CME Swiss Franc Future June 2018
Trading Metrics calculated at close of trading on 05-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2018 |
05-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1.0493 |
1.0472 |
-0.0021 |
-0.2% |
1.0648 |
High |
1.0534 |
1.0480 |
-0.0054 |
-0.5% |
1.0676 |
Low |
1.0469 |
1.0434 |
-0.0035 |
-0.3% |
1.0499 |
Close |
1.0475 |
1.0441 |
-0.0034 |
-0.3% |
1.0514 |
Range |
0.0065 |
0.0046 |
-0.0019 |
-29.2% |
0.0177 |
ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
20,135 |
18,844 |
-1,291 |
-6.4% |
98,739 |
|
Daily Pivots for day following 05-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0590 |
1.0561 |
1.0466 |
|
R3 |
1.0544 |
1.0515 |
1.0454 |
|
R2 |
1.0498 |
1.0498 |
1.0449 |
|
R1 |
1.0469 |
1.0469 |
1.0445 |
1.0461 |
PP |
1.0452 |
1.0452 |
1.0452 |
1.0447 |
S1 |
1.0423 |
1.0423 |
1.0437 |
1.0415 |
S2 |
1.0406 |
1.0406 |
1.0433 |
|
S3 |
1.0360 |
1.0377 |
1.0428 |
|
S4 |
1.0314 |
1.0331 |
1.0416 |
|
|
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 |
1.0563 |
1.0434 |
0.0129 |
1.2% |
0.0053 |
0.5% |
5% |
False |
True |
20,112 |
10 |
1.0676 |
1.0434 |
0.0242 |
2.3% |
0.0066 |
0.6% |
3% |
False |
True |
22,672 |
20 |
1.0704 |
1.0434 |
0.0270 |
2.6% |
0.0071 |
0.7% |
3% |
False |
True |
19,471 |
40 |
1.0991 |
1.0434 |
0.0557 |
5.3% |
0.0078 |
0.7% |
1% |
False |
True |
9,904 |
60 |
1.0991 |
1.0279 |
0.0712 |
6.8% |
0.0084 |
0.8% |
23% |
False |
False |
6,612 |
80 |
1.0991 |
1.0181 |
0.0810 |
7.8% |
0.0074 |
0.7% |
32% |
False |
False |
4,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0676 |
2.618 |
1.0600 |
1.618 |
1.0554 |
1.000 |
1.0526 |
0.618 |
1.0508 |
HIGH |
1.0480 |
0.618 |
1.0462 |
0.500 |
1.0457 |
0.382 |
1.0452 |
LOW |
1.0434 |
0.618 |
1.0406 |
1.000 |
1.0388 |
1.618 |
1.0360 |
2.618 |
1.0314 |
4.250 |
1.0239 |
|
|
Fisher Pivots for day following 05-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1.0457 |
1.0494 |
PP |
1.0452 |
1.0476 |
S1 |
1.0446 |
1.0459 |
|