CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 06-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2018 |
06-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0472 |
1.0439 |
-0.0033 |
-0.3% |
1.0541 |
| High |
1.0480 |
1.0500 |
0.0020 |
0.2% |
1.0563 |
| Low |
1.0434 |
1.0422 |
-0.0012 |
-0.1% |
1.0422 |
| Close |
1.0441 |
1.0491 |
0.0050 |
0.5% |
1.0491 |
| Range |
0.0046 |
0.0078 |
0.0032 |
69.6% |
0.0141 |
| ATR |
0.0073 |
0.0074 |
0.0000 |
0.5% |
0.0000 |
| Volume |
18,844 |
24,414 |
5,570 |
29.6% |
100,287 |
|
| Daily Pivots for day following 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0705 |
1.0676 |
1.0534 |
|
| R3 |
1.0627 |
1.0598 |
1.0512 |
|
| R2 |
1.0549 |
1.0549 |
1.0505 |
|
| R1 |
1.0520 |
1.0520 |
1.0498 |
1.0535 |
| PP |
1.0471 |
1.0471 |
1.0471 |
1.0478 |
| S1 |
1.0442 |
1.0442 |
1.0484 |
1.0457 |
| S2 |
1.0393 |
1.0393 |
1.0477 |
|
| S3 |
1.0315 |
1.0364 |
1.0470 |
|
| S4 |
1.0237 |
1.0286 |
1.0448 |
|
|
| Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0915 |
1.0844 |
1.0569 |
|
| R3 |
1.0774 |
1.0703 |
1.0530 |
|
| R2 |
1.0633 |
1.0633 |
1.0517 |
|
| R1 |
1.0562 |
1.0562 |
1.0504 |
1.0527 |
| PP |
1.0492 |
1.0492 |
1.0492 |
1.0475 |
| S1 |
1.0421 |
1.0421 |
1.0478 |
1.0386 |
| S2 |
1.0351 |
1.0351 |
1.0465 |
|
| S3 |
1.0210 |
1.0280 |
1.0452 |
|
| S4 |
1.0069 |
1.0139 |
1.0413 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0563 |
1.0422 |
0.0141 |
1.3% |
0.0060 |
0.6% |
49% |
False |
True |
20,057 |
| 10 |
1.0676 |
1.0422 |
0.0254 |
2.4% |
0.0068 |
0.6% |
27% |
False |
True |
22,219 |
| 20 |
1.0699 |
1.0422 |
0.0277 |
2.6% |
0.0069 |
0.7% |
25% |
False |
True |
20,619 |
| 40 |
1.0991 |
1.0422 |
0.0569 |
5.4% |
0.0077 |
0.7% |
12% |
False |
True |
10,506 |
| 60 |
1.0991 |
1.0279 |
0.0712 |
6.8% |
0.0084 |
0.8% |
30% |
False |
False |
7,019 |
| 80 |
1.0991 |
1.0220 |
0.0771 |
7.3% |
0.0075 |
0.7% |
35% |
False |
False |
5,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0832 |
|
2.618 |
1.0704 |
|
1.618 |
1.0626 |
|
1.000 |
1.0578 |
|
0.618 |
1.0548 |
|
HIGH |
1.0500 |
|
0.618 |
1.0470 |
|
0.500 |
1.0461 |
|
0.382 |
1.0452 |
|
LOW |
1.0422 |
|
0.618 |
1.0374 |
|
1.000 |
1.0344 |
|
1.618 |
1.0296 |
|
2.618 |
1.0218 |
|
4.250 |
1.0091 |
|
|
| Fisher Pivots for day following 06-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0481 |
1.0487 |
| PP |
1.0471 |
1.0482 |
| S1 |
1.0461 |
1.0478 |
|