CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 03-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2018 |
03-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0233 |
1.0228 |
-0.0005 |
0.0% |
1.0515 |
| High |
1.0242 |
1.0237 |
-0.0005 |
0.0% |
1.0518 |
| Low |
1.0207 |
1.0142 |
-0.0065 |
-0.6% |
1.0253 |
| Close |
1.0222 |
1.0170 |
-0.0052 |
-0.5% |
1.0284 |
| Range |
0.0035 |
0.0095 |
0.0060 |
171.4% |
0.0265 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
3.0% |
0.0000 |
| Volume |
22,099 |
24,656 |
2,557 |
11.6% |
154,644 |
|
| Daily Pivots for day following 03-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0468 |
1.0414 |
1.0222 |
|
| R3 |
1.0373 |
1.0319 |
1.0196 |
|
| R2 |
1.0278 |
1.0278 |
1.0187 |
|
| R1 |
1.0224 |
1.0224 |
1.0179 |
1.0204 |
| PP |
1.0183 |
1.0183 |
1.0183 |
1.0173 |
| S1 |
1.0129 |
1.0129 |
1.0161 |
1.0109 |
| S2 |
1.0088 |
1.0088 |
1.0153 |
|
| S3 |
0.9993 |
1.0034 |
1.0144 |
|
| S4 |
0.9898 |
0.9939 |
1.0118 |
|
|
| 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 |
1.0438 |
1.0142 |
0.0296 |
2.9% |
0.0083 |
0.8% |
9% |
False |
True |
30,358 |
| 10 |
1.0559 |
1.0142 |
0.0417 |
4.1% |
0.0077 |
0.8% |
7% |
False |
True |
28,880 |
| 20 |
1.0559 |
1.0142 |
0.0417 |
4.1% |
0.0069 |
0.7% |
7% |
False |
True |
23,187 |
| 40 |
1.0559 |
1.0126 |
0.0433 |
4.3% |
0.0061 |
0.6% |
10% |
False |
False |
11,758 |
| 60 |
1.0559 |
1.0069 |
0.0490 |
4.8% |
0.0057 |
0.6% |
21% |
False |
False |
7,840 |
| 80 |
1.0559 |
1.0069 |
0.0490 |
4.8% |
0.0056 |
0.5% |
21% |
False |
False |
5,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0641 |
|
2.618 |
1.0486 |
|
1.618 |
1.0391 |
|
1.000 |
1.0332 |
|
0.618 |
1.0296 |
|
HIGH |
1.0237 |
|
0.618 |
1.0201 |
|
0.500 |
1.0190 |
|
0.382 |
1.0178 |
|
LOW |
1.0142 |
|
0.618 |
1.0083 |
|
1.000 |
1.0047 |
|
1.618 |
0.9988 |
|
2.618 |
0.9893 |
|
4.250 |
0.9738 |
|
|
| Fisher Pivots for day following 03-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0190 |
1.0205 |
| PP |
1.0183 |
1.0193 |
| S1 |
1.0177 |
1.0182 |
|