CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 11-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2018 |
11-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0518 |
1.0507 |
-0.0011 |
-0.1% |
1.0541 |
| High |
1.0547 |
1.0522 |
-0.0025 |
-0.2% |
1.0563 |
| Low |
1.0495 |
1.0477 |
-0.0018 |
-0.2% |
1.0422 |
| Close |
1.0510 |
1.0493 |
-0.0017 |
-0.2% |
1.0491 |
| Range |
0.0052 |
0.0045 |
-0.0007 |
-13.5% |
0.0141 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
22,297 |
24,914 |
2,617 |
11.7% |
100,287 |
|
| Daily Pivots for day following 11-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0632 |
1.0608 |
1.0518 |
|
| R3 |
1.0587 |
1.0563 |
1.0505 |
|
| R2 |
1.0542 |
1.0542 |
1.0501 |
|
| R1 |
1.0518 |
1.0518 |
1.0497 |
1.0508 |
| PP |
1.0497 |
1.0497 |
1.0497 |
1.0492 |
| S1 |
1.0473 |
1.0473 |
1.0489 |
1.0463 |
| S2 |
1.0452 |
1.0452 |
1.0485 |
|
| S3 |
1.0407 |
1.0428 |
1.0481 |
|
| S4 |
1.0362 |
1.0383 |
1.0468 |
|
|
| 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 |
1.0547 |
1.0422 |
0.0125 |
1.2% |
0.0055 |
0.5% |
57% |
False |
False |
21,192 |
| 10 |
1.0639 |
1.0422 |
0.0217 |
2.1% |
0.0063 |
0.6% |
33% |
False |
False |
21,672 |
| 20 |
1.0699 |
1.0422 |
0.0277 |
2.6% |
0.0067 |
0.6% |
26% |
False |
False |
22,852 |
| 40 |
1.0991 |
1.0422 |
0.0569 |
5.4% |
0.0075 |
0.7% |
12% |
False |
False |
12,070 |
| 60 |
1.0991 |
1.0422 |
0.0569 |
5.4% |
0.0082 |
0.8% |
12% |
False |
False |
8,062 |
| 80 |
1.0991 |
1.0234 |
0.0757 |
7.2% |
0.0075 |
0.7% |
34% |
False |
False |
6,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0713 |
|
2.618 |
1.0640 |
|
1.618 |
1.0595 |
|
1.000 |
1.0567 |
|
0.618 |
1.0550 |
|
HIGH |
1.0522 |
|
0.618 |
1.0505 |
|
0.500 |
1.0500 |
|
0.382 |
1.0494 |
|
LOW |
1.0477 |
|
0.618 |
1.0449 |
|
1.000 |
1.0432 |
|
1.618 |
1.0404 |
|
2.618 |
1.0359 |
|
4.250 |
1.0286 |
|
|
| Fisher Pivots for day following 11-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0500 |
1.0506 |
| PP |
1.0497 |
1.0502 |
| S1 |
1.0495 |
1.0497 |
|