CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 09-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2018 |
09-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0439 |
1.0485 |
0.0046 |
0.4% |
1.0541 |
| High |
1.0500 |
1.0519 |
0.0019 |
0.2% |
1.0563 |
| Low |
1.0422 |
1.0465 |
0.0043 |
0.4% |
1.0422 |
| Close |
1.0491 |
1.0515 |
0.0024 |
0.2% |
1.0491 |
| Range |
0.0078 |
0.0054 |
-0.0024 |
-30.8% |
0.0141 |
| ATR |
0.0074 |
0.0072 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
24,414 |
15,494 |
-8,920 |
-36.5% |
100,287 |
|
| Daily Pivots for day following 09-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0662 |
1.0642 |
1.0545 |
|
| R3 |
1.0608 |
1.0588 |
1.0530 |
|
| R2 |
1.0554 |
1.0554 |
1.0525 |
|
| R1 |
1.0534 |
1.0534 |
1.0520 |
1.0544 |
| PP |
1.0500 |
1.0500 |
1.0500 |
1.0505 |
| S1 |
1.0480 |
1.0480 |
1.0510 |
1.0490 |
| S2 |
1.0446 |
1.0446 |
1.0505 |
|
| S3 |
1.0392 |
1.0426 |
1.0500 |
|
| S4 |
1.0338 |
1.0372 |
1.0485 |
|
|
| 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 |
1.0554 |
1.0422 |
0.0132 |
1.3% |
0.0063 |
0.6% |
70% |
False |
False |
20,367 |
| 10 |
1.0676 |
1.0422 |
0.0254 |
2.4% |
0.0068 |
0.6% |
37% |
False |
False |
21,452 |
| 20 |
1.0699 |
1.0422 |
0.0277 |
2.6% |
0.0069 |
0.7% |
34% |
False |
False |
21,322 |
| 40 |
1.0991 |
1.0422 |
0.0569 |
5.4% |
0.0075 |
0.7% |
16% |
False |
False |
10,891 |
| 60 |
1.0991 |
1.0308 |
0.0683 |
6.5% |
0.0084 |
0.8% |
30% |
False |
False |
7,276 |
| 80 |
1.0991 |
1.0220 |
0.0771 |
7.3% |
0.0075 |
0.7% |
38% |
False |
False |
5,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0749 |
|
2.618 |
1.0660 |
|
1.618 |
1.0606 |
|
1.000 |
1.0573 |
|
0.618 |
1.0552 |
|
HIGH |
1.0519 |
|
0.618 |
1.0498 |
|
0.500 |
1.0492 |
|
0.382 |
1.0486 |
|
LOW |
1.0465 |
|
0.618 |
1.0432 |
|
1.000 |
1.0411 |
|
1.618 |
1.0378 |
|
2.618 |
1.0324 |
|
4.250 |
1.0236 |
|
|
| Fisher Pivots for day following 09-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0507 |
1.0500 |
| PP |
1.0500 |
1.0485 |
| S1 |
1.0492 |
1.0471 |
|