CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 04-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2018 |
04-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0534 |
1.0493 |
-0.0041 |
-0.4% |
1.0648 |
| High |
1.0554 |
1.0534 |
-0.0020 |
-0.2% |
1.0676 |
| Low |
1.0483 |
1.0469 |
-0.0014 |
-0.1% |
1.0499 |
| Close |
1.0491 |
1.0475 |
-0.0016 |
-0.2% |
1.0514 |
| Range |
0.0071 |
0.0065 |
-0.0006 |
-8.5% |
0.0177 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
22,948 |
20,135 |
-2,813 |
-12.3% |
98,739 |
|
| Daily Pivots for day following 04-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0688 |
1.0646 |
1.0511 |
|
| R3 |
1.0623 |
1.0581 |
1.0493 |
|
| R2 |
1.0558 |
1.0558 |
1.0487 |
|
| R1 |
1.0516 |
1.0516 |
1.0481 |
1.0505 |
| PP |
1.0493 |
1.0493 |
1.0493 |
1.0487 |
| S1 |
1.0451 |
1.0451 |
1.0469 |
1.0440 |
| S2 |
1.0428 |
1.0428 |
1.0463 |
|
| S3 |
1.0363 |
1.0386 |
1.0457 |
|
| S4 |
1.0298 |
1.0321 |
1.0439 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1094 |
1.0981 |
1.0611 |
|
| R3 |
1.0917 |
1.0804 |
1.0563 |
|
| R2 |
1.0740 |
1.0740 |
1.0546 |
|
| R1 |
1.0627 |
1.0627 |
1.0530 |
1.0595 |
| PP |
1.0563 |
1.0563 |
1.0563 |
1.0547 |
| S1 |
1.0450 |
1.0450 |
1.0498 |
1.0418 |
| S2 |
1.0386 |
1.0386 |
1.0482 |
|
| S3 |
1.0209 |
1.0273 |
1.0465 |
|
| S4 |
1.0032 |
1.0096 |
1.0417 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0639 |
1.0469 |
0.0170 |
1.6% |
0.0071 |
0.7% |
4% |
False |
True |
22,152 |
| 10 |
1.0676 |
1.0469 |
0.0207 |
2.0% |
0.0070 |
0.7% |
3% |
False |
True |
23,705 |
| 20 |
1.0781 |
1.0469 |
0.0312 |
3.0% |
0.0073 |
0.7% |
2% |
False |
True |
18,643 |
| 40 |
1.0991 |
1.0469 |
0.0522 |
5.0% |
0.0079 |
0.8% |
1% |
False |
True |
9,435 |
| 60 |
1.0991 |
1.0279 |
0.0712 |
6.8% |
0.0084 |
0.8% |
28% |
False |
False |
6,298 |
| 80 |
1.0991 |
1.0181 |
0.0810 |
7.7% |
0.0075 |
0.7% |
36% |
False |
False |
4,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0810 |
|
2.618 |
1.0704 |
|
1.618 |
1.0639 |
|
1.000 |
1.0599 |
|
0.618 |
1.0574 |
|
HIGH |
1.0534 |
|
0.618 |
1.0509 |
|
0.500 |
1.0502 |
|
0.382 |
1.0494 |
|
LOW |
1.0469 |
|
0.618 |
1.0429 |
|
1.000 |
1.0404 |
|
1.618 |
1.0364 |
|
2.618 |
1.0299 |
|
4.250 |
1.0193 |
|
|
| Fisher Pivots for day following 04-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0502 |
1.0516 |
| PP |
1.0493 |
1.0502 |
| S1 |
1.0484 |
1.0489 |
|