0.0000 |
| Volume |
31,047 |
37,368 |
6,321 |
20.4% |
128,766 |
|
| Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0776 |
1.0683 |
1.0380 |
|
| R3 |
1.0632 |
1.0539 |
1.0341 |
|
| R2 |
1.0488 |
1.0488 |
1.0327 |
|
| R1 |
1.0395 |
1.0395 |
1.0314 |
1.0370 |
| PP |
1.0344 |
1.0344 |
1.0344 |
1.0332 |
| S1 |
1.0251 |
1.0251 |
1.0288 |
1.0226 |
| S2 |
1.0200 |
1.0200 |
1.0275 |
|
| S3 |
1.0056 |
1.0107 |
1.0261 |
|
| S4 |
0.9912 |
0.9963 |
1.0222 |
|
|
| 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 |
1.0294 |
0.0265 |
2.6% |
0.0081 |
0.8% |
3% |
False |
True |
28,952 |
| 10 |
1.0559 |
1.0294 |
0.0265 |
2.6% |
0.0075 |
0.7% |
3% |
False |
True |
26,957 |
| 20 |
1.0559 |
1.0294 |
0.0265 |
2.6% |
0.0066 |
0.6% |
3% |
False |
True |
17,743 |
| 40 |
1.0559 |
1.0126 |
0.0433 |
4.2% |
0.0057 |
0.6% |
40% |
False |
False |
8,898 |
| 60 |
1.0559 |
1.0069 |
0.0490 |
4.8% |
0.0056 |
0.5% |
47% |
False |
False |
5,934 |
| 80 |
1.0559 |
1.0069 |
0.0490 |
4.8% |
0.0055 |
0.5% |
47% |
False |
False |
4,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1050 |
|
2.618 |
1.0815 |
|
1.618 |
1.0671 |
|
1.000 |
1.0582 |
|
0.618 |
1.0527 |
|
HIGH |
1.0438 |
|
0.618 |
1.0383 |
|
0.500 |
1.0366 |
|
0.382 |
1.0349 |
|
LOW |
1.0294 |
|
0.618 |
1.0205 |
|
1.000 |
1.0150 |
|
1.618 |
1.0061 |
|
2.618 |
0.9917 |
|
4.250 |
0.9682 |
|
|
| Fisher Pivots for day following 27-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0366 |
1.0381 |
| PP |
1.0344 |
1.0354 |
| S1 |
1.0323 |
1.0328 |
|