CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 16-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2018 |
16-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0440 |
1.0440 |
0.0000 |
0.0% |
1.0485 |
| High |
1.0472 |
1.0494 |
0.0022 |
0.2% |
1.0547 |
| Low |
1.0428 |
1.0429 |
0.0001 |
0.0% |
1.0419 |
| Close |
1.0447 |
1.0472 |
0.0025 |
0.2% |
1.0447 |
| Range |
0.0044 |
0.0065 |
0.0021 |
47.7% |
0.0128 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
16,495 |
16,565 |
70 |
0.4% |
102,911 |
|
| Daily Pivots for day following 16-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0660 |
1.0631 |
1.0508 |
|
| R3 |
1.0595 |
1.0566 |
1.0490 |
|
| R2 |
1.0530 |
1.0530 |
1.0484 |
|
| R1 |
1.0501 |
1.0501 |
1.0478 |
1.0516 |
| PP |
1.0465 |
1.0465 |
1.0465 |
1.0472 |
| S1 |
1.0436 |
1.0436 |
1.0466 |
1.0451 |
| S2 |
1.0400 |
1.0400 |
1.0460 |
|
| S3 |
1.0335 |
1.0371 |
1.0454 |
|
| S4 |
1.0270 |
1.0306 |
1.0436 |
|
|
| 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% |
0.0058 |
0.6% |
41% |
False |
False |
20,796 |
| 10 |
1.0554 |
1.0419 |
0.0135 |
1.3% |
0.0060 |
0.6% |
39% |
False |
False |
20,581 |
| 20 |
1.0676 |
1.0419 |
0.0257 |
2.5% |
0.0065 |
0.6% |
21% |
False |
False |
22,031 |
| 40 |
1.0991 |
1.0419 |
0.0572 |
5.5% |
0.0073 |
0.7% |
9% |
False |
False |
13,483 |
| 60 |
1.0991 |
1.0419 |
0.0572 |
5.5% |
0.0081 |
0.8% |
9% |
False |
False |
9,006 |
| 80 |
1.0991 |
1.0234 |
0.0757 |
7.2% |
0.0076 |
0.7% |
31% |
False |
False |
6,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0770 |
|
2.618 |
1.0664 |
|
1.618 |
1.0599 |
|
1.000 |
1.0559 |
|
0.618 |
1.0534 |
|
HIGH |
1.0494 |
|
0.618 |
1.0469 |
|
0.500 |
1.0462 |
|
0.382 |
1.0454 |
|
LOW |
1.0429 |
|
0.618 |
1.0389 |
|
1.000 |
1.0364 |
|
1.618 |
1.0324 |
|
2.618 |
1.0259 |
|
4.250 |
1.0153 |
|
|
| Fisher Pivots for day following 16-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0469 |
1.0468 |
| PP |
1.0465 |
1.0465 |
| S1 |
1.0462 |
1.0461 |
|