CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 13-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2018 |
13-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0495 |
1.0440 |
-0.0055 |
-0.5% |
1.0485 |
| High |
1.0503 |
1.0472 |
-0.0031 |
-0.3% |
1.0547 |
| Low |
1.0419 |
1.0428 |
0.0009 |
0.1% |
1.0419 |
| Close |
1.0448 |
1.0447 |
-0.0001 |
0.0% |
1.0447 |
| Range |
0.0084 |
0.0044 |
-0.0040 |
-47.6% |
0.0128 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
23,711 |
16,495 |
-7,216 |
-30.4% |
102,911 |
|
| Daily Pivots for day following 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0581 |
1.0558 |
1.0471 |
|
| R3 |
1.0537 |
1.0514 |
1.0459 |
|
| R2 |
1.0493 |
1.0493 |
1.0455 |
|
| R1 |
1.0470 |
1.0470 |
1.0451 |
1.0482 |
| PP |
1.0449 |
1.0449 |
1.0449 |
1.0455 |
| S1 |
1.0426 |
1.0426 |
1.0443 |
1.0438 |
| S2 |
1.0405 |
1.0405 |
1.0439 |
|
| S3 |
1.0361 |
1.0382 |
1.0435 |
|
| S4 |
1.0317 |
1.0338 |
1.0423 |
|
|
| Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0855 |
1.0779 |
1.0517 |
|
| R3 |
1.0727 |
1.0651 |
1.0482 |
|
| R2 |
1.0599 |
1.0599 |
1.0470 |
|
| R1 |
1.0523 |
1.0523 |
1.0459 |
1.0497 |
| PP |
1.0471 |
1.0471 |
1.0471 |
1.0458 |
| S1 |
1.0395 |
1.0395 |
1.0435 |
1.0369 |
| S2 |
1.0343 |
1.0343 |
1.0424 |
|
| S3 |
1.0215 |
1.0267 |
1.0412 |
|
| S4 |
1.0087 |
1.0139 |
1.0377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0547 |
1.0419 |
0.0128 |
1.2% |
0.0056 |
0.5% |
22% |
False |
False |
20,582 |
| 10 |
1.0563 |
1.0419 |
0.0144 |
1.4% |
0.0058 |
0.6% |
19% |
False |
False |
20,319 |
| 20 |
1.0676 |
1.0419 |
0.0257 |
2.5% |
0.0066 |
0.6% |
11% |
False |
False |
22,800 |
| 40 |
1.0991 |
1.0419 |
0.0572 |
5.5% |
0.0073 |
0.7% |
5% |
False |
False |
13,071 |
| 60 |
1.0991 |
1.0419 |
0.0572 |
5.5% |
0.0081 |
0.8% |
5% |
False |
False |
8,729 |
| 80 |
1.0991 |
1.0234 |
0.0757 |
7.2% |
0.0076 |
0.7% |
28% |
False |
False |
6,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0659 |
|
2.618 |
1.0587 |
|
1.618 |
1.0543 |
|
1.000 |
1.0516 |
|
0.618 |
1.0499 |
|
HIGH |
1.0472 |
|
0.618 |
1.0455 |
|
0.500 |
1.0450 |
|
0.382 |
1.0445 |
|
LOW |
1.0428 |
|
0.618 |
1.0401 |
|
1.000 |
1.0384 |
|
1.618 |
1.0357 |
|
2.618 |
1.0313 |
|
4.250 |
1.0241 |
|
|
| Fisher Pivots for day following 13-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0450 |
1.0471 |
| PP |
1.0449 |
1.0463 |
| S1 |
1.0448 |
1.0455 |
|