CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 28-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2018 |
28-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0437 |
1.0307 |
-0.0130 |
-1.2% |
1.0515 |
| High |
1.0438 |
1.0341 |
-0.0097 |
-0.9% |
1.0518 |
| Low |
1.0294 |
1.0253 |
-0.0041 |
-0.4% |
1.0253 |
| Close |
1.0301 |
1.0284 |
-0.0017 |
-0.2% |
1.0284 |
| Range |
0.0144 |
0.0088 |
-0.0056 |
-38.9% |
0.0265 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
2.1% |
0.0000 |
| Volume |
37,368 |
41,631 |
4,263 |
11.4% |
154,644 |
|
| Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0557 |
1.0508 |
1.0332 |
|
| R3 |
1.0469 |
1.0420 |
1.0308 |
|
| R2 |
1.0381 |
1.0381 |
1.0300 |
|
| R1 |
1.0332 |
1.0332 |
1.0292 |
1.0313 |
| PP |
1.0293 |
1.0293 |
1.0293 |
1.0283 |
| S1 |
1.0244 |
1.0244 |
1.0276 |
1.0225 |
| S2 |
1.0205 |
1.0205 |
1.0268 |
|
| S3 |
1.0117 |
1.0156 |
1.0260 |
|
| S4 |
1.0029 |
1.0068 |
1.0236 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1147 |
1.0980 |
1.0430 |
|
| R3 |
1.0882 |
1.0715 |
1.0357 |
|
| R2 |
1.0617 |
1.0617 |
1.0333 |
|
| R1 |
1.0450 |
1.0450 |
1.0308 |
1.0401 |
| PP |
1.0352 |
1.0352 |
1.0352 |
1.0327 |
| S1 |
1.0185 |
1.0185 |
1.0260 |
1.0136 |
| S2 |
1.0087 |
1.0087 |
1.0235 |
|
| S3 |
0.9822 |
0.9920 |
1.0211 |
|
| S4 |
0.9557 |
0.9655 |
1.0138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0518 |
1.0253 |
0.0265 |
2.6% |
0.0086 |
0.8% |
12% |
False |
True |
30,928 |
| 10 |
1.0559 |
1.0253 |
0.0306 |
3.0% |
0.0079 |
0.8% |
10% |
False |
True |
28,341 |
| 20 |
1.0559 |
1.0253 |
0.0306 |
3.0% |
0.0069 |
0.7% |
10% |
False |
True |
19,820 |
| 40 |
1.0559 |
1.0126 |
0.0433 |
4.2% |
0.0058 |
0.6% |
36% |
False |
False |
9,939 |
| 60 |
1.0559 |
1.0069 |
0.0490 |
4.8% |
0.0057 |
0.5% |
44% |
False |
False |
6,627 |
| 80 |
1.0559 |
1.0069 |
0.0490 |
4.8% |
0.0055 |
0.5% |
44% |
False |
False |
4,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0715 |
|
2.618 |
1.0571 |
|
1.618 |
1.0483 |
|
1.000 |
1.0429 |
|
0.618 |
1.0395 |
|
HIGH |
1.0341 |
|
0.618 |
1.0307 |
|
0.500 |
1.0297 |
|
0.382 |
1.0287 |
|
LOW |
1.0253 |
|
0.618 |
1.0199 |
|
1.000 |
1.0165 |
|
1.618 |
1.0111 |
|
2.618 |
1.0023 |
|
4.250 |
0.9879 |
|
|
| Fisher Pivots for day following 28-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0297 |
1.0360 |
| PP |
1.0293 |
1.0335 |
| S1 |
1.0288 |
1.0309 |
|